CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9165 |
0.9178 |
0.0013 |
0.1% |
0.9147 |
High |
0.9180 |
0.9189 |
0.0009 |
0.1% |
0.9188 |
Low |
0.9159 |
0.9168 |
0.0009 |
0.1% |
0.9125 |
Close |
0.9176 |
0.9173 |
-0.0003 |
0.0% |
0.9176 |
Range |
0.0021 |
0.0021 |
0.0000 |
0.0% |
0.0063 |
ATR |
0.0041 |
0.0039 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
504 |
314 |
-190 |
-37.7% |
2,744 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9240 |
0.9227 |
0.9185 |
|
R3 |
0.9219 |
0.9206 |
0.9179 |
|
R2 |
0.9198 |
0.9198 |
0.9177 |
|
R1 |
0.9185 |
0.9185 |
0.9175 |
0.9181 |
PP |
0.9177 |
0.9177 |
0.9177 |
0.9175 |
S1 |
0.9164 |
0.9164 |
0.9171 |
0.9160 |
S2 |
0.9156 |
0.9156 |
0.9169 |
|
S3 |
0.9135 |
0.9143 |
0.9167 |
|
S4 |
0.9114 |
0.9122 |
0.9161 |
|
|
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 |
0.9189 |
0.9125 |
0.0064 |
0.7% |
0.0029 |
0.3% |
75% |
True |
False |
381 |
10 |
0.9218 |
0.9102 |
0.0116 |
1.3% |
0.0041 |
0.4% |
61% |
False |
False |
656 |
20 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0036 |
0.4% |
78% |
False |
False |
492 |
40 |
0.9218 |
0.8865 |
0.0353 |
3.8% |
0.0040 |
0.4% |
87% |
False |
False |
383 |
60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
89% |
False |
False |
304 |
80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
89% |
False |
False |
243 |
100 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0039 |
0.4% |
63% |
False |
False |
209 |
120 |
0.9421 |
0.8815 |
0.0606 |
6.6% |
0.0037 |
0.4% |
59% |
False |
False |
181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9278 |
2.618 |
0.9244 |
1.618 |
0.9223 |
1.000 |
0.9210 |
0.618 |
0.9202 |
HIGH |
0.9189 |
0.618 |
0.9181 |
0.500 |
0.9179 |
0.382 |
0.9176 |
LOW |
0.9168 |
0.618 |
0.9155 |
1.000 |
0.9147 |
1.618 |
0.9134 |
2.618 |
0.9113 |
4.250 |
0.9079 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9179 |
0.9173 |
PP |
0.9177 |
0.9172 |
S1 |
0.9175 |
0.9172 |
|