CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9086 |
0.9065 |
-0.0021 |
-0.2% |
0.9072 |
High |
0.9086 |
0.9080 |
-0.0006 |
-0.1% |
0.9174 |
Low |
0.9047 |
0.9030 |
-0.0017 |
-0.2% |
0.9048 |
Close |
0.9074 |
0.9047 |
-0.0027 |
-0.3% |
0.9087 |
Range |
0.0039 |
0.0050 |
0.0011 |
28.2% |
0.0126 |
ATR |
0.0051 |
0.0051 |
0.0000 |
-0.1% |
0.0000 |
Volume |
86 |
410 |
324 |
376.7% |
1,348 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9202 |
0.9175 |
0.9075 |
|
R3 |
0.9152 |
0.9125 |
0.9061 |
|
R2 |
0.9102 |
0.9102 |
0.9056 |
|
R1 |
0.9075 |
0.9075 |
0.9052 |
0.9064 |
PP |
0.9052 |
0.9052 |
0.9052 |
0.9047 |
S1 |
0.9025 |
0.9025 |
0.9042 |
0.9014 |
S2 |
0.9002 |
0.9002 |
0.9038 |
|
S3 |
0.8952 |
0.8975 |
0.9033 |
|
S4 |
0.8902 |
0.8925 |
0.9020 |
|
|
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 |
0.9160 |
0.9030 |
0.0130 |
1.4% |
0.0044 |
0.5% |
13% |
False |
True |
219 |
10 |
0.9174 |
0.9018 |
0.0156 |
1.7% |
0.0045 |
0.5% |
19% |
False |
False |
245 |
20 |
0.9174 |
0.8834 |
0.0340 |
3.8% |
0.0047 |
0.5% |
63% |
False |
False |
297 |
40 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0045 |
0.5% |
65% |
False |
False |
205 |
60 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0042 |
0.5% |
65% |
False |
False |
157 |
80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0040 |
0.4% |
41% |
False |
False |
135 |
100 |
0.9450 |
0.8815 |
0.0635 |
7.0% |
0.0037 |
0.4% |
37% |
False |
False |
116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9293 |
2.618 |
0.9211 |
1.618 |
0.9161 |
1.000 |
0.9130 |
0.618 |
0.9111 |
HIGH |
0.9080 |
0.618 |
0.9061 |
0.500 |
0.9055 |
0.382 |
0.9049 |
LOW |
0.9030 |
0.618 |
0.8999 |
1.000 |
0.8980 |
1.618 |
0.8949 |
2.618 |
0.8899 |
4.250 |
0.8818 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9055 |
0.9063 |
PP |
0.9052 |
0.9058 |
S1 |
0.9050 |
0.9052 |
|