CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9148 |
0.9138 |
-0.0010 |
-0.1% |
0.9085 |
High |
0.9156 |
0.9170 |
0.0014 |
0.2% |
0.9218 |
Low |
0.9125 |
0.9134 |
0.0009 |
0.1% |
0.9073 |
Close |
0.9136 |
0.9166 |
0.0030 |
0.3% |
0.9145 |
Range |
0.0031 |
0.0036 |
0.0005 |
16.1% |
0.0145 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
250 |
656 |
406 |
162.4% |
4,705 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9265 |
0.9251 |
0.9186 |
|
R3 |
0.9229 |
0.9215 |
0.9176 |
|
R2 |
0.9193 |
0.9193 |
0.9173 |
|
R1 |
0.9179 |
0.9179 |
0.9169 |
0.9186 |
PP |
0.9157 |
0.9157 |
0.9157 |
0.9160 |
S1 |
0.9143 |
0.9143 |
0.9163 |
0.9150 |
S2 |
0.9121 |
0.9121 |
0.9159 |
|
S3 |
0.9085 |
0.9107 |
0.9156 |
|
S4 |
0.9049 |
0.9071 |
0.9146 |
|
|
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% |
0.0051 |
0.6% |
44% |
False |
False |
748 |
10 |
0.9218 |
0.9046 |
0.0172 |
1.9% |
0.0046 |
0.5% |
70% |
False |
False |
748 |
20 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0037 |
0.4% |
74% |
False |
False |
478 |
40 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0044 |
0.5% |
87% |
False |
False |
382 |
60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
87% |
False |
False |
290 |
80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
87% |
False |
False |
232 |
100 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0039 |
0.4% |
61% |
False |
False |
201 |
120 |
0.9500 |
0.8815 |
0.0685 |
7.5% |
0.0037 |
0.4% |
51% |
False |
False |
173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9323 |
2.618 |
0.9264 |
1.618 |
0.9228 |
1.000 |
0.9206 |
0.618 |
0.9192 |
HIGH |
0.9170 |
0.618 |
0.9156 |
0.500 |
0.9152 |
0.382 |
0.9148 |
LOW |
0.9134 |
0.618 |
0.9112 |
1.000 |
0.9098 |
1.618 |
0.9076 |
2.618 |
0.9040 |
4.250 |
0.8981 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9161 |
0.9160 |
PP |
0.9157 |
0.9154 |
S1 |
0.9152 |
0.9148 |
|