CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 07-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9355 |
0.9366 |
0.0011 |
0.1% |
0.9342 |
High |
0.9377 |
0.9368 |
-0.0009 |
-0.1% |
0.9377 |
Low |
0.9330 |
0.9322 |
-0.0008 |
-0.1% |
0.9312 |
Close |
0.9376 |
0.9331 |
-0.0045 |
-0.5% |
0.9376 |
Range |
0.0047 |
0.0046 |
-0.0001 |
-2.1% |
0.0065 |
ATR |
0.0034 |
0.0036 |
0.0001 |
4.1% |
0.0000 |
Volume |
265 |
354 |
89 |
33.6% |
924 |
|
Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9478 |
0.9451 |
0.9356 |
|
R3 |
0.9432 |
0.9405 |
0.9344 |
|
R2 |
0.9386 |
0.9386 |
0.9339 |
|
R1 |
0.9359 |
0.9359 |
0.9335 |
0.9350 |
PP |
0.9340 |
0.9340 |
0.9340 |
0.9336 |
S1 |
0.9313 |
0.9313 |
0.9327 |
0.9304 |
S2 |
0.9294 |
0.9294 |
0.9323 |
|
S3 |
0.9248 |
0.9267 |
0.9318 |
|
S4 |
0.9202 |
0.9221 |
0.9306 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9550 |
0.9528 |
0.9412 |
|
R3 |
0.9485 |
0.9463 |
0.9394 |
|
R2 |
0.9420 |
0.9420 |
0.9388 |
|
R1 |
0.9398 |
0.9398 |
0.9382 |
0.9409 |
PP |
0.9355 |
0.9355 |
0.9355 |
0.9361 |
S1 |
0.9333 |
0.9333 |
0.9370 |
0.9344 |
S2 |
0.9290 |
0.9290 |
0.9364 |
|
S3 |
0.9225 |
0.9268 |
0.9358 |
|
S4 |
0.9160 |
0.9203 |
0.9340 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9377 |
0.9312 |
0.0065 |
0.7% |
0.0039 |
0.4% |
29% |
False |
False |
255 |
10 |
0.9377 |
0.9259 |
0.0118 |
1.3% |
0.0033 |
0.4% |
61% |
False |
False |
263 |
20 |
0.9377 |
0.9107 |
0.0270 |
2.9% |
0.0032 |
0.3% |
83% |
False |
False |
267 |
40 |
0.9377 |
0.9085 |
0.0292 |
3.1% |
0.0028 |
0.3% |
84% |
False |
False |
184 |
60 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0026 |
0.3% |
88% |
False |
False |
138 |
80 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0029 |
0.3% |
92% |
False |
False |
118 |
100 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0031 |
0.3% |
92% |
False |
False |
105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9564 |
2.618 |
0.9488 |
1.618 |
0.9442 |
1.000 |
0.9414 |
0.618 |
0.9396 |
HIGH |
0.9368 |
0.618 |
0.9350 |
0.500 |
0.9345 |
0.382 |
0.9340 |
LOW |
0.9322 |
0.618 |
0.9294 |
1.000 |
0.9276 |
1.618 |
0.9248 |
2.618 |
0.9202 |
4.250 |
0.9127 |
|
|
Fisher Pivots for day following 07-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9345 |
0.9350 |
PP |
0.9340 |
0.9343 |
S1 |
0.9336 |
0.9337 |
|