CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 25-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2014 |
25-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9012 |
0.9015 |
0.0003 |
0.0% |
0.9015 |
High |
0.9023 |
0.9023 |
0.0000 |
0.0% |
0.9030 |
Low |
0.9012 |
0.9006 |
-0.0006 |
-0.1% |
0.8999 |
Close |
0.9019 |
0.9009 |
-0.0010 |
-0.1% |
0.9009 |
Range |
0.0011 |
0.0017 |
0.0006 |
54.5% |
0.0031 |
ATR |
0.0033 |
0.0032 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
43 |
59 |
16 |
37.2% |
229 |
|
Daily Pivots for day following 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9064 |
0.9053 |
0.9018 |
|
R3 |
0.9047 |
0.9036 |
0.9014 |
|
R2 |
0.9030 |
0.9030 |
0.9012 |
|
R1 |
0.9019 |
0.9019 |
0.9011 |
0.9016 |
PP |
0.9013 |
0.9013 |
0.9013 |
0.9011 |
S1 |
0.9002 |
0.9002 |
0.9007 |
0.8999 |
S2 |
0.8996 |
0.8996 |
0.9006 |
|
S3 |
0.8979 |
0.8985 |
0.9004 |
|
S4 |
0.8962 |
0.8968 |
0.9000 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9106 |
0.9088 |
0.9026 |
|
R3 |
0.9075 |
0.9057 |
0.9018 |
|
R2 |
0.9044 |
0.9044 |
0.9015 |
|
R1 |
0.9026 |
0.9026 |
0.9012 |
0.9020 |
PP |
0.9013 |
0.9013 |
0.9013 |
0.9009 |
S1 |
0.8995 |
0.8995 |
0.9006 |
0.8989 |
S2 |
0.8982 |
0.8982 |
0.9003 |
|
S3 |
0.8951 |
0.8964 |
0.9000 |
|
S4 |
0.8920 |
0.8933 |
0.8992 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9030 |
0.8999 |
0.0031 |
0.3% |
0.0015 |
0.2% |
32% |
False |
False |
45 |
10 |
0.9090 |
0.8999 |
0.0091 |
1.0% |
0.0018 |
0.2% |
11% |
False |
False |
41 |
20 |
0.9155 |
0.8977 |
0.0178 |
2.0% |
0.0024 |
0.3% |
18% |
False |
False |
45 |
40 |
0.9155 |
0.8831 |
0.0324 |
3.6% |
0.0033 |
0.4% |
55% |
False |
False |
53 |
60 |
0.9155 |
0.8831 |
0.0324 |
3.6% |
0.0035 |
0.4% |
55% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9095 |
2.618 |
0.9068 |
1.618 |
0.9051 |
1.000 |
0.9040 |
0.618 |
0.9034 |
HIGH |
0.9023 |
0.618 |
0.9017 |
0.500 |
0.9015 |
0.382 |
0.9012 |
LOW |
0.9006 |
0.618 |
0.8995 |
1.000 |
0.8989 |
1.618 |
0.8978 |
2.618 |
0.8961 |
4.250 |
0.8934 |
|
|
Fisher Pivots for day following 25-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9015 |
0.9011 |
PP |
0.9013 |
0.9010 |
S1 |
0.9011 |
0.9010 |
|