CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 05-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9070 |
0.9076 |
0.0006 |
0.1% |
0.9023 |
High |
0.9071 |
0.9086 |
0.0015 |
0.2% |
0.9091 |
Low |
0.9051 |
0.9076 |
0.0025 |
0.3% |
0.9014 |
Close |
0.9061 |
0.9082 |
0.0021 |
0.2% |
0.9061 |
Range |
0.0020 |
0.0010 |
-0.0010 |
-50.0% |
0.0077 |
ATR |
0.0031 |
0.0031 |
0.0000 |
-1.4% |
0.0000 |
Volume |
108 |
21 |
-87 |
-80.6% |
290 |
|
Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9111 |
0.9107 |
0.9088 |
|
R3 |
0.9101 |
0.9097 |
0.9085 |
|
R2 |
0.9091 |
0.9091 |
0.9084 |
|
R1 |
0.9087 |
0.9087 |
0.9083 |
0.9089 |
PP |
0.9081 |
0.9081 |
0.9081 |
0.9083 |
S1 |
0.9077 |
0.9077 |
0.9081 |
0.9079 |
S2 |
0.9071 |
0.9071 |
0.9080 |
|
S3 |
0.9061 |
0.9067 |
0.9079 |
|
S4 |
0.9051 |
0.9057 |
0.9077 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9286 |
0.9251 |
0.9103 |
|
R3 |
0.9209 |
0.9174 |
0.9082 |
|
R2 |
0.9132 |
0.9132 |
0.9075 |
|
R1 |
0.9097 |
0.9097 |
0.9068 |
0.9115 |
PP |
0.9055 |
0.9055 |
0.9055 |
0.9064 |
S1 |
0.9020 |
0.9020 |
0.9054 |
0.9038 |
S2 |
0.8978 |
0.8978 |
0.9047 |
|
S3 |
0.8901 |
0.8943 |
0.9040 |
|
S4 |
0.8824 |
0.8866 |
0.9019 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9091 |
0.9051 |
0.0040 |
0.4% |
0.0014 |
0.2% |
78% |
False |
False |
50 |
10 |
0.9091 |
0.8999 |
0.0092 |
1.0% |
0.0014 |
0.2% |
90% |
False |
False |
49 |
20 |
0.9155 |
0.8999 |
0.0156 |
1.7% |
0.0020 |
0.2% |
53% |
False |
False |
42 |
40 |
0.9155 |
0.8831 |
0.0324 |
3.6% |
0.0028 |
0.3% |
77% |
False |
False |
50 |
60 |
0.9155 |
0.8831 |
0.0324 |
3.6% |
0.0033 |
0.4% |
77% |
False |
False |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9129 |
2.618 |
0.9112 |
1.618 |
0.9102 |
1.000 |
0.9096 |
0.618 |
0.9092 |
HIGH |
0.9086 |
0.618 |
0.9082 |
0.500 |
0.9081 |
0.382 |
0.9080 |
LOW |
0.9076 |
0.618 |
0.9070 |
1.000 |
0.9066 |
1.618 |
0.9060 |
2.618 |
0.9050 |
4.250 |
0.9034 |
|
|
Fisher Pivots for day following 05-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9082 |
0.9078 |
PP |
0.9081 |
0.9073 |
S1 |
0.9081 |
0.9069 |
|