CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9136 |
0.9157 |
0.0021 |
0.2% |
0.9178 |
High |
0.9160 |
0.9181 |
0.0021 |
0.2% |
0.9189 |
Low |
0.9124 |
0.9145 |
0.0021 |
0.2% |
0.9114 |
Close |
0.9152 |
0.9176 |
0.0024 |
0.3% |
0.9176 |
Range |
0.0036 |
0.0036 |
0.0000 |
0.0% |
0.0075 |
ATR |
0.0039 |
0.0039 |
0.0000 |
-0.6% |
0.0000 |
Volume |
381 |
377 |
-4 |
-1.0% |
1,437 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9275 |
0.9262 |
0.9196 |
|
R3 |
0.9239 |
0.9226 |
0.9186 |
|
R2 |
0.9203 |
0.9203 |
0.9183 |
|
R1 |
0.9190 |
0.9190 |
0.9179 |
0.9197 |
PP |
0.9167 |
0.9167 |
0.9167 |
0.9171 |
S1 |
0.9154 |
0.9154 |
0.9173 |
0.9161 |
S2 |
0.9131 |
0.9131 |
0.9169 |
|
S3 |
0.9095 |
0.9118 |
0.9166 |
|
S4 |
0.9059 |
0.9082 |
0.9156 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9385 |
0.9355 |
0.9217 |
|
R3 |
0.9310 |
0.9280 |
0.9197 |
|
R2 |
0.9235 |
0.9235 |
0.9190 |
|
R1 |
0.9205 |
0.9205 |
0.9183 |
0.9183 |
PP |
0.9160 |
0.9160 |
0.9160 |
0.9148 |
S1 |
0.9130 |
0.9130 |
0.9169 |
0.9108 |
S2 |
0.9085 |
0.9085 |
0.9162 |
|
S3 |
0.9010 |
0.9055 |
0.9155 |
|
S4 |
0.8935 |
0.8980 |
0.9135 |
|
|
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% |
0.0033 |
0.4% |
83% |
False |
False |
287 |
10 |
0.9189 |
0.9114 |
0.0075 |
0.8% |
0.0031 |
0.3% |
83% |
False |
False |
418 |
20 |
0.9218 |
0.9030 |
0.0188 |
2.0% |
0.0039 |
0.4% |
78% |
False |
False |
519 |
40 |
0.9218 |
0.8991 |
0.0227 |
2.5% |
0.0039 |
0.4% |
81% |
False |
False |
386 |
60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0043 |
0.5% |
90% |
False |
False |
319 |
80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
90% |
False |
False |
254 |
100 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0039 |
0.4% |
63% |
False |
False |
219 |
120 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0037 |
0.4% |
63% |
False |
False |
190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9334 |
2.618 |
0.9275 |
1.618 |
0.9239 |
1.000 |
0.9217 |
0.618 |
0.9203 |
HIGH |
0.9181 |
0.618 |
0.9167 |
0.500 |
0.9163 |
0.382 |
0.9159 |
LOW |
0.9145 |
0.618 |
0.9123 |
1.000 |
0.9109 |
1.618 |
0.9087 |
2.618 |
0.9051 |
4.250 |
0.8992 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9172 |
0.9167 |
PP |
0.9167 |
0.9157 |
S1 |
0.9163 |
0.9148 |
|