CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 12-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.9009 |
0.9053 |
0.0044 |
0.5% |
0.8999 |
High |
0.9040 |
0.9057 |
0.0017 |
0.2% |
0.9045 |
Low |
0.9009 |
0.9048 |
0.0039 |
0.4% |
0.8949 |
Close |
0.9035 |
0.9048 |
0.0013 |
0.1% |
0.9017 |
Range |
0.0031 |
0.0009 |
-0.0022 |
-71.0% |
0.0096 |
ATR |
0.0044 |
0.0042 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
45 |
67 |
22 |
48.9% |
435 |
|
Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9078 |
0.9072 |
0.9053 |
|
R3 |
0.9069 |
0.9063 |
0.9050 |
|
R2 |
0.9060 |
0.9060 |
0.9050 |
|
R1 |
0.9054 |
0.9054 |
0.9049 |
0.9053 |
PP |
0.9051 |
0.9051 |
0.9051 |
0.9050 |
S1 |
0.9045 |
0.9045 |
0.9047 |
0.9044 |
S2 |
0.9042 |
0.9042 |
0.9046 |
|
S3 |
0.9033 |
0.9036 |
0.9046 |
|
S4 |
0.9024 |
0.9027 |
0.9043 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9292 |
0.9250 |
0.9070 |
|
R3 |
0.9196 |
0.9154 |
0.9043 |
|
R2 |
0.9100 |
0.9100 |
0.9035 |
|
R1 |
0.9058 |
0.9058 |
0.9026 |
0.9079 |
PP |
0.9004 |
0.9004 |
0.9004 |
0.9014 |
S1 |
0.8962 |
0.8962 |
0.9008 |
0.8983 |
S2 |
0.8908 |
0.8908 |
0.8999 |
|
S3 |
0.8812 |
0.8866 |
0.8991 |
|
S4 |
0.8716 |
0.8770 |
0.8964 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9057 |
0.8953 |
0.0104 |
1.1% |
0.0024 |
0.3% |
91% |
True |
False |
65 |
10 |
0.9057 |
0.8888 |
0.0169 |
1.9% |
0.0029 |
0.3% |
95% |
True |
False |
64 |
20 |
0.9117 |
0.8888 |
0.0229 |
2.5% |
0.0035 |
0.4% |
70% |
False |
False |
59 |
40 |
0.9387 |
0.8888 |
0.0499 |
5.5% |
0.0034 |
0.4% |
32% |
False |
False |
64 |
60 |
0.9514 |
0.8888 |
0.0626 |
6.9% |
0.0030 |
0.3% |
26% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9095 |
2.618 |
0.9081 |
1.618 |
0.9072 |
1.000 |
0.9066 |
0.618 |
0.9063 |
HIGH |
0.9057 |
0.618 |
0.9054 |
0.500 |
0.9053 |
0.382 |
0.9051 |
LOW |
0.9048 |
0.618 |
0.9042 |
1.000 |
0.9039 |
1.618 |
0.9033 |
2.618 |
0.9024 |
4.250 |
0.9010 |
|
|
Fisher Pivots for day following 12-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9053 |
0.9042 |
PP |
0.9051 |
0.9036 |
S1 |
0.9050 |
0.9030 |
|