CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.8913 |
0.8992 |
0.0079 |
0.9% |
0.9075 |
High |
0.8951 |
0.9003 |
0.0052 |
0.6% |
0.9093 |
Low |
0.8907 |
0.8992 |
0.0085 |
1.0% |
0.8907 |
Close |
0.8944 |
0.8999 |
0.0055 |
0.6% |
0.8944 |
Range |
0.0044 |
0.0011 |
-0.0033 |
-75.0% |
0.0186 |
ATR |
0.0044 |
0.0045 |
0.0001 |
2.3% |
0.0000 |
Volume |
37 |
57 |
20 |
54.1% |
185 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9031 |
0.9026 |
0.9005 |
|
R3 |
0.9020 |
0.9015 |
0.9002 |
|
R2 |
0.9009 |
0.9009 |
0.9001 |
|
R1 |
0.9004 |
0.9004 |
0.9000 |
0.9007 |
PP |
0.8998 |
0.8998 |
0.8998 |
0.8999 |
S1 |
0.8993 |
0.8993 |
0.8998 |
0.8996 |
S2 |
0.8987 |
0.8987 |
0.8997 |
|
S3 |
0.8976 |
0.8982 |
0.8996 |
|
S4 |
0.8965 |
0.8971 |
0.8993 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9539 |
0.9428 |
0.9046 |
|
R3 |
0.9353 |
0.9242 |
0.8995 |
|
R2 |
0.9167 |
0.9167 |
0.8978 |
|
R1 |
0.9056 |
0.9056 |
0.8961 |
0.9019 |
PP |
0.8981 |
0.8981 |
0.8981 |
0.8963 |
S1 |
0.8870 |
0.8870 |
0.8927 |
0.8833 |
S2 |
0.8795 |
0.8795 |
0.8910 |
|
S3 |
0.8609 |
0.8684 |
0.8893 |
|
S4 |
0.8423 |
0.8498 |
0.8842 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0030 |
0.3% |
49% |
False |
False |
48 |
10 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0026 |
0.3% |
49% |
False |
False |
55 |
20 |
0.9093 |
0.8888 |
0.0205 |
2.3% |
0.0029 |
0.3% |
54% |
False |
False |
60 |
40 |
0.9387 |
0.8888 |
0.0499 |
5.5% |
0.0035 |
0.4% |
22% |
False |
False |
68 |
60 |
0.9414 |
0.8888 |
0.0526 |
5.8% |
0.0032 |
0.4% |
21% |
False |
False |
59 |
80 |
0.9527 |
0.8888 |
0.0639 |
7.1% |
0.0027 |
0.3% |
17% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9050 |
2.618 |
0.9032 |
1.618 |
0.9021 |
1.000 |
0.9014 |
0.618 |
0.9010 |
HIGH |
0.9003 |
0.618 |
0.8999 |
0.500 |
0.8998 |
0.382 |
0.8996 |
LOW |
0.8992 |
0.618 |
0.8985 |
1.000 |
0.8981 |
1.618 |
0.8974 |
2.618 |
0.8963 |
4.250 |
0.8945 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8999 |
0.8984 |
PP |
0.8998 |
0.8970 |
S1 |
0.8998 |
0.8955 |
|