CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 08-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9153 |
0.9145 |
-0.0008 |
-0.1% |
0.9030 |
High |
0.9162 |
0.9218 |
0.0056 |
0.6% |
0.9112 |
Low |
0.9143 |
0.9144 |
0.0001 |
0.0% |
0.9030 |
Close |
0.9150 |
0.9214 |
0.0064 |
0.7% |
0.9081 |
Range |
0.0019 |
0.0074 |
0.0055 |
289.5% |
0.0082 |
ATR |
0.0040 |
0.0043 |
0.0002 |
6.0% |
0.0000 |
Volume |
1,265 |
397 |
-868 |
-68.6% |
1,495 |
|
Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9414 |
0.9388 |
0.9255 |
|
R3 |
0.9340 |
0.9314 |
0.9234 |
|
R2 |
0.9266 |
0.9266 |
0.9228 |
|
R1 |
0.9240 |
0.9240 |
0.9221 |
0.9253 |
PP |
0.9192 |
0.9192 |
0.9192 |
0.9199 |
S1 |
0.9166 |
0.9166 |
0.9207 |
0.9179 |
S2 |
0.9118 |
0.9118 |
0.9200 |
|
S3 |
0.9044 |
0.9092 |
0.9194 |
|
S4 |
0.8970 |
0.9018 |
0.9173 |
|
|
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 |
0.9218 |
0.9046 |
0.0172 |
1.9% |
0.0050 |
0.5% |
98% |
True |
False |
778 |
10 |
0.9218 |
0.9025 |
0.0193 |
2.1% |
0.0041 |
0.4% |
98% |
True |
False |
506 |
20 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0036 |
0.4% |
98% |
True |
False |
345 |
40 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0044 |
0.5% |
99% |
True |
False |
319 |
60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0041 |
0.4% |
99% |
True |
False |
238 |
80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
99% |
True |
False |
194 |
100 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0039 |
0.4% |
70% |
False |
False |
169 |
120 |
0.9514 |
0.8815 |
0.0699 |
7.6% |
0.0036 |
0.4% |
57% |
False |
False |
146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9533 |
2.618 |
0.9412 |
1.618 |
0.9338 |
1.000 |
0.9292 |
0.618 |
0.9264 |
HIGH |
0.9218 |
0.618 |
0.9190 |
0.500 |
0.9181 |
0.382 |
0.9172 |
LOW |
0.9144 |
0.618 |
0.9098 |
1.000 |
0.9070 |
1.618 |
0.9024 |
2.618 |
0.8950 |
4.250 |
0.8830 |
|
|
Fisher Pivots for day following 08-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9203 |
0.9196 |
PP |
0.9192 |
0.9178 |
S1 |
0.9181 |
0.9160 |
|