CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.9053 |
0.9060 |
0.0007 |
0.1% |
0.8999 |
High |
0.9057 |
0.9078 |
0.0021 |
0.2% |
0.9045 |
Low |
0.9048 |
0.9040 |
-0.0008 |
-0.1% |
0.8949 |
Close |
0.9048 |
0.9066 |
0.0018 |
0.2% |
0.9017 |
Range |
0.0009 |
0.0038 |
0.0029 |
322.2% |
0.0096 |
ATR |
0.0042 |
0.0042 |
0.0000 |
-0.7% |
0.0000 |
Volume |
67 |
34 |
-33 |
-49.3% |
435 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9175 |
0.9159 |
0.9087 |
|
R3 |
0.9137 |
0.9121 |
0.9076 |
|
R2 |
0.9099 |
0.9099 |
0.9073 |
|
R1 |
0.9083 |
0.9083 |
0.9069 |
0.9091 |
PP |
0.9061 |
0.9061 |
0.9061 |
0.9066 |
S1 |
0.9045 |
0.9045 |
0.9063 |
0.9053 |
S2 |
0.9023 |
0.9023 |
0.9059 |
|
S3 |
0.8985 |
0.9007 |
0.9056 |
|
S4 |
0.8947 |
0.8969 |
0.9045 |
|
|
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 |
0.9078 |
0.9003 |
0.0075 |
0.8% |
0.0022 |
0.2% |
84% |
True |
False |
60 |
10 |
0.9078 |
0.8888 |
0.0190 |
2.1% |
0.0032 |
0.3% |
94% |
True |
False |
66 |
20 |
0.9117 |
0.8888 |
0.0229 |
2.5% |
0.0035 |
0.4% |
78% |
False |
False |
57 |
40 |
0.9387 |
0.8888 |
0.0499 |
5.5% |
0.0035 |
0.4% |
36% |
False |
False |
65 |
60 |
0.9514 |
0.8888 |
0.0626 |
6.9% |
0.0031 |
0.3% |
28% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9240 |
2.618 |
0.9177 |
1.618 |
0.9139 |
1.000 |
0.9116 |
0.618 |
0.9101 |
HIGH |
0.9078 |
0.618 |
0.9063 |
0.500 |
0.9059 |
0.382 |
0.9055 |
LOW |
0.9040 |
0.618 |
0.9017 |
1.000 |
0.9002 |
1.618 |
0.8979 |
2.618 |
0.8941 |
4.250 |
0.8879 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9064 |
0.9059 |
PP |
0.9061 |
0.9051 |
S1 |
0.9059 |
0.9044 |
|