CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9290 |
0.9315 |
0.0025 |
0.3% |
0.9259 |
High |
0.9320 |
0.9342 |
0.0022 |
0.2% |
0.9342 |
Low |
0.9287 |
0.9311 |
0.0024 |
0.3% |
0.9259 |
Close |
0.9319 |
0.9342 |
0.0023 |
0.2% |
0.9342 |
Range |
0.0033 |
0.0031 |
-0.0002 |
-6.1% |
0.0083 |
ATR |
0.0033 |
0.0033 |
0.0000 |
-0.5% |
0.0000 |
Volume |
129 |
267 |
138 |
107.0% |
1,358 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9425 |
0.9414 |
0.9359 |
|
R3 |
0.9394 |
0.9383 |
0.9351 |
|
R2 |
0.9363 |
0.9363 |
0.9348 |
|
R1 |
0.9352 |
0.9352 |
0.9345 |
0.9358 |
PP |
0.9332 |
0.9332 |
0.9332 |
0.9334 |
S1 |
0.9321 |
0.9321 |
0.9339 |
0.9327 |
S2 |
0.9301 |
0.9301 |
0.9336 |
|
S3 |
0.9270 |
0.9290 |
0.9333 |
|
S4 |
0.9239 |
0.9259 |
0.9325 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9563 |
0.9536 |
0.9388 |
|
R3 |
0.9480 |
0.9453 |
0.9365 |
|
R2 |
0.9397 |
0.9397 |
0.9357 |
|
R1 |
0.9370 |
0.9370 |
0.9350 |
0.9384 |
PP |
0.9314 |
0.9314 |
0.9314 |
0.9321 |
S1 |
0.9287 |
0.9287 |
0.9334 |
0.9301 |
S2 |
0.9231 |
0.9231 |
0.9327 |
|
S3 |
0.9148 |
0.9204 |
0.9319 |
|
S4 |
0.9065 |
0.9121 |
0.9296 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9342 |
0.9259 |
0.0083 |
0.9% |
0.0027 |
0.3% |
100% |
True |
False |
271 |
10 |
0.9342 |
0.9110 |
0.0232 |
2.5% |
0.0034 |
0.4% |
100% |
True |
False |
298 |
20 |
0.9342 |
0.9085 |
0.0257 |
2.8% |
0.0027 |
0.3% |
100% |
True |
False |
222 |
40 |
0.9342 |
0.9051 |
0.0291 |
3.1% |
0.0027 |
0.3% |
100% |
True |
False |
159 |
60 |
0.9342 |
0.8999 |
0.0343 |
3.7% |
0.0025 |
0.3% |
100% |
True |
False |
121 |
80 |
0.9342 |
0.8831 |
0.0511 |
5.5% |
0.0029 |
0.3% |
100% |
True |
False |
105 |
100 |
0.9342 |
0.8831 |
0.0511 |
5.5% |
0.0031 |
0.3% |
100% |
True |
False |
95 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9474 |
2.618 |
0.9423 |
1.618 |
0.9392 |
1.000 |
0.9373 |
0.618 |
0.9361 |
HIGH |
0.9342 |
0.618 |
0.9330 |
0.500 |
0.9327 |
0.382 |
0.9323 |
LOW |
0.9311 |
0.618 |
0.9292 |
1.000 |
0.9280 |
1.618 |
0.9261 |
2.618 |
0.9230 |
4.250 |
0.9179 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9337 |
0.9331 |
PP |
0.9332 |
0.9321 |
S1 |
0.9327 |
0.9310 |
|