CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9277 |
0.9290 |
0.0013 |
0.1% |
0.9279 |
High |
0.9283 |
0.9300 |
0.0017 |
0.2% |
0.9304 |
Low |
0.9262 |
0.9275 |
0.0013 |
0.1% |
0.9235 |
Close |
0.9283 |
0.9285 |
0.0002 |
0.0% |
0.9284 |
Range |
0.0021 |
0.0025 |
0.0004 |
19.0% |
0.0069 |
ATR |
0.0035 |
0.0035 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
76 |
227 |
151 |
198.7% |
2,620 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9362 |
0.9348 |
0.9299 |
|
R3 |
0.9337 |
0.9323 |
0.9292 |
|
R2 |
0.9312 |
0.9312 |
0.9290 |
|
R1 |
0.9298 |
0.9298 |
0.9287 |
0.9293 |
PP |
0.9287 |
0.9287 |
0.9287 |
0.9284 |
S1 |
0.9273 |
0.9273 |
0.9283 |
0.9268 |
S2 |
0.9262 |
0.9262 |
0.9280 |
|
S3 |
0.9237 |
0.9248 |
0.9278 |
|
S4 |
0.9212 |
0.9223 |
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 |
0.9259 |
0.0045 |
0.5% |
0.0024 |
0.3% |
58% |
False |
False |
460 |
10 |
0.9370 |
0.9235 |
0.0135 |
1.5% |
0.0036 |
0.4% |
37% |
False |
False |
341 |
20 |
0.9377 |
0.9235 |
0.0142 |
1.5% |
0.0034 |
0.4% |
35% |
False |
False |
280 |
40 |
0.9377 |
0.9085 |
0.0292 |
3.1% |
0.0031 |
0.3% |
68% |
False |
False |
250 |
60 |
0.9377 |
0.9051 |
0.0326 |
3.5% |
0.0029 |
0.3% |
72% |
False |
False |
192 |
80 |
0.9377 |
0.8990 |
0.0387 |
4.2% |
0.0027 |
0.3% |
76% |
False |
False |
155 |
100 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0030 |
0.3% |
83% |
False |
False |
135 |
120 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0032 |
0.3% |
83% |
False |
False |
121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9406 |
2.618 |
0.9365 |
1.618 |
0.9340 |
1.000 |
0.9325 |
0.618 |
0.9315 |
HIGH |
0.9300 |
0.618 |
0.9290 |
0.500 |
0.9288 |
0.382 |
0.9285 |
LOW |
0.9275 |
0.618 |
0.9260 |
1.000 |
0.9250 |
1.618 |
0.9235 |
2.618 |
0.9210 |
4.250 |
0.9169 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9288 |
0.9284 |
PP |
0.9287 |
0.9282 |
S1 |
0.9286 |
0.9281 |
|