CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9170 |
0.9139 |
-0.0031 |
-0.3% |
0.9147 |
| High |
0.9170 |
0.9152 |
-0.0018 |
-0.2% |
0.9188 |
| Low |
0.9134 |
0.9114 |
-0.0020 |
-0.2% |
0.9125 |
| Close |
0.9153 |
0.9135 |
-0.0018 |
-0.2% |
0.9176 |
| Range |
0.0036 |
0.0038 |
0.0002 |
5.6% |
0.0063 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
156 |
209 |
53 |
34.0% |
2,744 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9248 |
0.9229 |
0.9156 |
|
| R3 |
0.9210 |
0.9191 |
0.9145 |
|
| R2 |
0.9172 |
0.9172 |
0.9142 |
|
| R1 |
0.9153 |
0.9153 |
0.9138 |
0.9144 |
| PP |
0.9134 |
0.9134 |
0.9134 |
0.9129 |
| S1 |
0.9115 |
0.9115 |
0.9132 |
0.9106 |
| S2 |
0.9096 |
0.9096 |
0.9128 |
|
| S3 |
0.9058 |
0.9077 |
0.9125 |
|
| S4 |
0.9020 |
0.9039 |
0.9114 |
|
|
| 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 |
0.9114 |
0.0075 |
0.8% |
0.0030 |
0.3% |
28% |
False |
True |
273 |
| 10 |
0.9218 |
0.9114 |
0.0104 |
1.1% |
0.0040 |
0.4% |
20% |
False |
True |
510 |
| 20 |
0.9218 |
0.9025 |
0.0193 |
2.1% |
0.0037 |
0.4% |
57% |
False |
False |
504 |
| 40 |
0.9218 |
0.8919 |
0.0299 |
3.3% |
0.0040 |
0.4% |
72% |
False |
False |
386 |
| 60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0043 |
0.5% |
79% |
False |
False |
308 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
79% |
False |
False |
246 |
| 100 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0039 |
0.4% |
56% |
False |
False |
212 |
| 120 |
0.9414 |
0.8815 |
0.0599 |
6.6% |
0.0037 |
0.4% |
53% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9314 |
|
2.618 |
0.9251 |
|
1.618 |
0.9213 |
|
1.000 |
0.9190 |
|
0.618 |
0.9175 |
|
HIGH |
0.9152 |
|
0.618 |
0.9137 |
|
0.500 |
0.9133 |
|
0.382 |
0.9129 |
|
LOW |
0.9114 |
|
0.618 |
0.9091 |
|
1.000 |
0.9076 |
|
1.618 |
0.9053 |
|
2.618 |
0.9015 |
|
4.250 |
0.8953 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9134 |
0.9152 |
| PP |
0.9134 |
0.9146 |
| S1 |
0.9133 |
0.9141 |
|