CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 29-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9219 |
0.9225 |
0.0006 |
0.1% |
0.9267 |
High |
0.9250 |
0.9225 |
-0.0025 |
-0.3% |
0.9300 |
Low |
0.9215 |
0.9174 |
-0.0041 |
-0.4% |
0.9210 |
Close |
0.9225 |
0.9182 |
-0.0043 |
-0.5% |
0.9215 |
Range |
0.0035 |
0.0051 |
0.0016 |
45.7% |
0.0090 |
ATR |
0.0036 |
0.0037 |
0.0001 |
2.9% |
0.0000 |
Volume |
541 |
247 |
-294 |
-54.3% |
637 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9347 |
0.9315 |
0.9210 |
|
R3 |
0.9296 |
0.9264 |
0.9196 |
|
R2 |
0.9245 |
0.9245 |
0.9191 |
|
R1 |
0.9213 |
0.9213 |
0.9187 |
0.9204 |
PP |
0.9194 |
0.9194 |
0.9194 |
0.9189 |
S1 |
0.9162 |
0.9162 |
0.9177 |
0.9153 |
S2 |
0.9143 |
0.9143 |
0.9173 |
|
S3 |
0.9092 |
0.9111 |
0.9168 |
|
S4 |
0.9041 |
0.9060 |
0.9154 |
|
|
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 |
0.9174 |
0.0126 |
1.4% |
0.0040 |
0.4% |
6% |
False |
True |
233 |
10 |
0.9304 |
0.9174 |
0.0130 |
1.4% |
0.0035 |
0.4% |
6% |
False |
True |
338 |
20 |
0.9377 |
0.9174 |
0.0203 |
2.2% |
0.0037 |
0.4% |
4% |
False |
True |
283 |
40 |
0.9377 |
0.9085 |
0.0292 |
3.2% |
0.0032 |
0.4% |
33% |
False |
False |
259 |
60 |
0.9377 |
0.9076 |
0.0301 |
3.3% |
0.0031 |
0.3% |
35% |
False |
False |
203 |
80 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0028 |
0.3% |
48% |
False |
False |
163 |
100 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0030 |
0.3% |
64% |
False |
False |
143 |
120 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0032 |
0.3% |
64% |
False |
False |
128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9442 |
2.618 |
0.9359 |
1.618 |
0.9308 |
1.000 |
0.9276 |
0.618 |
0.9257 |
HIGH |
0.9225 |
0.618 |
0.9206 |
0.500 |
0.9200 |
0.382 |
0.9193 |
LOW |
0.9174 |
0.618 |
0.9142 |
1.000 |
0.9123 |
1.618 |
0.9091 |
2.618 |
0.9040 |
4.250 |
0.8957 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9200 |
0.9229 |
PP |
0.9194 |
0.9213 |
S1 |
0.9188 |
0.9198 |
|