CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9315 |
0.9342 |
0.0027 |
0.3% |
0.9259 |
High |
0.9342 |
0.9350 |
0.0008 |
0.1% |
0.9342 |
Low |
0.9311 |
0.9312 |
0.0001 |
0.0% |
0.9259 |
Close |
0.9342 |
0.9338 |
-0.0004 |
0.0% |
0.9342 |
Range |
0.0031 |
0.0038 |
0.0007 |
22.6% |
0.0083 |
ATR |
0.0033 |
0.0033 |
0.0000 |
1.1% |
0.0000 |
Volume |
267 |
277 |
10 |
3.7% |
1,358 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9447 |
0.9431 |
0.9359 |
|
R3 |
0.9409 |
0.9393 |
0.9348 |
|
R2 |
0.9371 |
0.9371 |
0.9345 |
|
R1 |
0.9355 |
0.9355 |
0.9341 |
0.9344 |
PP |
0.9333 |
0.9333 |
0.9333 |
0.9328 |
S1 |
0.9317 |
0.9317 |
0.9335 |
0.9306 |
S2 |
0.9295 |
0.9295 |
0.9331 |
|
S3 |
0.9257 |
0.9279 |
0.9328 |
|
S4 |
0.9219 |
0.9241 |
0.9317 |
|
|
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 |
0.9350 |
0.9265 |
0.0085 |
0.9% |
0.0028 |
0.3% |
86% |
True |
False |
221 |
10 |
0.9350 |
0.9110 |
0.0240 |
2.6% |
0.0035 |
0.4% |
95% |
True |
False |
312 |
20 |
0.9350 |
0.9085 |
0.0265 |
2.8% |
0.0028 |
0.3% |
95% |
True |
False |
234 |
40 |
0.9350 |
0.9076 |
0.0274 |
2.9% |
0.0027 |
0.3% |
96% |
True |
False |
164 |
60 |
0.9350 |
0.8999 |
0.0351 |
3.8% |
0.0025 |
0.3% |
97% |
True |
False |
124 |
80 |
0.9350 |
0.8831 |
0.0519 |
5.6% |
0.0029 |
0.3% |
98% |
True |
False |
108 |
100 |
0.9350 |
0.8831 |
0.0519 |
5.6% |
0.0031 |
0.3% |
98% |
True |
False |
96 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9512 |
2.618 |
0.9449 |
1.618 |
0.9411 |
1.000 |
0.9388 |
0.618 |
0.9373 |
HIGH |
0.9350 |
0.618 |
0.9335 |
0.500 |
0.9331 |
0.382 |
0.9327 |
LOW |
0.9312 |
0.618 |
0.9289 |
1.000 |
0.9274 |
1.618 |
0.9251 |
2.618 |
0.9213 |
4.250 |
0.9151 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9336 |
0.9332 |
PP |
0.9333 |
0.9325 |
S1 |
0.9331 |
0.9319 |
|