CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9127 |
0.9115 |
-0.0012 |
-0.1% |
0.9076 |
High |
0.9144 |
0.9115 |
-0.0029 |
-0.3% |
0.9195 |
Low |
0.9127 |
0.9115 |
-0.0012 |
-0.1% |
0.9076 |
Close |
0.9133 |
0.9115 |
-0.0018 |
-0.2% |
0.9124 |
Range |
0.0017 |
0.0000 |
-0.0017 |
-100.0% |
0.0119 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-3.6% |
0.0000 |
Volume |
98 |
185 |
87 |
88.8% |
224 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9115 |
0.9115 |
0.9115 |
|
R3 |
0.9115 |
0.9115 |
0.9115 |
|
R2 |
0.9115 |
0.9115 |
0.9115 |
|
R1 |
0.9115 |
0.9115 |
0.9115 |
0.9115 |
PP |
0.9115 |
0.9115 |
0.9115 |
0.9115 |
S1 |
0.9115 |
0.9115 |
0.9115 |
0.9115 |
S2 |
0.9115 |
0.9115 |
0.9115 |
|
S3 |
0.9115 |
0.9115 |
0.9115 |
|
S4 |
0.9115 |
0.9115 |
0.9115 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9489 |
0.9425 |
0.9189 |
|
R3 |
0.9370 |
0.9306 |
0.9157 |
|
R2 |
0.9251 |
0.9251 |
0.9146 |
|
R1 |
0.9187 |
0.9187 |
0.9135 |
0.9219 |
PP |
0.9132 |
0.9132 |
0.9132 |
0.9148 |
S1 |
0.9068 |
0.9068 |
0.9113 |
0.9100 |
S2 |
0.9013 |
0.9013 |
0.9102 |
|
S3 |
0.8894 |
0.8949 |
0.9091 |
|
S4 |
0.8775 |
0.8830 |
0.9059 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9195 |
0.9115 |
0.0080 |
0.9% |
0.0034 |
0.4% |
0% |
False |
True |
89 |
10 |
0.9195 |
0.9051 |
0.0144 |
1.6% |
0.0027 |
0.3% |
44% |
False |
False |
68 |
20 |
0.9195 |
0.8999 |
0.0196 |
2.2% |
0.0022 |
0.2% |
59% |
False |
False |
58 |
40 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0030 |
0.3% |
78% |
False |
False |
56 |
60 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0033 |
0.4% |
78% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9115 |
2.618 |
0.9115 |
1.618 |
0.9115 |
1.000 |
0.9115 |
0.618 |
0.9115 |
HIGH |
0.9115 |
0.618 |
0.9115 |
0.500 |
0.9115 |
0.382 |
0.9115 |
LOW |
0.9115 |
0.618 |
0.9115 |
1.000 |
0.9115 |
1.618 |
0.9115 |
2.618 |
0.9115 |
4.250 |
0.9115 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9115 |
0.9151 |
PP |
0.9115 |
0.9139 |
S1 |
0.9115 |
0.9127 |
|