CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 01-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9342 |
0.9335 |
-0.0007 |
-0.1% |
0.9259 |
High |
0.9350 |
0.9368 |
0.0018 |
0.2% |
0.9342 |
Low |
0.9312 |
0.9335 |
0.0023 |
0.2% |
0.9259 |
Close |
0.9338 |
0.9364 |
0.0026 |
0.3% |
0.9342 |
Range |
0.0038 |
0.0033 |
-0.0005 |
-13.2% |
0.0083 |
ATR |
0.0033 |
0.0033 |
0.0000 |
-0.1% |
0.0000 |
Volume |
277 |
326 |
49 |
17.7% |
1,358 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9455 |
0.9442 |
0.9382 |
|
R3 |
0.9422 |
0.9409 |
0.9373 |
|
R2 |
0.9389 |
0.9389 |
0.9370 |
|
R1 |
0.9376 |
0.9376 |
0.9367 |
0.9383 |
PP |
0.9356 |
0.9356 |
0.9356 |
0.9359 |
S1 |
0.9343 |
0.9343 |
0.9361 |
0.9350 |
S2 |
0.9323 |
0.9323 |
0.9358 |
|
S3 |
0.9290 |
0.9310 |
0.9355 |
|
S4 |
0.9257 |
0.9277 |
0.9346 |
|
|
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 |
0.9368 |
0.9278 |
0.0090 |
1.0% |
0.0030 |
0.3% |
96% |
True |
False |
242 |
10 |
0.9368 |
0.9110 |
0.0258 |
2.8% |
0.0036 |
0.4% |
98% |
True |
False |
289 |
20 |
0.9368 |
0.9085 |
0.0283 |
3.0% |
0.0029 |
0.3% |
99% |
True |
False |
245 |
40 |
0.9368 |
0.9085 |
0.0283 |
3.0% |
0.0028 |
0.3% |
99% |
True |
False |
171 |
60 |
0.9368 |
0.8999 |
0.0369 |
3.9% |
0.0025 |
0.3% |
99% |
True |
False |
128 |
80 |
0.9368 |
0.8831 |
0.0537 |
5.7% |
0.0028 |
0.3% |
99% |
True |
False |
111 |
100 |
0.9368 |
0.8831 |
0.0537 |
5.7% |
0.0031 |
0.3% |
99% |
True |
False |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9508 |
2.618 |
0.9454 |
1.618 |
0.9421 |
1.000 |
0.9401 |
0.618 |
0.9388 |
HIGH |
0.9368 |
0.618 |
0.9355 |
0.500 |
0.9352 |
0.382 |
0.9348 |
LOW |
0.9335 |
0.618 |
0.9315 |
1.000 |
0.9302 |
1.618 |
0.9282 |
2.618 |
0.9249 |
4.250 |
0.9195 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9360 |
0.9356 |
PP |
0.9356 |
0.9348 |
S1 |
0.9352 |
0.9340 |
|