CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 08-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9366 |
0.9320 |
-0.0046 |
-0.5% |
0.9342 |
High |
0.9368 |
0.9341 |
-0.0027 |
-0.3% |
0.9377 |
Low |
0.9322 |
0.9314 |
-0.0008 |
-0.1% |
0.9312 |
Close |
0.9331 |
0.9331 |
0.0000 |
0.0% |
0.9376 |
Range |
0.0046 |
0.0027 |
-0.0019 |
-41.3% |
0.0065 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
354 |
159 |
-195 |
-55.1% |
924 |
|
Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9410 |
0.9397 |
0.9346 |
|
R3 |
0.9383 |
0.9370 |
0.9338 |
|
R2 |
0.9356 |
0.9356 |
0.9336 |
|
R1 |
0.9343 |
0.9343 |
0.9333 |
0.9350 |
PP |
0.9329 |
0.9329 |
0.9329 |
0.9332 |
S1 |
0.9316 |
0.9316 |
0.9329 |
0.9323 |
S2 |
0.9302 |
0.9302 |
0.9326 |
|
S3 |
0.9275 |
0.9289 |
0.9324 |
|
S4 |
0.9248 |
0.9262 |
0.9316 |
|
|
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 |
0.9314 |
0.0063 |
0.7% |
0.0037 |
0.4% |
27% |
False |
True |
232 |
10 |
0.9377 |
0.9265 |
0.0112 |
1.2% |
0.0032 |
0.3% |
59% |
False |
False |
226 |
20 |
0.9377 |
0.9110 |
0.0267 |
2.9% |
0.0032 |
0.3% |
83% |
False |
False |
272 |
40 |
0.9377 |
0.9085 |
0.0292 |
3.1% |
0.0027 |
0.3% |
84% |
False |
False |
187 |
60 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0025 |
0.3% |
88% |
False |
False |
140 |
80 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0028 |
0.3% |
92% |
False |
False |
119 |
100 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0031 |
0.3% |
92% |
False |
False |
106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9456 |
2.618 |
0.9412 |
1.618 |
0.9385 |
1.000 |
0.9368 |
0.618 |
0.9358 |
HIGH |
0.9341 |
0.618 |
0.9331 |
0.500 |
0.9328 |
0.382 |
0.9324 |
LOW |
0.9314 |
0.618 |
0.9297 |
1.000 |
0.9287 |
1.618 |
0.9270 |
2.618 |
0.9243 |
4.250 |
0.9199 |
|
|
Fisher Pivots for day following 08-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9330 |
0.9346 |
PP |
0.9329 |
0.9341 |
S1 |
0.9328 |
0.9336 |
|