CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9278 |
0.9290 |
0.0012 |
0.1% |
0.9170 |
High |
0.9292 |
0.9320 |
0.0028 |
0.3% |
0.9262 |
Low |
0.9278 |
0.9287 |
0.0009 |
0.1% |
0.9110 |
Close |
0.9284 |
0.9319 |
0.0035 |
0.4% |
0.9260 |
Range |
0.0014 |
0.0033 |
0.0019 |
135.7% |
0.0152 |
ATR |
0.0033 |
0.0033 |
0.0000 |
0.6% |
0.0000 |
Volume |
215 |
129 |
-86 |
-40.0% |
1,627 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9408 |
0.9396 |
0.9337 |
|
R3 |
0.9375 |
0.9363 |
0.9328 |
|
R2 |
0.9342 |
0.9342 |
0.9325 |
|
R1 |
0.9330 |
0.9330 |
0.9322 |
0.9336 |
PP |
0.9309 |
0.9309 |
0.9309 |
0.9312 |
S1 |
0.9297 |
0.9297 |
0.9316 |
0.9303 |
S2 |
0.9276 |
0.9276 |
0.9313 |
|
S3 |
0.9243 |
0.9264 |
0.9310 |
|
S4 |
0.9210 |
0.9231 |
0.9301 |
|
|
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 |
0.9320 |
0.9198 |
0.0122 |
1.3% |
0.0033 |
0.4% |
99% |
True |
False |
261 |
10 |
0.9320 |
0.9110 |
0.0210 |
2.3% |
0.0032 |
0.3% |
100% |
True |
False |
298 |
20 |
0.9320 |
0.9085 |
0.0235 |
2.5% |
0.0028 |
0.3% |
100% |
True |
False |
223 |
40 |
0.9320 |
0.9051 |
0.0269 |
2.9% |
0.0026 |
0.3% |
100% |
True |
False |
153 |
60 |
0.9320 |
0.8999 |
0.0321 |
3.4% |
0.0025 |
0.3% |
100% |
True |
False |
117 |
80 |
0.9320 |
0.8831 |
0.0489 |
5.2% |
0.0029 |
0.3% |
100% |
True |
False |
102 |
100 |
0.9320 |
0.8831 |
0.0489 |
5.2% |
0.0031 |
0.3% |
100% |
True |
False |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9460 |
2.618 |
0.9406 |
1.618 |
0.9373 |
1.000 |
0.9353 |
0.618 |
0.9340 |
HIGH |
0.9320 |
0.618 |
0.9307 |
0.500 |
0.9304 |
0.382 |
0.9300 |
LOW |
0.9287 |
0.618 |
0.9267 |
1.000 |
0.9254 |
1.618 |
0.9234 |
2.618 |
0.9201 |
4.250 |
0.9147 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9314 |
0.9310 |
PP |
0.9309 |
0.9301 |
S1 |
0.9304 |
0.9293 |
|