CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 02-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9095 |
0.9086 |
-0.0009 |
-0.1% |
0.9030 |
High |
0.9096 |
0.9112 |
0.0016 |
0.2% |
0.9112 |
Low |
0.9067 |
0.9046 |
-0.0021 |
-0.2% |
0.9030 |
Close |
0.9087 |
0.9081 |
-0.0006 |
-0.1% |
0.9081 |
Range |
0.0029 |
0.0066 |
0.0037 |
127.6% |
0.0082 |
ATR |
0.0039 |
0.0041 |
0.0002 |
4.9% |
0.0000 |
Volume |
248 |
475 |
227 |
91.5% |
1,495 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9278 |
0.9245 |
0.9117 |
|
R3 |
0.9212 |
0.9179 |
0.9099 |
|
R2 |
0.9146 |
0.9146 |
0.9093 |
|
R1 |
0.9113 |
0.9113 |
0.9087 |
0.9097 |
PP |
0.9080 |
0.9080 |
0.9080 |
0.9071 |
S1 |
0.9047 |
0.9047 |
0.9075 |
0.9031 |
S2 |
0.9014 |
0.9014 |
0.9069 |
|
S3 |
0.8948 |
0.8981 |
0.9063 |
|
S4 |
0.8882 |
0.8915 |
0.9045 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9320 |
0.9283 |
0.9126 |
|
R3 |
0.9238 |
0.9201 |
0.9104 |
|
R2 |
0.9156 |
0.9156 |
0.9096 |
|
R1 |
0.9119 |
0.9119 |
0.9089 |
0.9138 |
PP |
0.9074 |
0.9074 |
0.9074 |
0.9084 |
S1 |
0.9037 |
0.9037 |
0.9073 |
0.9056 |
S2 |
0.8992 |
0.8992 |
0.9066 |
|
S3 |
0.8910 |
0.8955 |
0.9058 |
|
S4 |
0.8828 |
0.8873 |
0.9036 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9112 |
0.9030 |
0.0082 |
0.9% |
0.0040 |
0.4% |
62% |
True |
False |
299 |
10 |
0.9112 |
0.9018 |
0.0094 |
1.0% |
0.0030 |
0.3% |
67% |
True |
False |
219 |
20 |
0.9174 |
0.9018 |
0.0156 |
1.7% |
0.0037 |
0.4% |
40% |
False |
False |
227 |
40 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0045 |
0.5% |
74% |
False |
False |
251 |
60 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0040 |
0.4% |
74% |
False |
False |
185 |
80 |
0.9210 |
0.8815 |
0.0395 |
4.3% |
0.0039 |
0.4% |
67% |
False |
False |
162 |
100 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0038 |
0.4% |
47% |
False |
False |
136 |
120 |
0.9514 |
0.8815 |
0.0699 |
7.7% |
0.0035 |
0.4% |
38% |
False |
False |
118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9393 |
2.618 |
0.9285 |
1.618 |
0.9219 |
1.000 |
0.9178 |
0.618 |
0.9153 |
HIGH |
0.9112 |
0.618 |
0.9087 |
0.500 |
0.9079 |
0.382 |
0.9071 |
LOW |
0.9046 |
0.618 |
0.9005 |
1.000 |
0.8980 |
1.618 |
0.8939 |
2.618 |
0.8873 |
4.250 |
0.8766 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9080 |
0.9080 |
PP |
0.9080 |
0.9080 |
S1 |
0.9079 |
0.9079 |
|