CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 20-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9188 |
0.9202 |
0.0014 |
0.2% |
0.9170 |
High |
0.9208 |
0.9262 |
0.0054 |
0.6% |
0.9262 |
Low |
0.9188 |
0.9198 |
0.0010 |
0.1% |
0.9110 |
Close |
0.9198 |
0.9260 |
0.0062 |
0.7% |
0.9260 |
Range |
0.0020 |
0.0064 |
0.0044 |
220.0% |
0.0152 |
ATR |
0.0033 |
0.0035 |
0.0002 |
6.9% |
0.0000 |
Volume |
635 |
217 |
-418 |
-65.8% |
1,627 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9432 |
0.9410 |
0.9295 |
|
R3 |
0.9368 |
0.9346 |
0.9278 |
|
R2 |
0.9304 |
0.9304 |
0.9272 |
|
R1 |
0.9282 |
0.9282 |
0.9266 |
0.9293 |
PP |
0.9240 |
0.9240 |
0.9240 |
0.9246 |
S1 |
0.9218 |
0.9218 |
0.9254 |
0.9229 |
S2 |
0.9176 |
0.9176 |
0.9248 |
|
S3 |
0.9112 |
0.9154 |
0.9242 |
|
S4 |
0.9048 |
0.9090 |
0.9225 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9667 |
0.9615 |
0.9344 |
|
R3 |
0.9515 |
0.9463 |
0.9302 |
|
R2 |
0.9363 |
0.9363 |
0.9288 |
|
R1 |
0.9311 |
0.9311 |
0.9274 |
0.9337 |
PP |
0.9211 |
0.9211 |
0.9211 |
0.9224 |
S1 |
0.9159 |
0.9159 |
0.9246 |
0.9185 |
S2 |
0.9059 |
0.9059 |
0.9232 |
|
S3 |
0.8907 |
0.9007 |
0.9218 |
|
S4 |
0.8755 |
0.8855 |
0.9176 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9262 |
0.9110 |
0.0152 |
1.6% |
0.0040 |
0.4% |
99% |
True |
False |
325 |
10 |
0.9262 |
0.9107 |
0.0155 |
1.7% |
0.0031 |
0.3% |
99% |
True |
False |
270 |
20 |
0.9262 |
0.9085 |
0.0177 |
1.9% |
0.0029 |
0.3% |
99% |
True |
False |
198 |
40 |
0.9262 |
0.9006 |
0.0256 |
2.8% |
0.0025 |
0.3% |
99% |
True |
False |
132 |
60 |
0.9262 |
0.8964 |
0.0298 |
3.2% |
0.0026 |
0.3% |
99% |
True |
False |
102 |
80 |
0.9262 |
0.8831 |
0.0431 |
4.7% |
0.0029 |
0.3% |
100% |
True |
False |
92 |
100 |
0.9262 |
0.8831 |
0.0431 |
4.7% |
0.0032 |
0.3% |
100% |
True |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9534 |
2.618 |
0.9430 |
1.618 |
0.9366 |
1.000 |
0.9326 |
0.618 |
0.9302 |
HIGH |
0.9262 |
0.618 |
0.9238 |
0.500 |
0.9230 |
0.382 |
0.9222 |
LOW |
0.9198 |
0.618 |
0.9158 |
1.000 |
0.9134 |
1.618 |
0.9094 |
2.618 |
0.9030 |
4.250 |
0.8926 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9250 |
0.9235 |
PP |
0.9240 |
0.9211 |
S1 |
0.9230 |
0.9186 |
|