CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9147 |
0.9148 |
0.0001 |
0.0% |
0.9085 |
High |
0.9167 |
0.9156 |
-0.0011 |
-0.1% |
0.9218 |
Low |
0.9147 |
0.9125 |
-0.0022 |
-0.2% |
0.9073 |
Close |
0.9154 |
0.9136 |
-0.0018 |
-0.2% |
0.9145 |
Range |
0.0020 |
0.0031 |
0.0011 |
55.0% |
0.0145 |
ATR |
0.0044 |
0.0044 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
1,150 |
250 |
-900 |
-78.3% |
4,705 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9232 |
0.9215 |
0.9153 |
|
R3 |
0.9201 |
0.9184 |
0.9145 |
|
R2 |
0.9170 |
0.9170 |
0.9142 |
|
R1 |
0.9153 |
0.9153 |
0.9139 |
0.9146 |
PP |
0.9139 |
0.9139 |
0.9139 |
0.9136 |
S1 |
0.9122 |
0.9122 |
0.9133 |
0.9115 |
S2 |
0.9108 |
0.9108 |
0.9130 |
|
S3 |
0.9077 |
0.9091 |
0.9127 |
|
S4 |
0.9046 |
0.9060 |
0.9119 |
|
|
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 |
0.9125 |
0.0093 |
1.0% |
0.0047 |
0.5% |
12% |
False |
True |
870 |
10 |
0.9218 |
0.9046 |
0.0172 |
1.9% |
0.0045 |
0.5% |
52% |
False |
False |
726 |
20 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0037 |
0.4% |
59% |
False |
False |
449 |
40 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0046 |
0.5% |
80% |
False |
False |
366 |
60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
80% |
False |
False |
280 |
80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
80% |
False |
False |
225 |
100 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0039 |
0.4% |
56% |
False |
False |
194 |
120 |
0.9500 |
0.8815 |
0.0685 |
7.5% |
0.0037 |
0.4% |
47% |
False |
False |
168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9288 |
2.618 |
0.9237 |
1.618 |
0.9206 |
1.000 |
0.9187 |
0.618 |
0.9175 |
HIGH |
0.9156 |
0.618 |
0.9144 |
0.500 |
0.9141 |
0.382 |
0.9137 |
LOW |
0.9125 |
0.618 |
0.9106 |
1.000 |
0.9094 |
1.618 |
0.9075 |
2.618 |
0.9044 |
4.250 |
0.8993 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9141 |
0.9171 |
PP |
0.9139 |
0.9159 |
S1 |
0.9138 |
0.9148 |
|