CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 25-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9282 |
0.9283 |
0.0001 |
0.0% |
0.9267 |
High |
0.9287 |
0.9283 |
-0.0004 |
0.0% |
0.9300 |
Low |
0.9269 |
0.9210 |
-0.0059 |
-0.6% |
0.9210 |
Close |
0.9272 |
0.9215 |
-0.0057 |
-0.6% |
0.9215 |
Range |
0.0018 |
0.0073 |
0.0055 |
305.6% |
0.0090 |
ATR |
0.0033 |
0.0036 |
0.0003 |
8.4% |
0.0000 |
Volume |
87 |
67 |
-20 |
-23.0% |
637 |
|
Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9455 |
0.9408 |
0.9255 |
|
R3 |
0.9382 |
0.9335 |
0.9235 |
|
R2 |
0.9309 |
0.9309 |
0.9228 |
|
R1 |
0.9262 |
0.9262 |
0.9222 |
0.9249 |
PP |
0.9236 |
0.9236 |
0.9236 |
0.9230 |
S1 |
0.9189 |
0.9189 |
0.9208 |
0.9176 |
S2 |
0.9163 |
0.9163 |
0.9202 |
|
S3 |
0.9090 |
0.9116 |
0.9195 |
|
S4 |
0.9017 |
0.9043 |
0.9175 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9512 |
0.9453 |
0.9265 |
|
R3 |
0.9422 |
0.9363 |
0.9240 |
|
R2 |
0.9332 |
0.9332 |
0.9232 |
|
R1 |
0.9273 |
0.9273 |
0.9223 |
0.9258 |
PP |
0.9242 |
0.9242 |
0.9242 |
0.9234 |
S1 |
0.9183 |
0.9183 |
0.9207 |
0.9168 |
S2 |
0.9152 |
0.9152 |
0.9199 |
|
S3 |
0.9062 |
0.9093 |
0.9190 |
|
S4 |
0.8972 |
0.9003 |
0.9166 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9300 |
0.9210 |
0.0090 |
1.0% |
0.0031 |
0.3% |
6% |
False |
True |
127 |
10 |
0.9304 |
0.9210 |
0.0094 |
1.0% |
0.0034 |
0.4% |
5% |
False |
True |
325 |
20 |
0.9377 |
0.9210 |
0.0167 |
1.8% |
0.0036 |
0.4% |
3% |
False |
True |
271 |
40 |
0.9377 |
0.9085 |
0.0292 |
3.2% |
0.0032 |
0.3% |
45% |
False |
False |
247 |
60 |
0.9377 |
0.9051 |
0.0326 |
3.5% |
0.0030 |
0.3% |
50% |
False |
False |
192 |
80 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0027 |
0.3% |
57% |
False |
False |
155 |
100 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0031 |
0.3% |
70% |
False |
False |
136 |
120 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0032 |
0.3% |
70% |
False |
False |
122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9593 |
2.618 |
0.9474 |
1.618 |
0.9401 |
1.000 |
0.9356 |
0.618 |
0.9328 |
HIGH |
0.9283 |
0.618 |
0.9255 |
0.500 |
0.9247 |
0.382 |
0.9238 |
LOW |
0.9210 |
0.618 |
0.9165 |
1.000 |
0.9137 |
1.618 |
0.9092 |
2.618 |
0.9019 |
4.250 |
0.8900 |
|
|
Fisher Pivots for day following 25-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9247 |
0.9255 |
PP |
0.9236 |
0.9242 |
S1 |
0.9226 |
0.9228 |
|