CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9175 |
0.9188 |
0.0013 |
0.1% |
0.9178 |
High |
0.9202 |
0.9197 |
-0.0005 |
-0.1% |
0.9189 |
Low |
0.9172 |
0.9163 |
-0.0009 |
-0.1% |
0.9114 |
Close |
0.9185 |
0.9165 |
-0.0020 |
-0.2% |
0.9176 |
Range |
0.0030 |
0.0034 |
0.0004 |
13.3% |
0.0075 |
ATR |
0.0038 |
0.0038 |
0.0000 |
-0.8% |
0.0000 |
Volume |
473 |
283 |
-190 |
-40.2% |
1,437 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9277 |
0.9255 |
0.9184 |
|
R3 |
0.9243 |
0.9221 |
0.9174 |
|
R2 |
0.9209 |
0.9209 |
0.9171 |
|
R1 |
0.9187 |
0.9187 |
0.9168 |
0.9181 |
PP |
0.9175 |
0.9175 |
0.9175 |
0.9172 |
S1 |
0.9153 |
0.9153 |
0.9162 |
0.9147 |
S2 |
0.9141 |
0.9141 |
0.9159 |
|
S3 |
0.9107 |
0.9119 |
0.9156 |
|
S4 |
0.9073 |
0.9085 |
0.9146 |
|
|
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 |
0.9202 |
0.9114 |
0.0088 |
1.0% |
0.0035 |
0.4% |
58% |
False |
False |
344 |
10 |
0.9202 |
0.9114 |
0.0088 |
1.0% |
0.0032 |
0.4% |
58% |
False |
False |
353 |
20 |
0.9218 |
0.9046 |
0.0172 |
1.9% |
0.0039 |
0.4% |
69% |
False |
False |
539 |
40 |
0.9218 |
0.8999 |
0.0219 |
2.4% |
0.0037 |
0.4% |
76% |
False |
False |
375 |
60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
87% |
False |
False |
330 |
80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
87% |
False |
False |
263 |
100 |
0.9371 |
0.8815 |
0.0556 |
6.1% |
0.0039 |
0.4% |
63% |
False |
False |
227 |
120 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0037 |
0.4% |
61% |
False |
False |
196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9342 |
2.618 |
0.9286 |
1.618 |
0.9252 |
1.000 |
0.9231 |
0.618 |
0.9218 |
HIGH |
0.9197 |
0.618 |
0.9184 |
0.500 |
0.9180 |
0.382 |
0.9176 |
LOW |
0.9163 |
0.618 |
0.9142 |
1.000 |
0.9129 |
1.618 |
0.9108 |
2.618 |
0.9074 |
4.250 |
0.9019 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9180 |
0.9174 |
PP |
0.9175 |
0.9171 |
S1 |
0.9170 |
0.9168 |
|