CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 22-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9139 |
0.9136 |
-0.0003 |
0.0% |
0.9147 |
High |
0.9152 |
0.9160 |
0.0008 |
0.1% |
0.9188 |
Low |
0.9114 |
0.9124 |
0.0010 |
0.1% |
0.9125 |
Close |
0.9135 |
0.9152 |
0.0017 |
0.2% |
0.9176 |
Range |
0.0038 |
0.0036 |
-0.0002 |
-5.3% |
0.0063 |
ATR |
0.0039 |
0.0039 |
0.0000 |
-0.6% |
0.0000 |
Volume |
209 |
381 |
172 |
82.3% |
2,744 |
|
Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9253 |
0.9239 |
0.9172 |
|
R3 |
0.9217 |
0.9203 |
0.9162 |
|
R2 |
0.9181 |
0.9181 |
0.9159 |
|
R1 |
0.9167 |
0.9167 |
0.9155 |
0.9174 |
PP |
0.9145 |
0.9145 |
0.9145 |
0.9149 |
S1 |
0.9131 |
0.9131 |
0.9149 |
0.9138 |
S2 |
0.9109 |
0.9109 |
0.9145 |
|
S3 |
0.9073 |
0.9095 |
0.9142 |
|
S4 |
0.9037 |
0.9059 |
0.9132 |
|
|
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% |
51% |
False |
False |
312 |
10 |
0.9217 |
0.9114 |
0.0103 |
1.1% |
0.0037 |
0.4% |
37% |
False |
False |
509 |
20 |
0.9218 |
0.9025 |
0.0193 |
2.1% |
0.0039 |
0.4% |
66% |
False |
False |
508 |
40 |
0.9218 |
0.8968 |
0.0250 |
2.7% |
0.0039 |
0.4% |
74% |
False |
False |
386 |
60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0043 |
0.5% |
84% |
False |
False |
314 |
80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
84% |
False |
False |
249 |
100 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0039 |
0.4% |
59% |
False |
False |
216 |
120 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0037 |
0.4% |
59% |
False |
False |
187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9313 |
2.618 |
0.9254 |
1.618 |
0.9218 |
1.000 |
0.9196 |
0.618 |
0.9182 |
HIGH |
0.9160 |
0.618 |
0.9146 |
0.500 |
0.9142 |
0.382 |
0.9138 |
LOW |
0.9124 |
0.618 |
0.9102 |
1.000 |
0.9088 |
1.618 |
0.9066 |
2.618 |
0.9030 |
4.250 |
0.8971 |
|
|
Fisher Pivots for day following 22-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9149 |
0.9149 |
PP |
0.9145 |
0.9145 |
S1 |
0.9142 |
0.9142 |
|