CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 28-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9283 |
0.9219 |
-0.0064 |
-0.7% |
0.9267 |
High |
0.9283 |
0.9250 |
-0.0033 |
-0.4% |
0.9300 |
Low |
0.9210 |
0.9215 |
0.0005 |
0.1% |
0.9210 |
Close |
0.9215 |
0.9225 |
0.0010 |
0.1% |
0.9215 |
Range |
0.0073 |
0.0035 |
-0.0038 |
-52.1% |
0.0090 |
ATR |
0.0036 |
0.0036 |
0.0000 |
-0.3% |
0.0000 |
Volume |
67 |
541 |
474 |
707.5% |
637 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9335 |
0.9315 |
0.9244 |
|
R3 |
0.9300 |
0.9280 |
0.9235 |
|
R2 |
0.9265 |
0.9265 |
0.9231 |
|
R1 |
0.9245 |
0.9245 |
0.9228 |
0.9255 |
PP |
0.9230 |
0.9230 |
0.9230 |
0.9235 |
S1 |
0.9210 |
0.9210 |
0.9222 |
0.9220 |
S2 |
0.9195 |
0.9195 |
0.9219 |
|
S3 |
0.9160 |
0.9175 |
0.9215 |
|
S4 |
0.9125 |
0.9140 |
0.9206 |
|
|
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% |
0.0034 |
0.4% |
17% |
False |
False |
199 |
10 |
0.9304 |
0.9210 |
0.0094 |
1.0% |
0.0034 |
0.4% |
16% |
False |
False |
322 |
20 |
0.9377 |
0.9210 |
0.0167 |
1.8% |
0.0036 |
0.4% |
9% |
False |
False |
284 |
40 |
0.9377 |
0.9085 |
0.0292 |
3.2% |
0.0032 |
0.3% |
48% |
False |
False |
253 |
60 |
0.9377 |
0.9051 |
0.0326 |
3.5% |
0.0030 |
0.3% |
53% |
False |
False |
201 |
80 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0028 |
0.3% |
60% |
False |
False |
162 |
100 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0031 |
0.3% |
72% |
False |
False |
141 |
120 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0032 |
0.3% |
72% |
False |
False |
126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9399 |
2.618 |
0.9342 |
1.618 |
0.9307 |
1.000 |
0.9285 |
0.618 |
0.9272 |
HIGH |
0.9250 |
0.618 |
0.9237 |
0.500 |
0.9233 |
0.382 |
0.9228 |
LOW |
0.9215 |
0.618 |
0.9193 |
1.000 |
0.9180 |
1.618 |
0.9158 |
2.618 |
0.9123 |
4.250 |
0.9066 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9233 |
0.9249 |
PP |
0.9230 |
0.9241 |
S1 |
0.9228 |
0.9233 |
|