CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9111 |
0.9118 |
0.0007 |
0.1% |
0.9127 |
| High |
0.9115 |
0.9138 |
0.0023 |
0.3% |
0.9158 |
| Low |
0.9097 |
0.9108 |
0.0011 |
0.1% |
0.9115 |
| Close |
0.9115 |
0.9132 |
0.0017 |
0.2% |
0.9156 |
| Range |
0.0018 |
0.0030 |
0.0012 |
66.7% |
0.0043 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
61 |
73 |
12 |
19.7% |
344 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9216 |
0.9204 |
0.9149 |
|
| R3 |
0.9186 |
0.9174 |
0.9140 |
|
| R2 |
0.9156 |
0.9156 |
0.9138 |
|
| R1 |
0.9144 |
0.9144 |
0.9135 |
0.9150 |
| PP |
0.9126 |
0.9126 |
0.9126 |
0.9129 |
| S1 |
0.9114 |
0.9114 |
0.9129 |
0.9120 |
| S2 |
0.9096 |
0.9096 |
0.9127 |
|
| S3 |
0.9066 |
0.9084 |
0.9124 |
|
| S4 |
0.9036 |
0.9054 |
0.9116 |
|
|
| 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% |
0.0016 |
0.2% |
57% |
False |
False |
83 |
| 10 |
0.9186 |
0.9097 |
0.0089 |
1.0% |
0.0020 |
0.2% |
39% |
False |
False |
75 |
| 20 |
0.9195 |
0.9006 |
0.0189 |
2.1% |
0.0021 |
0.2% |
67% |
False |
False |
65 |
| 40 |
0.9195 |
0.8964 |
0.0231 |
2.5% |
0.0024 |
0.3% |
73% |
False |
False |
54 |
| 60 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0029 |
0.3% |
83% |
False |
False |
56 |
| 80 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0032 |
0.4% |
83% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9266 |
|
2.618 |
0.9217 |
|
1.618 |
0.9187 |
|
1.000 |
0.9168 |
|
0.618 |
0.9157 |
|
HIGH |
0.9138 |
|
0.618 |
0.9127 |
|
0.500 |
0.9123 |
|
0.382 |
0.9119 |
|
LOW |
0.9108 |
|
0.618 |
0.9089 |
|
1.000 |
0.9078 |
|
1.618 |
0.9059 |
|
2.618 |
0.9029 |
|
4.250 |
0.8981 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9129 |
0.9127 |
| PP |
0.9126 |
0.9122 |
| S1 |
0.9123 |
0.9118 |
|