CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 25-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.8992 |
0.8979 |
-0.0013 |
-0.1% |
0.9075 |
High |
0.9003 |
0.8982 |
-0.0021 |
-0.2% |
0.9093 |
Low |
0.8992 |
0.8977 |
-0.0015 |
-0.2% |
0.8907 |
Close |
0.8999 |
0.8981 |
-0.0018 |
-0.2% |
0.8944 |
Range |
0.0011 |
0.0005 |
-0.0006 |
-54.5% |
0.0186 |
ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
57 |
54 |
-3 |
-5.3% |
185 |
|
Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8995 |
0.8993 |
0.8984 |
|
R3 |
0.8990 |
0.8988 |
0.8982 |
|
R2 |
0.8985 |
0.8985 |
0.8982 |
|
R1 |
0.8983 |
0.8983 |
0.8981 |
0.8984 |
PP |
0.8980 |
0.8980 |
0.8980 |
0.8981 |
S1 |
0.8978 |
0.8978 |
0.8981 |
0.8979 |
S2 |
0.8975 |
0.8975 |
0.8980 |
|
S3 |
0.8970 |
0.8973 |
0.8980 |
|
S4 |
0.8965 |
0.8968 |
0.8978 |
|
|
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 |
0.9027 |
0.8907 |
0.0120 |
1.3% |
0.0026 |
0.3% |
62% |
False |
False |
49 |
10 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0026 |
0.3% |
40% |
False |
False |
52 |
20 |
0.9093 |
0.8888 |
0.0205 |
2.3% |
0.0027 |
0.3% |
45% |
False |
False |
58 |
40 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0035 |
0.4% |
19% |
False |
False |
68 |
60 |
0.9414 |
0.8888 |
0.0526 |
5.9% |
0.0032 |
0.4% |
18% |
False |
False |
59 |
80 |
0.9527 |
0.8888 |
0.0639 |
7.1% |
0.0027 |
0.3% |
15% |
False |
False |
47 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9003 |
2.618 |
0.8995 |
1.618 |
0.8990 |
1.000 |
0.8987 |
0.618 |
0.8985 |
HIGH |
0.8982 |
0.618 |
0.8980 |
0.500 |
0.8980 |
0.382 |
0.8979 |
LOW |
0.8977 |
0.618 |
0.8974 |
1.000 |
0.8972 |
1.618 |
0.8969 |
2.618 |
0.8964 |
4.250 |
0.8956 |
|
|
Fisher Pivots for day following 25-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8981 |
0.8972 |
PP |
0.8980 |
0.8964 |
S1 |
0.8980 |
0.8955 |
|