CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9107 |
0.9153 |
0.0046 |
0.5% |
0.9030 |
High |
0.9165 |
0.9162 |
-0.0003 |
0.0% |
0.9112 |
Low |
0.9102 |
0.9143 |
0.0041 |
0.5% |
0.9030 |
Close |
0.9161 |
0.9150 |
-0.0011 |
-0.1% |
0.9081 |
Range |
0.0063 |
0.0019 |
-0.0044 |
-69.8% |
0.0082 |
ATR |
0.0042 |
0.0040 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
559 |
1,265 |
706 |
126.3% |
1,495 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9209 |
0.9198 |
0.9160 |
|
R3 |
0.9190 |
0.9179 |
0.9155 |
|
R2 |
0.9171 |
0.9171 |
0.9153 |
|
R1 |
0.9160 |
0.9160 |
0.9152 |
0.9156 |
PP |
0.9152 |
0.9152 |
0.9152 |
0.9150 |
S1 |
0.9141 |
0.9141 |
0.9148 |
0.9137 |
S2 |
0.9133 |
0.9133 |
0.9147 |
|
S3 |
0.9114 |
0.9122 |
0.9145 |
|
S4 |
0.9095 |
0.9103 |
0.9140 |
|
|
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% |
0.0041 |
0.5% |
87% |
False |
False |
748 |
10 |
0.9165 |
0.9025 |
0.0140 |
1.5% |
0.0034 |
0.4% |
89% |
False |
False |
497 |
20 |
0.9174 |
0.9018 |
0.0156 |
1.7% |
0.0036 |
0.4% |
85% |
False |
False |
342 |
40 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0044 |
0.5% |
93% |
False |
False |
315 |
60 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0040 |
0.4% |
93% |
False |
False |
232 |
80 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0039 |
0.4% |
93% |
False |
False |
191 |
100 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0038 |
0.4% |
59% |
False |
False |
166 |
120 |
0.9514 |
0.8815 |
0.0699 |
7.6% |
0.0035 |
0.4% |
48% |
False |
False |
142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9243 |
2.618 |
0.9212 |
1.618 |
0.9193 |
1.000 |
0.9181 |
0.618 |
0.9174 |
HIGH |
0.9162 |
0.618 |
0.9155 |
0.500 |
0.9153 |
0.382 |
0.9150 |
LOW |
0.9143 |
0.618 |
0.9131 |
1.000 |
0.9124 |
1.618 |
0.9112 |
2.618 |
0.9093 |
4.250 |
0.9062 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9153 |
0.9140 |
PP |
0.9152 |
0.9129 |
S1 |
0.9151 |
0.9119 |
|