CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9118 |
0.9139 |
0.0021 |
0.2% |
0.9153 |
High |
0.9138 |
0.9176 |
0.0038 |
0.4% |
0.9176 |
Low |
0.9108 |
0.9131 |
0.0023 |
0.3% |
0.9097 |
Close |
0.9132 |
0.9156 |
0.0024 |
0.3% |
0.9156 |
Range |
0.0030 |
0.0045 |
0.0015 |
50.0% |
0.0079 |
ATR |
0.0031 |
0.0032 |
0.0001 |
3.3% |
0.0000 |
Volume |
73 |
108 |
35 |
47.9% |
498 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9289 |
0.9268 |
0.9181 |
|
R3 |
0.9244 |
0.9223 |
0.9168 |
|
R2 |
0.9199 |
0.9199 |
0.9164 |
|
R1 |
0.9178 |
0.9178 |
0.9160 |
0.9189 |
PP |
0.9154 |
0.9154 |
0.9154 |
0.9160 |
S1 |
0.9133 |
0.9133 |
0.9152 |
0.9144 |
S2 |
0.9109 |
0.9109 |
0.9148 |
|
S3 |
0.9064 |
0.9088 |
0.9144 |
|
S4 |
0.9019 |
0.9043 |
0.9131 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9380 |
0.9347 |
0.9199 |
|
R3 |
0.9301 |
0.9268 |
0.9178 |
|
R2 |
0.9222 |
0.9222 |
0.9170 |
|
R1 |
0.9189 |
0.9189 |
0.9163 |
0.9206 |
PP |
0.9143 |
0.9143 |
0.9143 |
0.9151 |
S1 |
0.9110 |
0.9110 |
0.9149 |
0.9127 |
S2 |
0.9064 |
0.9064 |
0.9142 |
|
S3 |
0.8985 |
0.9031 |
0.9134 |
|
S4 |
0.8906 |
0.8952 |
0.9113 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9176 |
0.9097 |
0.0079 |
0.9% |
0.0022 |
0.2% |
75% |
True |
False |
99 |
10 |
0.9176 |
0.9097 |
0.0079 |
0.9% |
0.0018 |
0.2% |
75% |
True |
False |
84 |
20 |
0.9195 |
0.9014 |
0.0181 |
2.0% |
0.0023 |
0.2% |
78% |
False |
False |
67 |
40 |
0.9195 |
0.8977 |
0.0218 |
2.4% |
0.0024 |
0.3% |
82% |
False |
False |
56 |
60 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0030 |
0.3% |
89% |
False |
False |
58 |
80 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0032 |
0.3% |
89% |
False |
False |
55 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9367 |
2.618 |
0.9294 |
1.618 |
0.9249 |
1.000 |
0.9221 |
0.618 |
0.9204 |
HIGH |
0.9176 |
0.618 |
0.9159 |
0.500 |
0.9154 |
0.382 |
0.9148 |
LOW |
0.9131 |
0.618 |
0.9103 |
1.000 |
0.9086 |
1.618 |
0.9058 |
2.618 |
0.9013 |
4.250 |
0.8940 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9155 |
0.9150 |
PP |
0.9154 |
0.9143 |
S1 |
0.9154 |
0.9137 |
|