CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 25-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9277 |
0.9278 |
0.0001 |
0.0% |
0.9170 |
High |
0.9289 |
0.9292 |
0.0003 |
0.0% |
0.9262 |
Low |
0.9265 |
0.9278 |
0.0013 |
0.1% |
0.9110 |
Close |
0.9270 |
0.9284 |
0.0014 |
0.2% |
0.9260 |
Range |
0.0024 |
0.0014 |
-0.0010 |
-41.7% |
0.0152 |
ATR |
0.0034 |
0.0033 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
219 |
215 |
-4 |
-1.8% |
1,627 |
|
Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9327 |
0.9319 |
0.9292 |
|
R3 |
0.9313 |
0.9305 |
0.9288 |
|
R2 |
0.9299 |
0.9299 |
0.9287 |
|
R1 |
0.9291 |
0.9291 |
0.9285 |
0.9295 |
PP |
0.9285 |
0.9285 |
0.9285 |
0.9287 |
S1 |
0.9277 |
0.9277 |
0.9283 |
0.9281 |
S2 |
0.9271 |
0.9271 |
0.9281 |
|
S3 |
0.9257 |
0.9263 |
0.9280 |
|
S4 |
0.9243 |
0.9249 |
0.9276 |
|
|
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 |
0.9292 |
0.9188 |
0.0104 |
1.1% |
0.0031 |
0.3% |
92% |
True |
False |
362 |
10 |
0.9292 |
0.9110 |
0.0182 |
2.0% |
0.0030 |
0.3% |
96% |
True |
False |
299 |
20 |
0.9292 |
0.9085 |
0.0207 |
2.2% |
0.0028 |
0.3% |
96% |
True |
False |
223 |
40 |
0.9292 |
0.9051 |
0.0241 |
2.6% |
0.0026 |
0.3% |
97% |
True |
False |
151 |
60 |
0.9292 |
0.8998 |
0.0294 |
3.2% |
0.0024 |
0.3% |
97% |
True |
False |
116 |
80 |
0.9292 |
0.8831 |
0.0461 |
5.0% |
0.0029 |
0.3% |
98% |
True |
False |
101 |
100 |
0.9292 |
0.8831 |
0.0461 |
5.0% |
0.0031 |
0.3% |
98% |
True |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9352 |
2.618 |
0.9329 |
1.618 |
0.9315 |
1.000 |
0.9306 |
0.618 |
0.9301 |
HIGH |
0.9292 |
0.618 |
0.9287 |
0.500 |
0.9285 |
0.382 |
0.9283 |
LOW |
0.9278 |
0.618 |
0.9269 |
1.000 |
0.9264 |
1.618 |
0.9255 |
2.618 |
0.9241 |
4.250 |
0.9219 |
|
|
Fisher Pivots for day following 25-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9285 |
0.9281 |
PP |
0.9285 |
0.9278 |
S1 |
0.9284 |
0.9276 |
|