CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9277 |
0.9267 |
-0.0010 |
-0.1% |
0.9279 |
High |
0.9304 |
0.9285 |
-0.0019 |
-0.2% |
0.9304 |
Low |
0.9277 |
0.9267 |
-0.0010 |
-0.1% |
0.9235 |
Close |
0.9284 |
0.9281 |
-0.0003 |
0.0% |
0.9284 |
Range |
0.0027 |
0.0018 |
-0.0009 |
-33.3% |
0.0069 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-3.8% |
0.0000 |
Volume |
1,406 |
180 |
-1,226 |
-87.2% |
2,620 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9332 |
0.9324 |
0.9291 |
|
R3 |
0.9314 |
0.9306 |
0.9286 |
|
R2 |
0.9296 |
0.9296 |
0.9284 |
|
R1 |
0.9288 |
0.9288 |
0.9283 |
0.9292 |
PP |
0.9278 |
0.9278 |
0.9278 |
0.9280 |
S1 |
0.9270 |
0.9270 |
0.9279 |
0.9274 |
S2 |
0.9260 |
0.9260 |
0.9278 |
|
S3 |
0.9242 |
0.9252 |
0.9276 |
|
S4 |
0.9224 |
0.9234 |
0.9271 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9481 |
0.9452 |
0.9322 |
|
R3 |
0.9412 |
0.9383 |
0.9303 |
|
R2 |
0.9343 |
0.9343 |
0.9297 |
|
R1 |
0.9314 |
0.9314 |
0.9290 |
0.9329 |
PP |
0.9274 |
0.9274 |
0.9274 |
0.9282 |
S1 |
0.9245 |
0.9245 |
0.9278 |
0.9260 |
S2 |
0.9205 |
0.9205 |
0.9271 |
|
S3 |
0.9136 |
0.9176 |
0.9265 |
|
S4 |
0.9067 |
0.9107 |
0.9246 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9304 |
0.9235 |
0.0069 |
0.7% |
0.0033 |
0.4% |
67% |
False |
False |
445 |
10 |
0.9370 |
0.9235 |
0.0135 |
1.5% |
0.0036 |
0.4% |
34% |
False |
False |
342 |
20 |
0.9377 |
0.9235 |
0.0142 |
1.5% |
0.0034 |
0.4% |
32% |
False |
False |
302 |
40 |
0.9377 |
0.9085 |
0.0292 |
3.1% |
0.0032 |
0.3% |
67% |
False |
False |
250 |
60 |
0.9377 |
0.9006 |
0.0371 |
4.0% |
0.0028 |
0.3% |
74% |
False |
False |
189 |
80 |
0.9377 |
0.8964 |
0.0413 |
4.4% |
0.0028 |
0.3% |
77% |
False |
False |
152 |
100 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0030 |
0.3% |
82% |
False |
False |
134 |
120 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0032 |
0.3% |
82% |
False |
False |
120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9362 |
2.618 |
0.9332 |
1.618 |
0.9314 |
1.000 |
0.9303 |
0.618 |
0.9296 |
HIGH |
0.9285 |
0.618 |
0.9278 |
0.500 |
0.9276 |
0.382 |
0.9274 |
LOW |
0.9267 |
0.618 |
0.9256 |
1.000 |
0.9249 |
1.618 |
0.9238 |
2.618 |
0.9220 |
4.250 |
0.9191 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9279 |
0.9282 |
PP |
0.9278 |
0.9281 |
S1 |
0.9276 |
0.9281 |
|