CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 11-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9153 |
0.9110 |
-0.0043 |
-0.5% |
0.9072 |
High |
0.9160 |
0.9120 |
-0.0040 |
-0.4% |
0.9174 |
Low |
0.9112 |
0.9070 |
-0.0042 |
-0.5% |
0.9048 |
Close |
0.9122 |
0.9087 |
-0.0035 |
-0.4% |
0.9087 |
Range |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0126 |
ATR |
0.0053 |
0.0053 |
0.0000 |
-0.1% |
0.0000 |
Volume |
235 |
166 |
-69 |
-29.4% |
1,348 |
|
Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9242 |
0.9215 |
0.9115 |
|
R3 |
0.9192 |
0.9165 |
0.9101 |
|
R2 |
0.9142 |
0.9142 |
0.9096 |
|
R1 |
0.9115 |
0.9115 |
0.9092 |
0.9104 |
PP |
0.9092 |
0.9092 |
0.9092 |
0.9087 |
S1 |
0.9065 |
0.9065 |
0.9082 |
0.9054 |
S2 |
0.9042 |
0.9042 |
0.9078 |
|
S3 |
0.8992 |
0.9015 |
0.9073 |
|
S4 |
0.8942 |
0.8965 |
0.9060 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9481 |
0.9410 |
0.9156 |
|
R3 |
0.9355 |
0.9284 |
0.9122 |
|
R2 |
0.9229 |
0.9229 |
0.9110 |
|
R1 |
0.9158 |
0.9158 |
0.9099 |
0.9194 |
PP |
0.9103 |
0.9103 |
0.9103 |
0.9121 |
S1 |
0.9032 |
0.9032 |
0.9075 |
0.9068 |
S2 |
0.8977 |
0.8977 |
0.9064 |
|
S3 |
0.8851 |
0.8906 |
0.9052 |
|
S4 |
0.8725 |
0.8780 |
0.9018 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9174 |
0.9048 |
0.0126 |
1.4% |
0.0048 |
0.5% |
31% |
False |
False |
269 |
10 |
0.9174 |
0.8999 |
0.0175 |
1.9% |
0.0045 |
0.5% |
50% |
False |
False |
270 |
20 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0054 |
0.6% |
76% |
False |
False |
278 |
40 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0044 |
0.5% |
76% |
False |
False |
192 |
60 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0041 |
0.5% |
76% |
False |
False |
147 |
80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0040 |
0.4% |
48% |
False |
False |
128 |
100 |
0.9514 |
0.8815 |
0.0699 |
7.7% |
0.0036 |
0.4% |
39% |
False |
False |
110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9333 |
2.618 |
0.9251 |
1.618 |
0.9201 |
1.000 |
0.9170 |
0.618 |
0.9151 |
HIGH |
0.9120 |
0.618 |
0.9101 |
0.500 |
0.9095 |
0.382 |
0.9089 |
LOW |
0.9070 |
0.618 |
0.9039 |
1.000 |
0.9020 |
1.618 |
0.8989 |
2.618 |
0.8939 |
4.250 |
0.8858 |
|
|
Fisher Pivots for day following 11-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9095 |
0.9122 |
PP |
0.9092 |
0.9110 |
S1 |
0.9090 |
0.9099 |
|