CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9279 |
0.9288 |
0.0009 |
0.1% |
0.9366 |
High |
0.9302 |
0.9290 |
-0.0012 |
-0.1% |
0.9370 |
Low |
0.9270 |
0.9252 |
-0.0018 |
-0.2% |
0.9279 |
Close |
0.9298 |
0.9257 |
-0.0041 |
-0.4% |
0.9280 |
Range |
0.0032 |
0.0038 |
0.0006 |
18.8% |
0.0091 |
ATR |
0.0037 |
0.0038 |
0.0001 |
1.7% |
0.0000 |
Volume |
573 |
88 |
-485 |
-84.6% |
977 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9380 |
0.9357 |
0.9278 |
|
R3 |
0.9342 |
0.9319 |
0.9267 |
|
R2 |
0.9304 |
0.9304 |
0.9264 |
|
R1 |
0.9281 |
0.9281 |
0.9260 |
0.9274 |
PP |
0.9266 |
0.9266 |
0.9266 |
0.9263 |
S1 |
0.9243 |
0.9243 |
0.9254 |
0.9236 |
S2 |
0.9228 |
0.9228 |
0.9250 |
|
S3 |
0.9190 |
0.9205 |
0.9247 |
|
S4 |
0.9152 |
0.9167 |
0.9236 |
|
|
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 |
0.9252 |
0.0118 |
1.3% |
0.0041 |
0.4% |
4% |
False |
True |
225 |
10 |
0.9377 |
0.9252 |
0.0125 |
1.4% |
0.0039 |
0.4% |
4% |
False |
True |
228 |
20 |
0.9377 |
0.9110 |
0.0267 |
2.9% |
0.0037 |
0.4% |
55% |
False |
False |
270 |
40 |
0.9377 |
0.9085 |
0.0292 |
3.2% |
0.0030 |
0.3% |
59% |
False |
False |
207 |
60 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0027 |
0.3% |
68% |
False |
False |
156 |
80 |
0.9377 |
0.8836 |
0.0541 |
5.8% |
0.0028 |
0.3% |
78% |
False |
False |
127 |
100 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0030 |
0.3% |
78% |
False |
False |
114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9452 |
2.618 |
0.9389 |
1.618 |
0.9351 |
1.000 |
0.9328 |
0.618 |
0.9313 |
HIGH |
0.9290 |
0.618 |
0.9275 |
0.500 |
0.9271 |
0.382 |
0.9267 |
LOW |
0.9252 |
0.618 |
0.9229 |
1.000 |
0.9214 |
1.618 |
0.9191 |
2.618 |
0.9153 |
4.250 |
0.9091 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9271 |
0.9311 |
PP |
0.9266 |
0.9293 |
S1 |
0.9262 |
0.9275 |
|