CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9155 |
0.9195 |
0.0040 |
0.4% |
0.9168 |
High |
0.9193 |
0.9195 |
0.0002 |
0.0% |
0.9195 |
Low |
0.9155 |
0.9145 |
-0.0010 |
-0.1% |
0.9144 |
Close |
0.9181 |
0.9179 |
-0.0002 |
0.0% |
0.9179 |
Range |
0.0038 |
0.0050 |
0.0012 |
31.6% |
0.0051 |
ATR |
0.0032 |
0.0033 |
0.0001 |
4.1% |
0.0000 |
Volume |
127 |
298 |
171 |
134.6% |
783 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9323 |
0.9301 |
0.9207 |
|
R3 |
0.9273 |
0.9251 |
0.9193 |
|
R2 |
0.9223 |
0.9223 |
0.9188 |
|
R1 |
0.9201 |
0.9201 |
0.9184 |
0.9187 |
PP |
0.9173 |
0.9173 |
0.9173 |
0.9166 |
S1 |
0.9151 |
0.9151 |
0.9174 |
0.9137 |
S2 |
0.9123 |
0.9123 |
0.9170 |
|
S3 |
0.9073 |
0.9101 |
0.9165 |
|
S4 |
0.9023 |
0.9051 |
0.9152 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9326 |
0.9303 |
0.9207 |
|
R3 |
0.9275 |
0.9252 |
0.9193 |
|
R2 |
0.9224 |
0.9224 |
0.9188 |
|
R1 |
0.9201 |
0.9201 |
0.9184 |
0.9213 |
PP |
0.9173 |
0.9173 |
0.9173 |
0.9178 |
S1 |
0.9150 |
0.9150 |
0.9174 |
0.9162 |
S2 |
0.9122 |
0.9122 |
0.9170 |
|
S3 |
0.9071 |
0.9099 |
0.9165 |
|
S4 |
0.9020 |
0.9048 |
0.9151 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9195 |
0.9131 |
0.0064 |
0.7% |
0.0036 |
0.4% |
75% |
True |
False |
178 |
10 |
0.9195 |
0.9097 |
0.0098 |
1.1% |
0.0026 |
0.3% |
84% |
True |
False |
130 |
20 |
0.9195 |
0.9051 |
0.0144 |
1.6% |
0.0027 |
0.3% |
89% |
True |
False |
97 |
40 |
0.9195 |
0.8999 |
0.0196 |
2.1% |
0.0024 |
0.3% |
92% |
True |
False |
70 |
60 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0030 |
0.3% |
96% |
True |
False |
66 |
80 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0032 |
0.3% |
96% |
True |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9408 |
2.618 |
0.9326 |
1.618 |
0.9276 |
1.000 |
0.9245 |
0.618 |
0.9226 |
HIGH |
0.9195 |
0.618 |
0.9176 |
0.500 |
0.9170 |
0.382 |
0.9164 |
LOW |
0.9145 |
0.618 |
0.9114 |
1.000 |
0.9095 |
1.618 |
0.9064 |
2.618 |
0.9014 |
4.250 |
0.8933 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9176 |
0.9176 |
PP |
0.9173 |
0.9173 |
S1 |
0.9170 |
0.9170 |
|