CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9138 |
0.9156 |
0.0018 |
0.2% |
0.9085 |
| High |
0.9170 |
0.9188 |
0.0018 |
0.2% |
0.9218 |
| Low |
0.9134 |
0.9154 |
0.0020 |
0.2% |
0.9073 |
| Close |
0.9166 |
0.9167 |
0.0001 |
0.0% |
0.9145 |
| Range |
0.0036 |
0.0034 |
-0.0002 |
-5.6% |
0.0145 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
656 |
184 |
-472 |
-72.0% |
4,705 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9272 |
0.9253 |
0.9186 |
|
| R3 |
0.9238 |
0.9219 |
0.9176 |
|
| R2 |
0.9204 |
0.9204 |
0.9173 |
|
| R1 |
0.9185 |
0.9185 |
0.9170 |
0.9195 |
| PP |
0.9170 |
0.9170 |
0.9170 |
0.9174 |
| S1 |
0.9151 |
0.9151 |
0.9164 |
0.9161 |
| S2 |
0.9136 |
0.9136 |
0.9161 |
|
| S3 |
0.9102 |
0.9117 |
0.9158 |
|
| S4 |
0.9068 |
0.9083 |
0.9148 |
|
|
| 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 |
0.9217 |
0.9125 |
0.0092 |
1.0% |
0.0043 |
0.5% |
46% |
False |
False |
705 |
| 10 |
0.9218 |
0.9046 |
0.0172 |
1.9% |
0.0046 |
0.5% |
70% |
False |
False |
742 |
| 20 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0036 |
0.4% |
75% |
False |
False |
466 |
| 40 |
0.9218 |
0.8834 |
0.0384 |
4.2% |
0.0042 |
0.5% |
87% |
False |
False |
382 |
| 60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
87% |
False |
False |
292 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0041 |
0.4% |
87% |
False |
False |
234 |
| 100 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0039 |
0.4% |
62% |
False |
False |
202 |
| 120 |
0.9450 |
0.8815 |
0.0635 |
6.9% |
0.0037 |
0.4% |
55% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9333 |
|
2.618 |
0.9277 |
|
1.618 |
0.9243 |
|
1.000 |
0.9222 |
|
0.618 |
0.9209 |
|
HIGH |
0.9188 |
|
0.618 |
0.9175 |
|
0.500 |
0.9171 |
|
0.382 |
0.9167 |
|
LOW |
0.9154 |
|
0.618 |
0.9133 |
|
1.000 |
0.9120 |
|
1.618 |
0.9099 |
|
2.618 |
0.9065 |
|
4.250 |
0.9010 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9171 |
0.9164 |
| PP |
0.9170 |
0.9160 |
| S1 |
0.9168 |
0.9157 |
|