CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 09-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2014 |
09-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9145 |
0.9204 |
0.0059 |
0.6% |
0.9085 |
High |
0.9218 |
0.9217 |
-0.0001 |
0.0% |
0.9218 |
Low |
0.9144 |
0.9125 |
-0.0019 |
-0.2% |
0.9073 |
Close |
0.9214 |
0.9145 |
-0.0069 |
-0.7% |
0.9145 |
Range |
0.0074 |
0.0092 |
0.0018 |
24.3% |
0.0145 |
ATR |
0.0043 |
0.0046 |
0.0004 |
8.2% |
0.0000 |
Volume |
397 |
1,288 |
891 |
224.4% |
4,705 |
|
Daily Pivots for day following 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9438 |
0.9384 |
0.9196 |
|
R3 |
0.9346 |
0.9292 |
0.9170 |
|
R2 |
0.9254 |
0.9254 |
0.9162 |
|
R1 |
0.9200 |
0.9200 |
0.9153 |
0.9181 |
PP |
0.9162 |
0.9162 |
0.9162 |
0.9153 |
S1 |
0.9108 |
0.9108 |
0.9137 |
0.9089 |
S2 |
0.9070 |
0.9070 |
0.9128 |
|
S3 |
0.8978 |
0.9016 |
0.9120 |
|
S4 |
0.8886 |
0.8924 |
0.9094 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9580 |
0.9508 |
0.9225 |
|
R3 |
0.9435 |
0.9363 |
0.9185 |
|
R2 |
0.9290 |
0.9290 |
0.9172 |
|
R1 |
0.9218 |
0.9218 |
0.9158 |
0.9254 |
PP |
0.9145 |
0.9145 |
0.9145 |
0.9164 |
S1 |
0.9073 |
0.9073 |
0.9132 |
0.9109 |
S2 |
0.9000 |
0.9000 |
0.9118 |
|
S3 |
0.8855 |
0.8928 |
0.9105 |
|
S4 |
0.8710 |
0.8783 |
0.9065 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9218 |
0.9073 |
0.0145 |
1.6% |
0.0055 |
0.6% |
50% |
False |
False |
941 |
10 |
0.9218 |
0.9030 |
0.0188 |
2.1% |
0.0048 |
0.5% |
61% |
False |
False |
620 |
20 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0038 |
0.4% |
64% |
False |
False |
397 |
40 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0045 |
0.5% |
82% |
False |
False |
344 |
60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
82% |
False |
False |
258 |
80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
82% |
False |
False |
208 |
100 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0039 |
0.4% |
58% |
False |
False |
181 |
120 |
0.9514 |
0.8815 |
0.0699 |
7.6% |
0.0036 |
0.4% |
47% |
False |
False |
156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9608 |
2.618 |
0.9458 |
1.618 |
0.9366 |
1.000 |
0.9309 |
0.618 |
0.9274 |
HIGH |
0.9217 |
0.618 |
0.9182 |
0.500 |
0.9171 |
0.382 |
0.9160 |
LOW |
0.9125 |
0.618 |
0.9068 |
1.000 |
0.9033 |
1.618 |
0.8976 |
2.618 |
0.8884 |
4.250 |
0.8734 |
|
|
Fisher Pivots for day following 09-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9171 |
0.9172 |
PP |
0.9162 |
0.9163 |
S1 |
0.9154 |
0.9154 |
|