CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 27-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.8970 |
0.8941 |
-0.0029 |
-0.3% |
0.9075 |
High |
0.8970 |
0.8941 |
-0.0029 |
-0.3% |
0.9093 |
Low |
0.8932 |
0.8924 |
-0.0008 |
-0.1% |
0.8907 |
Close |
0.8940 |
0.8932 |
-0.0008 |
-0.1% |
0.8944 |
Range |
0.0038 |
0.0017 |
-0.0021 |
-55.3% |
0.0186 |
ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.4% |
0.0000 |
Volume |
24 |
107 |
83 |
345.8% |
185 |
|
Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8983 |
0.8975 |
0.8941 |
|
R3 |
0.8966 |
0.8958 |
0.8937 |
|
R2 |
0.8949 |
0.8949 |
0.8935 |
|
R1 |
0.8941 |
0.8941 |
0.8934 |
0.8937 |
PP |
0.8932 |
0.8932 |
0.8932 |
0.8930 |
S1 |
0.8924 |
0.8924 |
0.8930 |
0.8920 |
S2 |
0.8915 |
0.8915 |
0.8929 |
|
S3 |
0.8898 |
0.8907 |
0.8927 |
|
S4 |
0.8881 |
0.8890 |
0.8923 |
|
|
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 |
0.9003 |
0.8907 |
0.0096 |
1.1% |
0.0023 |
0.3% |
26% |
False |
False |
55 |
10 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0027 |
0.3% |
13% |
False |
False |
54 |
20 |
0.9093 |
0.8888 |
0.0205 |
2.3% |
0.0028 |
0.3% |
21% |
False |
False |
59 |
40 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0034 |
0.4% |
9% |
False |
False |
70 |
60 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0031 |
0.3% |
9% |
False |
False |
61 |
80 |
0.9527 |
0.8888 |
0.0639 |
7.2% |
0.0028 |
0.3% |
7% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9013 |
2.618 |
0.8986 |
1.618 |
0.8969 |
1.000 |
0.8958 |
0.618 |
0.8952 |
HIGH |
0.8941 |
0.618 |
0.8935 |
0.500 |
0.8933 |
0.382 |
0.8930 |
LOW |
0.8924 |
0.618 |
0.8913 |
1.000 |
0.8907 |
1.618 |
0.8896 |
2.618 |
0.8879 |
4.250 |
0.8852 |
|
|
Fisher Pivots for day following 27-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8933 |
0.8953 |
PP |
0.8932 |
0.8946 |
S1 |
0.8932 |
0.8939 |
|