CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 09-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9347 |
0.9350 |
0.0003 |
0.0% |
0.9360 |
High |
0.9364 |
0.9382 |
0.0018 |
0.2% |
0.9399 |
Low |
0.9335 |
0.9344 |
0.0009 |
0.1% |
0.9331 |
Close |
0.9352 |
0.9378 |
0.0026 |
0.3% |
0.9397 |
Range |
0.0029 |
0.0038 |
0.0009 |
31.0% |
0.0068 |
ATR |
0.0041 |
0.0041 |
0.0000 |
-0.5% |
0.0000 |
Volume |
40,225 |
42,533 |
2,308 |
5.7% |
183,690 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9482 |
0.9468 |
0.9399 |
|
R3 |
0.9444 |
0.9430 |
0.9388 |
|
R2 |
0.9406 |
0.9406 |
0.9385 |
|
R1 |
0.9392 |
0.9392 |
0.9381 |
0.9399 |
PP |
0.9368 |
0.9368 |
0.9368 |
0.9372 |
S1 |
0.9354 |
0.9354 |
0.9375 |
0.9361 |
S2 |
0.9330 |
0.9330 |
0.9371 |
|
S3 |
0.9292 |
0.9316 |
0.9368 |
|
S4 |
0.9254 |
0.9278 |
0.9357 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9580 |
0.9556 |
0.9434 |
|
R3 |
0.9512 |
0.9488 |
0.9416 |
|
R2 |
0.9444 |
0.9444 |
0.9409 |
|
R1 |
0.9420 |
0.9420 |
0.9403 |
0.9432 |
PP |
0.9376 |
0.9376 |
0.9376 |
0.9382 |
S1 |
0.9352 |
0.9352 |
0.9391 |
0.9364 |
S2 |
0.9308 |
0.9308 |
0.9385 |
|
S3 |
0.9240 |
0.9284 |
0.9378 |
|
S4 |
0.9172 |
0.9216 |
0.9360 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9399 |
0.9335 |
0.0064 |
0.7% |
0.0041 |
0.4% |
67% |
False |
False |
45,708 |
10 |
0.9399 |
0.9282 |
0.0117 |
1.2% |
0.0040 |
0.4% |
82% |
False |
False |
45,745 |
20 |
0.9399 |
0.9109 |
0.0290 |
3.1% |
0.0041 |
0.4% |
93% |
False |
False |
46,566 |
40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0038 |
0.4% |
93% |
False |
False |
25,088 |
60 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0038 |
0.4% |
94% |
False |
False |
16,874 |
80 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0042 |
0.4% |
96% |
False |
False |
12,725 |
100 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0040 |
0.4% |
96% |
False |
False |
10,201 |
120 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0039 |
0.4% |
96% |
False |
False |
8,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9544 |
2.618 |
0.9481 |
1.618 |
0.9443 |
1.000 |
0.9420 |
0.618 |
0.9405 |
HIGH |
0.9382 |
0.618 |
0.9367 |
0.500 |
0.9363 |
0.382 |
0.9359 |
LOW |
0.9344 |
0.618 |
0.9321 |
1.000 |
0.9306 |
1.618 |
0.9283 |
2.618 |
0.9245 |
4.250 |
0.9183 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9373 |
0.9373 |
PP |
0.9368 |
0.9368 |
S1 |
0.9363 |
0.9363 |
|