CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.8999 |
0.9012 |
0.0013 |
0.1% |
0.9066 |
High |
0.9018 |
0.9023 |
0.0005 |
0.1% |
0.9074 |
Low |
0.8999 |
0.9012 |
0.0013 |
0.1% |
0.9020 |
Close |
0.9013 |
0.9019 |
0.0006 |
0.1% |
0.9034 |
Range |
0.0019 |
0.0011 |
-0.0008 |
-42.1% |
0.0054 |
ATR |
0.0035 |
0.0033 |
-0.0002 |
-4.9% |
0.0000 |
Volume |
64 |
43 |
-21 |
-32.8% |
156 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9051 |
0.9046 |
0.9025 |
|
R3 |
0.9040 |
0.9035 |
0.9022 |
|
R2 |
0.9029 |
0.9029 |
0.9021 |
|
R1 |
0.9024 |
0.9024 |
0.9020 |
0.9027 |
PP |
0.9018 |
0.9018 |
0.9018 |
0.9019 |
S1 |
0.9013 |
0.9013 |
0.9018 |
0.9016 |
S2 |
0.9007 |
0.9007 |
0.9017 |
|
S3 |
0.8996 |
0.9002 |
0.9016 |
|
S4 |
0.8985 |
0.8991 |
0.9013 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9205 |
0.9173 |
0.9064 |
|
R3 |
0.9151 |
0.9119 |
0.9049 |
|
R2 |
0.9097 |
0.9097 |
0.9044 |
|
R1 |
0.9065 |
0.9065 |
0.9039 |
0.9054 |
PP |
0.9043 |
0.9043 |
0.9043 |
0.9037 |
S1 |
0.9011 |
0.9011 |
0.9029 |
0.9000 |
S2 |
0.8989 |
0.8989 |
0.9024 |
|
S3 |
0.8935 |
0.8957 |
0.9019 |
|
S4 |
0.8881 |
0.8903 |
0.9004 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9053 |
0.8999 |
0.0054 |
0.6% |
0.0015 |
0.2% |
37% |
False |
False |
50 |
10 |
0.9141 |
0.8999 |
0.0142 |
1.6% |
0.0020 |
0.2% |
14% |
False |
False |
39 |
20 |
0.9155 |
0.8964 |
0.0191 |
2.1% |
0.0027 |
0.3% |
29% |
False |
False |
44 |
40 |
0.9155 |
0.8831 |
0.0324 |
3.6% |
0.0033 |
0.4% |
58% |
False |
False |
52 |
60 |
0.9155 |
0.8831 |
0.0324 |
3.6% |
0.0036 |
0.4% |
58% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9070 |
2.618 |
0.9052 |
1.618 |
0.9041 |
1.000 |
0.9034 |
0.618 |
0.9030 |
HIGH |
0.9023 |
0.618 |
0.9019 |
0.500 |
0.9018 |
0.382 |
0.9016 |
LOW |
0.9012 |
0.618 |
0.9005 |
1.000 |
0.9001 |
1.618 |
0.8994 |
2.618 |
0.8983 |
4.250 |
0.8965 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9019 |
0.9018 |
PP |
0.9018 |
0.9016 |
S1 |
0.9018 |
0.9015 |
|