CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 29-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9030 |
0.9045 |
0.0015 |
0.2% |
0.9040 |
High |
0.9045 |
0.9107 |
0.0062 |
0.7% |
0.9057 |
Low |
0.9030 |
0.9043 |
0.0013 |
0.1% |
0.9018 |
Close |
0.9038 |
0.9097 |
0.0059 |
0.7% |
0.9029 |
Range |
0.0015 |
0.0064 |
0.0049 |
326.7% |
0.0039 |
ATR |
0.0038 |
0.0040 |
0.0002 |
5.8% |
0.0000 |
Volume |
154 |
184 |
30 |
19.5% |
701 |
|
Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9274 |
0.9250 |
0.9132 |
|
R3 |
0.9210 |
0.9186 |
0.9115 |
|
R2 |
0.9146 |
0.9146 |
0.9109 |
|
R1 |
0.9122 |
0.9122 |
0.9103 |
0.9134 |
PP |
0.9082 |
0.9082 |
0.9082 |
0.9089 |
S1 |
0.9058 |
0.9058 |
0.9091 |
0.9070 |
S2 |
0.9018 |
0.9018 |
0.9085 |
|
S3 |
0.8954 |
0.8994 |
0.9079 |
|
S4 |
0.8890 |
0.8930 |
0.9062 |
|
|
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 |
0.9107 |
0.9018 |
0.0089 |
1.0% |
0.0027 |
0.3% |
89% |
True |
False |
171 |
10 |
0.9107 |
0.9018 |
0.0089 |
1.0% |
0.0029 |
0.3% |
89% |
True |
False |
173 |
20 |
0.9174 |
0.8999 |
0.0175 |
1.9% |
0.0036 |
0.4% |
56% |
False |
False |
211 |
40 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0044 |
0.5% |
79% |
False |
False |
225 |
60 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0039 |
0.4% |
79% |
False |
False |
171 |
80 |
0.9371 |
0.8815 |
0.0556 |
6.1% |
0.0039 |
0.4% |
51% |
False |
False |
149 |
100 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0037 |
0.4% |
49% |
False |
False |
127 |
120 |
0.9527 |
0.8815 |
0.0712 |
7.8% |
0.0034 |
0.4% |
40% |
False |
False |
108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9379 |
2.618 |
0.9275 |
1.618 |
0.9211 |
1.000 |
0.9171 |
0.618 |
0.9147 |
HIGH |
0.9107 |
0.618 |
0.9083 |
0.500 |
0.9075 |
0.382 |
0.9067 |
LOW |
0.9043 |
0.618 |
0.9003 |
1.000 |
0.8979 |
1.618 |
0.8939 |
2.618 |
0.8875 |
4.250 |
0.8771 |
|
|
Fisher Pivots for day following 29-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9090 |
0.9087 |
PP |
0.9082 |
0.9076 |
S1 |
0.9075 |
0.9066 |
|