CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9134 |
0.9111 |
-0.0023 |
-0.3% |
0.9127 |
High |
0.9134 |
0.9115 |
-0.0019 |
-0.2% |
0.9158 |
Low |
0.9118 |
0.9097 |
-0.0021 |
-0.2% |
0.9115 |
Close |
0.9132 |
0.9115 |
-0.0017 |
-0.2% |
0.9156 |
Range |
0.0016 |
0.0018 |
0.0002 |
12.5% |
0.0043 |
ATR |
0.0031 |
0.0031 |
0.0000 |
1.0% |
0.0000 |
Volume |
8 |
61 |
53 |
662.5% |
344 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9163 |
0.9157 |
0.9125 |
|
R3 |
0.9145 |
0.9139 |
0.9120 |
|
R2 |
0.9127 |
0.9127 |
0.9118 |
|
R1 |
0.9121 |
0.9121 |
0.9117 |
0.9124 |
PP |
0.9109 |
0.9109 |
0.9109 |
0.9111 |
S1 |
0.9103 |
0.9103 |
0.9113 |
0.9106 |
S2 |
0.9091 |
0.9091 |
0.9112 |
|
S3 |
0.9073 |
0.9085 |
0.9110 |
|
S4 |
0.9055 |
0.9067 |
0.9105 |
|
|
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 |
0.9097 |
0.0061 |
0.7% |
0.0014 |
0.2% |
30% |
False |
True |
74 |
10 |
0.9195 |
0.9097 |
0.0098 |
1.1% |
0.0024 |
0.3% |
18% |
False |
True |
73 |
20 |
0.9195 |
0.9006 |
0.0189 |
2.1% |
0.0020 |
0.2% |
58% |
False |
False |
63 |
40 |
0.9195 |
0.8896 |
0.0299 |
3.3% |
0.0025 |
0.3% |
73% |
False |
False |
53 |
60 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0030 |
0.3% |
78% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9192 |
2.618 |
0.9162 |
1.618 |
0.9144 |
1.000 |
0.9133 |
0.618 |
0.9126 |
HIGH |
0.9115 |
0.618 |
0.9108 |
0.500 |
0.9106 |
0.382 |
0.9104 |
LOW |
0.9097 |
0.618 |
0.9086 |
1.000 |
0.9079 |
1.618 |
0.9068 |
2.618 |
0.9050 |
4.250 |
0.9021 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9112 |
0.9125 |
PP |
0.9109 |
0.9122 |
S1 |
0.9106 |
0.9118 |
|