CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9148 |
0.9153 |
0.0005 |
0.1% |
0.9127 |
High |
0.9158 |
0.9153 |
-0.0005 |
-0.1% |
0.9158 |
Low |
0.9142 |
0.9153 |
0.0011 |
0.1% |
0.9115 |
Close |
0.9156 |
0.9153 |
-0.0003 |
0.0% |
0.9156 |
Range |
0.0016 |
0.0000 |
-0.0016 |
-100.0% |
0.0043 |
ATR |
0.0032 |
0.0030 |
-0.0002 |
-6.5% |
0.0000 |
Volume |
27 |
248 |
221 |
818.5% |
344 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9153 |
0.9153 |
0.9153 |
|
R3 |
0.9153 |
0.9153 |
0.9153 |
|
R2 |
0.9153 |
0.9153 |
0.9153 |
|
R1 |
0.9153 |
0.9153 |
0.9153 |
0.9153 |
PP |
0.9153 |
0.9153 |
0.9153 |
0.9153 |
S1 |
0.9153 |
0.9153 |
0.9153 |
0.9153 |
S2 |
0.9153 |
0.9153 |
0.9153 |
|
S3 |
0.9153 |
0.9153 |
0.9153 |
|
S4 |
0.9153 |
0.9153 |
0.9153 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9272 |
0.9257 |
0.9180 |
|
R3 |
0.9229 |
0.9214 |
0.9168 |
|
R2 |
0.9186 |
0.9186 |
0.9164 |
|
R1 |
0.9171 |
0.9171 |
0.9160 |
0.9179 |
PP |
0.9143 |
0.9143 |
0.9143 |
0.9147 |
S1 |
0.9128 |
0.9128 |
0.9152 |
0.9136 |
S2 |
0.9100 |
0.9100 |
0.9148 |
|
S3 |
0.9057 |
0.9085 |
0.9144 |
|
S4 |
0.9014 |
0.9042 |
0.9132 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9158 |
0.9115 |
0.0043 |
0.5% |
0.0011 |
0.1% |
88% |
False |
False |
98 |
10 |
0.9195 |
0.9105 |
0.0090 |
1.0% |
0.0027 |
0.3% |
53% |
False |
False |
79 |
20 |
0.9195 |
0.8999 |
0.0196 |
2.1% |
0.0020 |
0.2% |
79% |
False |
False |
64 |
40 |
0.9195 |
0.8857 |
0.0338 |
3.7% |
0.0025 |
0.3% |
88% |
False |
False |
52 |
60 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0030 |
0.3% |
88% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9153 |
2.618 |
0.9153 |
1.618 |
0.9153 |
1.000 |
0.9153 |
0.618 |
0.9153 |
HIGH |
0.9153 |
0.618 |
0.9153 |
0.500 |
0.9153 |
0.382 |
0.9153 |
LOW |
0.9153 |
0.618 |
0.9153 |
1.000 |
0.9153 |
1.618 |
0.9153 |
2.618 |
0.9153 |
4.250 |
0.9153 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9153 |
0.9151 |
PP |
0.9153 |
0.9149 |
S1 |
0.9153 |
0.9147 |
|