CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9337 |
0.9364 |
0.0027 |
0.3% |
0.9366 |
High |
0.9356 |
0.9370 |
0.0014 |
0.1% |
0.9370 |
Low |
0.9335 |
0.9279 |
-0.0056 |
-0.6% |
0.9279 |
Close |
0.9352 |
0.9280 |
-0.0072 |
-0.8% |
0.9280 |
Range |
0.0021 |
0.0091 |
0.0070 |
333.3% |
0.0091 |
ATR |
0.0034 |
0.0038 |
0.0004 |
12.2% |
0.0000 |
Volume |
139 |
168 |
29 |
20.9% |
977 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9583 |
0.9522 |
0.9330 |
|
R3 |
0.9492 |
0.9431 |
0.9305 |
|
R2 |
0.9401 |
0.9401 |
0.9297 |
|
R1 |
0.9340 |
0.9340 |
0.9288 |
0.9325 |
PP |
0.9310 |
0.9310 |
0.9310 |
0.9302 |
S1 |
0.9249 |
0.9249 |
0.9272 |
0.9234 |
S2 |
0.9219 |
0.9219 |
0.9263 |
|
S3 |
0.9128 |
0.9158 |
0.9255 |
|
S4 |
0.9037 |
0.9067 |
0.9230 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9583 |
0.9522 |
0.9330 |
|
R3 |
0.9492 |
0.9431 |
0.9305 |
|
R2 |
0.9401 |
0.9401 |
0.9297 |
|
R1 |
0.9340 |
0.9340 |
0.9288 |
0.9325 |
PP |
0.9310 |
0.9310 |
0.9310 |
0.9302 |
S1 |
0.9249 |
0.9249 |
0.9272 |
0.9234 |
S2 |
0.9219 |
0.9219 |
0.9263 |
|
S3 |
0.9128 |
0.9158 |
0.9255 |
|
S4 |
0.9037 |
0.9067 |
0.9230 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9370 |
0.9279 |
0.0091 |
1.0% |
0.0041 |
0.4% |
1% |
True |
True |
195 |
10 |
0.9377 |
0.9279 |
0.0098 |
1.1% |
0.0039 |
0.4% |
1% |
False |
True |
216 |
20 |
0.9377 |
0.9110 |
0.0267 |
2.9% |
0.0035 |
0.4% |
64% |
False |
False |
257 |
40 |
0.9377 |
0.9085 |
0.0292 |
3.1% |
0.0029 |
0.3% |
67% |
False |
False |
191 |
60 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0027 |
0.3% |
74% |
False |
False |
147 |
80 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0029 |
0.3% |
82% |
False |
False |
124 |
100 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0031 |
0.3% |
82% |
False |
False |
109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9757 |
2.618 |
0.9608 |
1.618 |
0.9517 |
1.000 |
0.9461 |
0.618 |
0.9426 |
HIGH |
0.9370 |
0.618 |
0.9335 |
0.500 |
0.9325 |
0.382 |
0.9314 |
LOW |
0.9279 |
0.618 |
0.9223 |
1.000 |
0.9188 |
1.618 |
0.9132 |
2.618 |
0.9041 |
4.250 |
0.8892 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9325 |
0.9325 |
PP |
0.9310 |
0.9310 |
S1 |
0.9295 |
0.9295 |
|