CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9156 |
0.9165 |
0.0009 |
0.1% |
0.9147 |
| High |
0.9188 |
0.9180 |
-0.0008 |
-0.1% |
0.9188 |
| Low |
0.9154 |
0.9159 |
0.0005 |
0.1% |
0.9125 |
| Close |
0.9167 |
0.9176 |
0.0009 |
0.1% |
0.9176 |
| Range |
0.0034 |
0.0021 |
-0.0013 |
-38.2% |
0.0063 |
| ATR |
0.0042 |
0.0041 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
184 |
504 |
320 |
173.9% |
2,744 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9235 |
0.9226 |
0.9188 |
|
| R3 |
0.9214 |
0.9205 |
0.9182 |
|
| R2 |
0.9193 |
0.9193 |
0.9180 |
|
| R1 |
0.9184 |
0.9184 |
0.9178 |
0.9189 |
| PP |
0.9172 |
0.9172 |
0.9172 |
0.9174 |
| S1 |
0.9163 |
0.9163 |
0.9174 |
0.9168 |
| S2 |
0.9151 |
0.9151 |
0.9172 |
|
| S3 |
0.9130 |
0.9142 |
0.9170 |
|
| S4 |
0.9109 |
0.9121 |
0.9164 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9352 |
0.9327 |
0.9211 |
|
| R3 |
0.9289 |
0.9264 |
0.9193 |
|
| R2 |
0.9226 |
0.9226 |
0.9188 |
|
| R1 |
0.9201 |
0.9201 |
0.9182 |
0.9214 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9169 |
| S1 |
0.9138 |
0.9138 |
0.9170 |
0.9151 |
| S2 |
0.9100 |
0.9100 |
0.9164 |
|
| S3 |
0.9037 |
0.9075 |
0.9159 |
|
| S4 |
0.8974 |
0.9012 |
0.9141 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9188 |
0.9125 |
0.0063 |
0.7% |
0.0028 |
0.3% |
81% |
False |
False |
548 |
| 10 |
0.9218 |
0.9073 |
0.0145 |
1.6% |
0.0042 |
0.5% |
71% |
False |
False |
744 |
| 20 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0036 |
0.4% |
79% |
False |
False |
482 |
| 40 |
0.9218 |
0.8847 |
0.0371 |
4.0% |
0.0041 |
0.5% |
89% |
False |
False |
382 |
| 60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
90% |
False |
False |
300 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
90% |
False |
False |
240 |
| 100 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0039 |
0.4% |
63% |
False |
False |
206 |
| 120 |
0.9426 |
0.8815 |
0.0611 |
6.7% |
0.0037 |
0.4% |
59% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9269 |
|
2.618 |
0.9235 |
|
1.618 |
0.9214 |
|
1.000 |
0.9201 |
|
0.618 |
0.9193 |
|
HIGH |
0.9180 |
|
0.618 |
0.9172 |
|
0.500 |
0.9170 |
|
0.382 |
0.9167 |
|
LOW |
0.9159 |
|
0.618 |
0.9146 |
|
1.000 |
0.9138 |
|
1.618 |
0.9125 |
|
2.618 |
0.9104 |
|
4.250 |
0.9070 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9174 |
0.9171 |
| PP |
0.9172 |
0.9166 |
| S1 |
0.9170 |
0.9161 |
|