CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 19-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.9075 |
0.9025 |
-0.0050 |
-0.6% |
0.9008 |
High |
0.9093 |
0.9027 |
-0.0066 |
-0.7% |
0.9085 |
Low |
0.9068 |
0.8982 |
-0.0086 |
-0.9% |
0.9003 |
Close |
0.9093 |
0.8982 |
-0.0111 |
-1.2% |
0.9061 |
Range |
0.0025 |
0.0045 |
0.0020 |
80.0% |
0.0082 |
ATR |
0.0040 |
0.0045 |
0.0005 |
12.6% |
0.0000 |
Volume |
48 |
45 |
-3 |
-6.3% |
311 |
|
Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9132 |
0.9102 |
0.9007 |
|
R3 |
0.9087 |
0.9057 |
0.8994 |
|
R2 |
0.9042 |
0.9042 |
0.8990 |
|
R1 |
0.9012 |
0.9012 |
0.8986 |
0.9005 |
PP |
0.8997 |
0.8997 |
0.8997 |
0.8993 |
S1 |
0.8967 |
0.8967 |
0.8978 |
0.8960 |
S2 |
0.8952 |
0.8952 |
0.8974 |
|
S3 |
0.8907 |
0.8922 |
0.8970 |
|
S4 |
0.8862 |
0.8877 |
0.8957 |
|
|
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 |
0.9093 |
0.8982 |
0.0111 |
1.2% |
0.0028 |
0.3% |
0% |
False |
True |
55 |
10 |
0.9093 |
0.8949 |
0.0144 |
1.6% |
0.0030 |
0.3% |
23% |
False |
False |
59 |
20 |
0.9093 |
0.8888 |
0.0205 |
2.3% |
0.0037 |
0.4% |
46% |
False |
False |
62 |
40 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0035 |
0.4% |
19% |
False |
False |
66 |
60 |
0.9450 |
0.8888 |
0.0562 |
6.3% |
0.0032 |
0.4% |
17% |
False |
False |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9218 |
2.618 |
0.9145 |
1.618 |
0.9100 |
1.000 |
0.9072 |
0.618 |
0.9055 |
HIGH |
0.9027 |
0.618 |
0.9010 |
0.500 |
0.9005 |
0.382 |
0.8999 |
LOW |
0.8982 |
0.618 |
0.8954 |
1.000 |
0.8937 |
1.618 |
0.8909 |
2.618 |
0.8864 |
4.250 |
0.8791 |
|
|
Fisher Pivots for day following 19-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9005 |
0.9038 |
PP |
0.8997 |
0.9019 |
S1 |
0.8990 |
0.9001 |
|