CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9162 |
0.9188 |
0.0026 |
0.3% |
0.9107 |
High |
0.9185 |
0.9208 |
0.0023 |
0.3% |
0.9182 |
Low |
0.9110 |
0.9188 |
0.0078 |
0.9% |
0.9107 |
Close |
0.9160 |
0.9198 |
0.0038 |
0.4% |
0.9172 |
Range |
0.0075 |
0.0020 |
-0.0055 |
-73.3% |
0.0075 |
ATR |
0.0031 |
0.0033 |
0.0001 |
3.7% |
0.0000 |
Volume |
86 |
635 |
549 |
638.4% |
1,079 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9258 |
0.9248 |
0.9209 |
|
R3 |
0.9238 |
0.9228 |
0.9204 |
|
R2 |
0.9218 |
0.9218 |
0.9202 |
|
R1 |
0.9208 |
0.9208 |
0.9200 |
0.9213 |
PP |
0.9198 |
0.9198 |
0.9198 |
0.9201 |
S1 |
0.9188 |
0.9188 |
0.9196 |
0.9193 |
S2 |
0.9178 |
0.9178 |
0.9194 |
|
S3 |
0.9158 |
0.9168 |
0.9193 |
|
S4 |
0.9138 |
0.9148 |
0.9187 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9379 |
0.9350 |
0.9213 |
|
R3 |
0.9304 |
0.9275 |
0.9193 |
|
R2 |
0.9229 |
0.9229 |
0.9186 |
|
R1 |
0.9200 |
0.9200 |
0.9179 |
0.9215 |
PP |
0.9154 |
0.9154 |
0.9154 |
0.9161 |
S1 |
0.9125 |
0.9125 |
0.9165 |
0.9140 |
S2 |
0.9079 |
0.9079 |
0.9158 |
|
S3 |
0.9004 |
0.9050 |
0.9151 |
|
S4 |
0.8929 |
0.8975 |
0.9131 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9208 |
0.9110 |
0.0098 |
1.1% |
0.0030 |
0.3% |
90% |
True |
False |
335 |
10 |
0.9208 |
0.9100 |
0.0108 |
1.2% |
0.0026 |
0.3% |
91% |
True |
False |
253 |
20 |
0.9208 |
0.9085 |
0.0123 |
1.3% |
0.0027 |
0.3% |
92% |
True |
False |
191 |
40 |
0.9208 |
0.9006 |
0.0202 |
2.2% |
0.0024 |
0.3% |
95% |
True |
False |
127 |
60 |
0.9208 |
0.8896 |
0.0312 |
3.4% |
0.0026 |
0.3% |
97% |
True |
False |
99 |
80 |
0.9208 |
0.8831 |
0.0377 |
4.1% |
0.0029 |
0.3% |
97% |
True |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9293 |
2.618 |
0.9260 |
1.618 |
0.9240 |
1.000 |
0.9228 |
0.618 |
0.9220 |
HIGH |
0.9208 |
0.618 |
0.9200 |
0.500 |
0.9198 |
0.382 |
0.9196 |
LOW |
0.9188 |
0.618 |
0.9176 |
1.000 |
0.9168 |
1.618 |
0.9156 |
2.618 |
0.9136 |
4.250 |
0.9103 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9198 |
0.9185 |
PP |
0.9198 |
0.9172 |
S1 |
0.9198 |
0.9159 |
|