CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9371 |
0.9372 |
0.0001 |
0.0% |
0.9373 |
High |
0.9379 |
0.9392 |
0.0013 |
0.1% |
0.9392 |
Low |
0.9351 |
0.9298 |
-0.0053 |
-0.6% |
0.9298 |
Close |
0.9373 |
0.9301 |
-0.0072 |
-0.8% |
0.9301 |
Range |
0.0028 |
0.0094 |
0.0066 |
235.7% |
0.0094 |
ATR |
0.0040 |
0.0044 |
0.0004 |
9.7% |
0.0000 |
Volume |
41,158 |
75,963 |
34,805 |
84.6% |
253,697 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9612 |
0.9551 |
0.9353 |
|
R3 |
0.9518 |
0.9457 |
0.9327 |
|
R2 |
0.9424 |
0.9424 |
0.9318 |
|
R1 |
0.9363 |
0.9363 |
0.9310 |
0.9347 |
PP |
0.9330 |
0.9330 |
0.9330 |
0.9322 |
S1 |
0.9269 |
0.9269 |
0.9292 |
0.9253 |
S2 |
0.9236 |
0.9236 |
0.9284 |
|
S3 |
0.9142 |
0.9175 |
0.9275 |
|
S4 |
0.9048 |
0.9081 |
0.9249 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9612 |
0.9551 |
0.9353 |
|
R3 |
0.9518 |
0.9457 |
0.9327 |
|
R2 |
0.9424 |
0.9424 |
0.9318 |
|
R1 |
0.9363 |
0.9363 |
0.9310 |
0.9347 |
PP |
0.9330 |
0.9330 |
0.9330 |
0.9322 |
S1 |
0.9269 |
0.9269 |
0.9292 |
0.9253 |
S2 |
0.9236 |
0.9236 |
0.9284 |
|
S3 |
0.9142 |
0.9175 |
0.9275 |
|
S4 |
0.9048 |
0.9081 |
0.9249 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9392 |
0.9298 |
0.0094 |
1.0% |
0.0047 |
0.5% |
3% |
True |
True |
50,739 |
10 |
0.9399 |
0.9298 |
0.0101 |
1.1% |
0.0045 |
0.5% |
3% |
False |
True |
48,619 |
20 |
0.9399 |
0.9109 |
0.0290 |
3.1% |
0.0044 |
0.5% |
66% |
False |
False |
48,207 |
40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0039 |
0.4% |
67% |
False |
False |
27,993 |
60 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0039 |
0.4% |
74% |
False |
False |
18,821 |
80 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0042 |
0.4% |
83% |
False |
False |
14,188 |
100 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0041 |
0.4% |
83% |
False |
False |
11,371 |
120 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0040 |
0.4% |
83% |
False |
False |
9,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9792 |
2.618 |
0.9638 |
1.618 |
0.9544 |
1.000 |
0.9486 |
0.618 |
0.9450 |
HIGH |
0.9392 |
0.618 |
0.9356 |
0.500 |
0.9345 |
0.382 |
0.9334 |
LOW |
0.9298 |
0.618 |
0.9240 |
1.000 |
0.9204 |
1.618 |
0.9146 |
2.618 |
0.9052 |
4.250 |
0.8899 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9345 |
0.9345 |
PP |
0.9330 |
0.9330 |
S1 |
0.9316 |
0.9316 |
|