CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 25-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9034 |
0.9038 |
0.0004 |
0.0% |
0.9040 |
High |
0.9043 |
0.9046 |
0.0003 |
0.0% |
0.9057 |
Low |
0.9031 |
0.9025 |
-0.0006 |
-0.1% |
0.9018 |
Close |
0.9038 |
0.9029 |
-0.0009 |
-0.1% |
0.9029 |
Range |
0.0012 |
0.0021 |
0.0009 |
75.0% |
0.0039 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
303 |
156 |
-147 |
-48.5% |
701 |
|
Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9096 |
0.9084 |
0.9041 |
|
R3 |
0.9075 |
0.9063 |
0.9035 |
|
R2 |
0.9054 |
0.9054 |
0.9033 |
|
R1 |
0.9042 |
0.9042 |
0.9031 |
0.9038 |
PP |
0.9033 |
0.9033 |
0.9033 |
0.9031 |
S1 |
0.9021 |
0.9021 |
0.9027 |
0.9017 |
S2 |
0.9012 |
0.9012 |
0.9025 |
|
S3 |
0.8991 |
0.9000 |
0.9023 |
|
S4 |
0.8970 |
0.8979 |
0.9017 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9152 |
0.9129 |
0.9050 |
|
R3 |
0.9113 |
0.9090 |
0.9040 |
|
R2 |
0.9074 |
0.9074 |
0.9036 |
|
R1 |
0.9051 |
0.9051 |
0.9033 |
0.9043 |
PP |
0.9035 |
0.9035 |
0.9035 |
0.9031 |
S1 |
0.9012 |
0.9012 |
0.9025 |
0.9004 |
S2 |
0.8996 |
0.8996 |
0.9022 |
|
S3 |
0.8957 |
0.8973 |
0.9018 |
|
S4 |
0.8918 |
0.8934 |
0.9008 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9057 |
0.9018 |
0.0039 |
0.4% |
0.0020 |
0.2% |
28% |
False |
False |
140 |
10 |
0.9120 |
0.9018 |
0.0102 |
1.1% |
0.0029 |
0.3% |
11% |
False |
False |
175 |
20 |
0.9174 |
0.8991 |
0.0183 |
2.0% |
0.0038 |
0.4% |
21% |
False |
False |
254 |
40 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0045 |
0.5% |
60% |
False |
False |
219 |
60 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0039 |
0.4% |
60% |
False |
False |
166 |
80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0039 |
0.4% |
37% |
False |
False |
145 |
100 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0037 |
0.4% |
37% |
False |
False |
124 |
120 |
0.9527 |
0.8815 |
0.0712 |
7.9% |
0.0033 |
0.4% |
30% |
False |
False |
105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9135 |
2.618 |
0.9101 |
1.618 |
0.9080 |
1.000 |
0.9067 |
0.618 |
0.9059 |
HIGH |
0.9046 |
0.618 |
0.9038 |
0.500 |
0.9036 |
0.382 |
0.9033 |
LOW |
0.9025 |
0.618 |
0.9012 |
1.000 |
0.9004 |
1.618 |
0.8991 |
2.618 |
0.8970 |
4.250 |
0.8936 |
|
|
Fisher Pivots for day following 25-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9036 |
0.9032 |
PP |
0.9033 |
0.9031 |
S1 |
0.9031 |
0.9030 |
|