CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 03-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9364 |
0.9355 |
-0.0009 |
-0.1% |
0.9259 |
High |
0.9364 |
0.9377 |
0.0013 |
0.1% |
0.9342 |
Low |
0.9333 |
0.9330 |
-0.0003 |
0.0% |
0.9259 |
Close |
0.9336 |
0.9376 |
0.0040 |
0.4% |
0.9342 |
Range |
0.0031 |
0.0047 |
0.0016 |
51.6% |
0.0083 |
ATR |
0.0033 |
0.0034 |
0.0001 |
2.9% |
0.0000 |
Volume |
56 |
265 |
209 |
373.2% |
1,358 |
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9502 |
0.9486 |
0.9402 |
|
R3 |
0.9455 |
0.9439 |
0.9389 |
|
R2 |
0.9408 |
0.9408 |
0.9385 |
|
R1 |
0.9392 |
0.9392 |
0.9380 |
0.9400 |
PP |
0.9361 |
0.9361 |
0.9361 |
0.9365 |
S1 |
0.9345 |
0.9345 |
0.9372 |
0.9353 |
S2 |
0.9314 |
0.9314 |
0.9367 |
|
S3 |
0.9267 |
0.9298 |
0.9363 |
|
S4 |
0.9220 |
0.9251 |
0.9350 |
|
|
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 |
0.9377 |
0.9311 |
0.0066 |
0.7% |
0.0036 |
0.4% |
98% |
True |
False |
238 |
10 |
0.9377 |
0.9198 |
0.0179 |
1.9% |
0.0035 |
0.4% |
99% |
True |
False |
249 |
20 |
0.9377 |
0.9100 |
0.0277 |
3.0% |
0.0030 |
0.3% |
100% |
True |
False |
251 |
40 |
0.9377 |
0.9085 |
0.0292 |
3.1% |
0.0028 |
0.3% |
100% |
True |
False |
176 |
60 |
0.9377 |
0.8999 |
0.0378 |
4.0% |
0.0026 |
0.3% |
100% |
True |
False |
133 |
80 |
0.9377 |
0.8831 |
0.0546 |
5.8% |
0.0028 |
0.3% |
100% |
True |
False |
113 |
100 |
0.9377 |
0.8831 |
0.0546 |
5.8% |
0.0031 |
0.3% |
100% |
True |
False |
101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9577 |
2.618 |
0.9500 |
1.618 |
0.9453 |
1.000 |
0.9424 |
0.618 |
0.9406 |
HIGH |
0.9377 |
0.618 |
0.9359 |
0.500 |
0.9354 |
0.382 |
0.9348 |
LOW |
0.9330 |
0.618 |
0.9301 |
1.000 |
0.9283 |
1.618 |
0.9254 |
2.618 |
0.9207 |
4.250 |
0.9130 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9369 |
0.9369 |
PP |
0.9361 |
0.9361 |
S1 |
0.9354 |
0.9354 |
|