CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 24-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8889 |
0.8935 |
0.0046 |
0.5% |
0.9066 |
High |
0.8953 |
0.8991 |
0.0038 |
0.4% |
0.9079 |
Low |
0.8889 |
0.8935 |
0.0046 |
0.5% |
0.8889 |
Close |
0.8950 |
0.8989 |
0.0039 |
0.4% |
0.8989 |
Range |
0.0064 |
0.0056 |
-0.0008 |
-12.5% |
0.0190 |
ATR |
0.0051 |
0.0051 |
0.0000 |
0.7% |
0.0000 |
Volume |
93 |
50 |
-43 |
-46.2% |
212 |
|
Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9140 |
0.9120 |
0.9020 |
|
R3 |
0.9084 |
0.9064 |
0.9004 |
|
R2 |
0.9028 |
0.9028 |
0.8999 |
|
R1 |
0.9008 |
0.9008 |
0.8994 |
0.9018 |
PP |
0.8972 |
0.8972 |
0.8972 |
0.8977 |
S1 |
0.8952 |
0.8952 |
0.8984 |
0.8962 |
S2 |
0.8916 |
0.8916 |
0.8979 |
|
S3 |
0.8860 |
0.8896 |
0.8974 |
|
S4 |
0.8804 |
0.8840 |
0.8958 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9556 |
0.9462 |
0.9094 |
|
R3 |
0.9366 |
0.9272 |
0.9041 |
|
R2 |
0.9176 |
0.9176 |
0.9024 |
|
R1 |
0.9082 |
0.9082 |
0.9006 |
0.9034 |
PP |
0.8986 |
0.8986 |
0.8986 |
0.8962 |
S1 |
0.8892 |
0.8892 |
0.8972 |
0.8844 |
S2 |
0.8796 |
0.8796 |
0.8954 |
|
S3 |
0.8606 |
0.8702 |
0.8937 |
|
S4 |
0.8416 |
0.8512 |
0.8885 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9088 |
0.8889 |
0.0199 |
2.2% |
0.0053 |
0.6% |
50% |
False |
False |
52 |
10 |
0.9174 |
0.8889 |
0.0285 |
3.2% |
0.0048 |
0.5% |
35% |
False |
False |
94 |
20 |
0.9387 |
0.8889 |
0.0498 |
5.5% |
0.0040 |
0.4% |
20% |
False |
False |
76 |
40 |
0.9414 |
0.8889 |
0.0525 |
5.8% |
0.0033 |
0.4% |
19% |
False |
False |
59 |
60 |
0.9527 |
0.8889 |
0.0638 |
7.1% |
0.0026 |
0.3% |
16% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9229 |
2.618 |
0.9138 |
1.618 |
0.9082 |
1.000 |
0.9047 |
0.618 |
0.9026 |
HIGH |
0.8991 |
0.618 |
0.8970 |
0.500 |
0.8963 |
0.382 |
0.8956 |
LOW |
0.8935 |
0.618 |
0.8900 |
1.000 |
0.8879 |
1.618 |
0.8844 |
2.618 |
0.8788 |
4.250 |
0.8697 |
|
|
Fisher Pivots for day following 24-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8980 |
0.8987 |
PP |
0.8972 |
0.8986 |
S1 |
0.8963 |
0.8984 |
|