CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 03-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.8888 |
0.8999 |
0.0111 |
1.2% |
0.9006 |
High |
0.8942 |
0.9000 |
0.0058 |
0.6% |
0.9013 |
Low |
0.8888 |
0.8961 |
0.0073 |
0.8% |
0.8888 |
Close |
0.8941 |
0.8965 |
0.0024 |
0.3% |
0.8941 |
Range |
0.0054 |
0.0039 |
-0.0015 |
-27.8% |
0.0125 |
ATR |
0.0047 |
0.0048 |
0.0001 |
1.8% |
0.0000 |
Volume |
4 |
205 |
201 |
5,025.0% |
216 |
|
Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9092 |
0.9068 |
0.8986 |
|
R3 |
0.9053 |
0.9029 |
0.8976 |
|
R2 |
0.9014 |
0.9014 |
0.8972 |
|
R1 |
0.8990 |
0.8990 |
0.8969 |
0.8983 |
PP |
0.8975 |
0.8975 |
0.8975 |
0.8972 |
S1 |
0.8951 |
0.8951 |
0.8961 |
0.8944 |
S2 |
0.8936 |
0.8936 |
0.8958 |
|
S3 |
0.8897 |
0.8912 |
0.8954 |
|
S4 |
0.8858 |
0.8873 |
0.8944 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9322 |
0.9257 |
0.9010 |
|
R3 |
0.9197 |
0.9132 |
0.8975 |
|
R2 |
0.9072 |
0.9072 |
0.8964 |
|
R1 |
0.9007 |
0.9007 |
0.8952 |
0.8977 |
PP |
0.8947 |
0.8947 |
0.8947 |
0.8933 |
S1 |
0.8882 |
0.8882 |
0.8930 |
0.8852 |
S2 |
0.8822 |
0.8822 |
0.8918 |
|
S3 |
0.8697 |
0.8757 |
0.8907 |
|
S4 |
0.8572 |
0.8632 |
0.8872 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9000 |
0.8888 |
0.0112 |
1.2% |
0.0026 |
0.3% |
69% |
True |
False |
67 |
10 |
0.9079 |
0.8888 |
0.0191 |
2.1% |
0.0043 |
0.5% |
40% |
False |
False |
63 |
20 |
0.9335 |
0.8888 |
0.0447 |
5.0% |
0.0040 |
0.4% |
17% |
False |
False |
91 |
40 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0035 |
0.4% |
15% |
False |
False |
62 |
60 |
0.9527 |
0.8888 |
0.0639 |
7.1% |
0.0029 |
0.3% |
12% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9166 |
2.618 |
0.9102 |
1.618 |
0.9063 |
1.000 |
0.9039 |
0.618 |
0.9024 |
HIGH |
0.9000 |
0.618 |
0.8985 |
0.500 |
0.8981 |
0.382 |
0.8976 |
LOW |
0.8961 |
0.618 |
0.8937 |
1.000 |
0.8922 |
1.618 |
0.8898 |
2.618 |
0.8859 |
4.250 |
0.8795 |
|
|
Fisher Pivots for day following 03-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8981 |
0.8958 |
PP |
0.8975 |
0.8951 |
S1 |
0.8970 |
0.8944 |
|