CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 02-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9335 |
0.9364 |
0.0029 |
0.3% |
0.9259 |
High |
0.9368 |
0.9364 |
-0.0004 |
0.0% |
0.9342 |
Low |
0.9335 |
0.9333 |
-0.0002 |
0.0% |
0.9259 |
Close |
0.9364 |
0.9336 |
-0.0028 |
-0.3% |
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 |
326 |
56 |
-270 |
-82.8% |
1,358 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9437 |
0.9418 |
0.9353 |
|
R3 |
0.9406 |
0.9387 |
0.9345 |
|
R2 |
0.9375 |
0.9375 |
0.9342 |
|
R1 |
0.9356 |
0.9356 |
0.9339 |
0.9350 |
PP |
0.9344 |
0.9344 |
0.9344 |
0.9342 |
S1 |
0.9325 |
0.9325 |
0.9333 |
0.9319 |
S2 |
0.9313 |
0.9313 |
0.9330 |
|
S3 |
0.9282 |
0.9294 |
0.9327 |
|
S4 |
0.9251 |
0.9263 |
0.9319 |
|
|
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 |
0.9287 |
0.0081 |
0.9% |
0.0033 |
0.4% |
60% |
False |
False |
211 |
10 |
0.9368 |
0.9188 |
0.0180 |
1.9% |
0.0032 |
0.3% |
82% |
False |
False |
286 |
20 |
0.9368 |
0.9085 |
0.0283 |
3.0% |
0.0029 |
0.3% |
89% |
False |
False |
245 |
40 |
0.9368 |
0.9085 |
0.0283 |
3.0% |
0.0028 |
0.3% |
89% |
False |
False |
172 |
60 |
0.9368 |
0.8999 |
0.0369 |
4.0% |
0.0025 |
0.3% |
91% |
False |
False |
129 |
80 |
0.9368 |
0.8831 |
0.0537 |
5.8% |
0.0028 |
0.3% |
94% |
False |
False |
110 |
100 |
0.9368 |
0.8831 |
0.0537 |
5.8% |
0.0030 |
0.3% |
94% |
False |
False |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9496 |
2.618 |
0.9445 |
1.618 |
0.9414 |
1.000 |
0.9395 |
0.618 |
0.9383 |
HIGH |
0.9364 |
0.618 |
0.9352 |
0.500 |
0.9349 |
0.382 |
0.9345 |
LOW |
0.9333 |
0.618 |
0.9314 |
1.000 |
0.9302 |
1.618 |
0.9283 |
2.618 |
0.9252 |
4.250 |
0.9201 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9349 |
0.9340 |
PP |
0.9344 |
0.9339 |
S1 |
0.9340 |
0.9337 |
|