CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 14-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.9060 |
0.9070 |
0.0010 |
0.1% |
0.9008 |
High |
0.9078 |
0.9085 |
0.0007 |
0.1% |
0.9085 |
Low |
0.9040 |
0.9060 |
0.0020 |
0.2% |
0.9003 |
Close |
0.9066 |
0.9061 |
-0.0005 |
-0.1% |
0.9061 |
Range |
0.0038 |
0.0025 |
-0.0013 |
-34.2% |
0.0082 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
34 |
81 |
47 |
138.2% |
311 |
|
Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9144 |
0.9127 |
0.9075 |
|
R3 |
0.9119 |
0.9102 |
0.9068 |
|
R2 |
0.9094 |
0.9094 |
0.9066 |
|
R1 |
0.9077 |
0.9077 |
0.9063 |
0.9073 |
PP |
0.9069 |
0.9069 |
0.9069 |
0.9067 |
S1 |
0.9052 |
0.9052 |
0.9059 |
0.9048 |
S2 |
0.9044 |
0.9044 |
0.9056 |
|
S3 |
0.9019 |
0.9027 |
0.9054 |
|
S4 |
0.8994 |
0.9002 |
0.9047 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9296 |
0.9260 |
0.9106 |
|
R3 |
0.9214 |
0.9178 |
0.9084 |
|
R2 |
0.9132 |
0.9132 |
0.9076 |
|
R1 |
0.9096 |
0.9096 |
0.9069 |
0.9114 |
PP |
0.9050 |
0.9050 |
0.9050 |
0.9059 |
S1 |
0.9014 |
0.9014 |
0.9053 |
0.9032 |
S2 |
0.8968 |
0.8968 |
0.9046 |
|
S3 |
0.8886 |
0.8932 |
0.9038 |
|
S4 |
0.8804 |
0.8850 |
0.9016 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9085 |
0.9003 |
0.0082 |
0.9% |
0.0022 |
0.2% |
71% |
True |
False |
62 |
10 |
0.9085 |
0.8949 |
0.0136 |
1.5% |
0.0029 |
0.3% |
82% |
True |
False |
74 |
20 |
0.9088 |
0.8888 |
0.0200 |
2.2% |
0.0035 |
0.4% |
87% |
False |
False |
61 |
40 |
0.9387 |
0.8888 |
0.0499 |
5.5% |
0.0035 |
0.4% |
35% |
False |
False |
66 |
60 |
0.9500 |
0.8888 |
0.0612 |
6.8% |
0.0031 |
0.3% |
28% |
False |
False |
56 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9191 |
2.618 |
0.9150 |
1.618 |
0.9125 |
1.000 |
0.9110 |
0.618 |
0.9100 |
HIGH |
0.9085 |
0.618 |
0.9075 |
0.500 |
0.9073 |
0.382 |
0.9070 |
LOW |
0.9060 |
0.618 |
0.9045 |
1.000 |
0.9035 |
1.618 |
0.9020 |
2.618 |
0.8995 |
4.250 |
0.8954 |
|
|
Fisher Pivots for day following 14-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9073 |
0.9063 |
PP |
0.9069 |
0.9062 |
S1 |
0.9065 |
0.9062 |
|