CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 09-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9320 |
0.9337 |
0.0017 |
0.2% |
0.9342 |
High |
0.9341 |
0.9358 |
0.0017 |
0.2% |
0.9377 |
Low |
0.9314 |
0.9336 |
0.0022 |
0.2% |
0.9312 |
Close |
0.9331 |
0.9357 |
0.0026 |
0.3% |
0.9376 |
Range |
0.0027 |
0.0022 |
-0.0005 |
-18.5% |
0.0065 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
159 |
157 |
-2 |
-1.3% |
924 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9416 |
0.9409 |
0.9369 |
|
R3 |
0.9394 |
0.9387 |
0.9363 |
|
R2 |
0.9372 |
0.9372 |
0.9361 |
|
R1 |
0.9365 |
0.9365 |
0.9359 |
0.9369 |
PP |
0.9350 |
0.9350 |
0.9350 |
0.9352 |
S1 |
0.9343 |
0.9343 |
0.9355 |
0.9347 |
S2 |
0.9328 |
0.9328 |
0.9353 |
|
S3 |
0.9306 |
0.9321 |
0.9351 |
|
S4 |
0.9284 |
0.9299 |
0.9345 |
|
|
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% |
0.0035 |
0.4% |
68% |
False |
False |
198 |
10 |
0.9377 |
0.9278 |
0.0099 |
1.1% |
0.0032 |
0.3% |
80% |
False |
False |
220 |
20 |
0.9377 |
0.9110 |
0.0267 |
2.9% |
0.0032 |
0.3% |
93% |
False |
False |
261 |
40 |
0.9377 |
0.9085 |
0.0292 |
3.1% |
0.0027 |
0.3% |
93% |
False |
False |
189 |
60 |
0.9377 |
0.8999 |
0.0378 |
4.0% |
0.0025 |
0.3% |
95% |
False |
False |
142 |
80 |
0.9377 |
0.8831 |
0.0546 |
5.8% |
0.0028 |
0.3% |
96% |
False |
False |
120 |
100 |
0.9377 |
0.8831 |
0.0546 |
5.8% |
0.0031 |
0.3% |
96% |
False |
False |
107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9452 |
2.618 |
0.9416 |
1.618 |
0.9394 |
1.000 |
0.9380 |
0.618 |
0.9372 |
HIGH |
0.9358 |
0.618 |
0.9350 |
0.500 |
0.9347 |
0.382 |
0.9344 |
LOW |
0.9336 |
0.618 |
0.9322 |
1.000 |
0.9314 |
1.618 |
0.9300 |
2.618 |
0.9278 |
4.250 |
0.9243 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9354 |
0.9352 |
PP |
0.9350 |
0.9346 |
S1 |
0.9347 |
0.9341 |
|