CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 06-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9085 |
0.9107 |
0.0022 |
0.2% |
0.9030 |
High |
0.9102 |
0.9165 |
0.0063 |
0.7% |
0.9112 |
Low |
0.9073 |
0.9102 |
0.0029 |
0.3% |
0.9030 |
Close |
0.9102 |
0.9161 |
0.0059 |
0.6% |
0.9081 |
Range |
0.0029 |
0.0063 |
0.0034 |
117.2% |
0.0082 |
ATR |
0.0040 |
0.0042 |
0.0002 |
4.0% |
0.0000 |
Volume |
1,196 |
559 |
-637 |
-53.3% |
1,495 |
|
Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9332 |
0.9309 |
0.9196 |
|
R3 |
0.9269 |
0.9246 |
0.9178 |
|
R2 |
0.9206 |
0.9206 |
0.9173 |
|
R1 |
0.9183 |
0.9183 |
0.9167 |
0.9195 |
PP |
0.9143 |
0.9143 |
0.9143 |
0.9148 |
S1 |
0.9120 |
0.9120 |
0.9155 |
0.9132 |
S2 |
0.9080 |
0.9080 |
0.9149 |
|
S3 |
0.9017 |
0.9057 |
0.9144 |
|
S4 |
0.8954 |
0.8994 |
0.9126 |
|
|
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 |
0.9165 |
0.9046 |
0.0119 |
1.3% |
0.0042 |
0.5% |
97% |
True |
False |
582 |
10 |
0.9165 |
0.9018 |
0.0147 |
1.6% |
0.0035 |
0.4% |
97% |
True |
False |
376 |
20 |
0.9174 |
0.9018 |
0.0156 |
1.7% |
0.0037 |
0.4% |
92% |
False |
False |
294 |
40 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0044 |
0.5% |
96% |
False |
False |
286 |
60 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0040 |
0.4% |
96% |
False |
False |
212 |
80 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0040 |
0.4% |
96% |
False |
False |
179 |
100 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0038 |
0.4% |
60% |
False |
False |
153 |
120 |
0.9514 |
0.8815 |
0.0699 |
7.6% |
0.0035 |
0.4% |
49% |
False |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9433 |
2.618 |
0.9330 |
1.618 |
0.9267 |
1.000 |
0.9228 |
0.618 |
0.9204 |
HIGH |
0.9165 |
0.618 |
0.9141 |
0.500 |
0.9134 |
0.382 |
0.9126 |
LOW |
0.9102 |
0.618 |
0.9063 |
1.000 |
0.9039 |
1.618 |
0.9000 |
2.618 |
0.8937 |
4.250 |
0.8834 |
|
|
Fisher Pivots for day following 06-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9152 |
0.9143 |
PP |
0.9143 |
0.9124 |
S1 |
0.9134 |
0.9106 |
|