CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 03-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9387 |
0.9358 |
-0.0029 |
-0.3% |
0.9279 |
High |
0.9393 |
0.9399 |
0.0006 |
0.1% |
0.9364 |
Low |
0.9354 |
0.9347 |
-0.0007 |
-0.1% |
0.9276 |
Close |
0.9357 |
0.9397 |
0.0040 |
0.4% |
0.9363 |
Range |
0.0039 |
0.0052 |
0.0013 |
33.3% |
0.0088 |
ATR |
0.0040 |
0.0041 |
0.0001 |
2.1% |
0.0000 |
Volume |
38,616 |
53,348 |
14,732 |
38.1% |
232,669 |
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9537 |
0.9519 |
0.9426 |
|
R3 |
0.9485 |
0.9467 |
0.9411 |
|
R2 |
0.9433 |
0.9433 |
0.9407 |
|
R1 |
0.9415 |
0.9415 |
0.9402 |
0.9424 |
PP |
0.9381 |
0.9381 |
0.9381 |
0.9386 |
S1 |
0.9363 |
0.9363 |
0.9392 |
0.9372 |
S2 |
0.9329 |
0.9329 |
0.9387 |
|
S3 |
0.9277 |
0.9311 |
0.9383 |
|
S4 |
0.9225 |
0.9259 |
0.9368 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9598 |
0.9569 |
0.9411 |
|
R3 |
0.9510 |
0.9481 |
0.9387 |
|
R2 |
0.9422 |
0.9422 |
0.9379 |
|
R1 |
0.9393 |
0.9393 |
0.9371 |
0.9408 |
PP |
0.9334 |
0.9334 |
0.9334 |
0.9342 |
S1 |
0.9305 |
0.9305 |
0.9355 |
0.9320 |
S2 |
0.9246 |
0.9246 |
0.9347 |
|
S3 |
0.9158 |
0.9217 |
0.9339 |
|
S4 |
0.9070 |
0.9129 |
0.9315 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9399 |
0.9331 |
0.0068 |
0.7% |
0.0042 |
0.5% |
97% |
True |
False |
46,499 |
10 |
0.9399 |
0.9218 |
0.0181 |
1.9% |
0.0041 |
0.4% |
99% |
True |
False |
48,770 |
20 |
0.9399 |
0.9109 |
0.0290 |
3.1% |
0.0040 |
0.4% |
99% |
True |
False |
42,072 |
40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0040 |
0.4% |
99% |
True |
False |
21,744 |
60 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0039 |
0.4% |
99% |
True |
False |
14,610 |
80 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0042 |
0.4% |
100% |
True |
False |
11,030 |
100 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0040 |
0.4% |
100% |
True |
False |
8,837 |
120 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0039 |
0.4% |
100% |
True |
False |
7,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9620 |
2.618 |
0.9535 |
1.618 |
0.9483 |
1.000 |
0.9451 |
0.618 |
0.9431 |
HIGH |
0.9399 |
0.618 |
0.9379 |
0.500 |
0.9373 |
0.382 |
0.9367 |
LOW |
0.9347 |
0.618 |
0.9315 |
1.000 |
0.9295 |
1.618 |
0.9263 |
2.618 |
0.9211 |
4.250 |
0.9126 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9389 |
0.9389 |
PP |
0.9381 |
0.9381 |
S1 |
0.9373 |
0.9373 |
|