CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9171 |
0.9205 |
0.0034 |
0.4% |
0.9175 |
High |
0.9212 |
0.9216 |
0.0004 |
0.0% |
0.9216 |
Low |
0.9165 |
0.9166 |
0.0001 |
0.0% |
0.9163 |
Close |
0.9201 |
0.9199 |
-0.0002 |
0.0% |
0.9199 |
Range |
0.0047 |
0.0050 |
0.0003 |
6.4% |
0.0053 |
ATR |
0.0039 |
0.0039 |
0.0001 |
2.1% |
0.0000 |
Volume |
1,328 |
955 |
-373 |
-28.1% |
3,039 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9344 |
0.9321 |
0.9227 |
|
R3 |
0.9294 |
0.9271 |
0.9213 |
|
R2 |
0.9244 |
0.9244 |
0.9208 |
|
R1 |
0.9221 |
0.9221 |
0.9204 |
0.9208 |
PP |
0.9194 |
0.9194 |
0.9194 |
0.9187 |
S1 |
0.9171 |
0.9171 |
0.9194 |
0.9158 |
S2 |
0.9144 |
0.9144 |
0.9190 |
|
S3 |
0.9094 |
0.9121 |
0.9185 |
|
S4 |
0.9044 |
0.9071 |
0.9172 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9352 |
0.9328 |
0.9228 |
|
R3 |
0.9299 |
0.9275 |
0.9214 |
|
R2 |
0.9246 |
0.9246 |
0.9209 |
|
R1 |
0.9222 |
0.9222 |
0.9204 |
0.9234 |
PP |
0.9193 |
0.9193 |
0.9193 |
0.9199 |
S1 |
0.9169 |
0.9169 |
0.9194 |
0.9181 |
S2 |
0.9140 |
0.9140 |
0.9189 |
|
S3 |
0.9087 |
0.9116 |
0.9184 |
|
S4 |
0.9034 |
0.9063 |
0.9170 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9216 |
0.9145 |
0.0071 |
0.8% |
0.0039 |
0.4% |
76% |
True |
False |
683 |
10 |
0.9216 |
0.9114 |
0.0102 |
1.1% |
0.0035 |
0.4% |
83% |
True |
False |
498 |
20 |
0.9218 |
0.9046 |
0.0172 |
1.9% |
0.0041 |
0.4% |
89% |
False |
False |
620 |
40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0038 |
0.4% |
91% |
False |
False |
419 |
60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0043 |
0.5% |
95% |
False |
False |
366 |
80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
95% |
False |
False |
289 |
100 |
0.9308 |
0.8815 |
0.0493 |
5.4% |
0.0040 |
0.4% |
78% |
False |
False |
249 |
120 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0038 |
0.4% |
67% |
False |
False |
213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9429 |
2.618 |
0.9347 |
1.618 |
0.9297 |
1.000 |
0.9266 |
0.618 |
0.9247 |
HIGH |
0.9216 |
0.618 |
0.9197 |
0.500 |
0.9191 |
0.382 |
0.9185 |
LOW |
0.9166 |
0.618 |
0.9135 |
1.000 |
0.9116 |
1.618 |
0.9085 |
2.618 |
0.9035 |
4.250 |
0.8954 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9196 |
0.9196 |
PP |
0.9194 |
0.9193 |
S1 |
0.9191 |
0.9190 |
|