CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9364 |
0.9279 |
-0.0085 |
-0.9% |
0.9366 |
High |
0.9370 |
0.9302 |
-0.0068 |
-0.7% |
0.9370 |
Low |
0.9279 |
0.9270 |
-0.0009 |
-0.1% |
0.9279 |
Close |
0.9280 |
0.9298 |
0.0018 |
0.2% |
0.9280 |
Range |
0.0091 |
0.0032 |
-0.0059 |
-64.8% |
0.0091 |
ATR |
0.0038 |
0.0037 |
0.0000 |
-1.1% |
0.0000 |
Volume |
168 |
573 |
405 |
241.1% |
977 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9386 |
0.9374 |
0.9316 |
|
R3 |
0.9354 |
0.9342 |
0.9307 |
|
R2 |
0.9322 |
0.9322 |
0.9304 |
|
R1 |
0.9310 |
0.9310 |
0.9301 |
0.9316 |
PP |
0.9290 |
0.9290 |
0.9290 |
0.9293 |
S1 |
0.9278 |
0.9278 |
0.9295 |
0.9284 |
S2 |
0.9258 |
0.9258 |
0.9292 |
|
S3 |
0.9226 |
0.9246 |
0.9289 |
|
S4 |
0.9194 |
0.9214 |
0.9280 |
|
|
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 |
0.9270 |
0.0100 |
1.1% |
0.0039 |
0.4% |
28% |
False |
True |
239 |
10 |
0.9377 |
0.9270 |
0.0107 |
1.2% |
0.0039 |
0.4% |
26% |
False |
True |
247 |
20 |
0.9377 |
0.9110 |
0.0267 |
2.9% |
0.0036 |
0.4% |
70% |
False |
False |
272 |
40 |
0.9377 |
0.9085 |
0.0292 |
3.1% |
0.0030 |
0.3% |
73% |
False |
False |
205 |
60 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0027 |
0.3% |
79% |
False |
False |
156 |
80 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0028 |
0.3% |
86% |
False |
False |
128 |
100 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0030 |
0.3% |
86% |
False |
False |
114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9438 |
2.618 |
0.9386 |
1.618 |
0.9354 |
1.000 |
0.9334 |
0.618 |
0.9322 |
HIGH |
0.9302 |
0.618 |
0.9290 |
0.500 |
0.9286 |
0.382 |
0.9282 |
LOW |
0.9270 |
0.618 |
0.9250 |
1.000 |
0.9238 |
1.618 |
0.9218 |
2.618 |
0.9186 |
4.250 |
0.9134 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9294 |
0.9320 |
PP |
0.9290 |
0.9313 |
S1 |
0.9286 |
0.9305 |
|