CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9116 |
0.9137 |
0.0021 |
0.2% |
0.9123 |
High |
0.9136 |
0.9140 |
0.0004 |
0.0% |
0.9145 |
Low |
0.9104 |
0.9118 |
0.0014 |
0.2% |
0.9075 |
Close |
0.9134 |
0.9132 |
-0.0002 |
0.0% |
0.9086 |
Range |
0.0032 |
0.0022 |
-0.0010 |
-31.3% |
0.0070 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
292 |
288 |
-4 |
-1.4% |
1,353 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9196 |
0.9186 |
0.9144 |
|
R3 |
0.9174 |
0.9164 |
0.9138 |
|
R2 |
0.9152 |
0.9152 |
0.9136 |
|
R1 |
0.9142 |
0.9142 |
0.9134 |
0.9136 |
PP |
0.9130 |
0.9130 |
0.9130 |
0.9127 |
S1 |
0.9120 |
0.9120 |
0.9130 |
0.9114 |
S2 |
0.9108 |
0.9108 |
0.9128 |
|
S3 |
0.9086 |
0.9098 |
0.9126 |
|
S4 |
0.9064 |
0.9076 |
0.9120 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9312 |
0.9269 |
0.9125 |
|
R3 |
0.9242 |
0.9199 |
0.9105 |
|
R2 |
0.9172 |
0.9172 |
0.9099 |
|
R1 |
0.9129 |
0.9129 |
0.9092 |
0.9116 |
PP |
0.9102 |
0.9102 |
0.9102 |
0.9095 |
S1 |
0.9059 |
0.9059 |
0.9080 |
0.9046 |
S2 |
0.9032 |
0.9032 |
0.9073 |
|
S3 |
0.8962 |
0.8989 |
0.9067 |
|
S4 |
0.8892 |
0.8919 |
0.9048 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9145 |
0.9076 |
0.0069 |
0.8% |
0.0040 |
0.4% |
81% |
False |
False |
329 |
10 |
0.9160 |
0.9075 |
0.0085 |
0.9% |
0.0041 |
0.4% |
67% |
False |
False |
289 |
20 |
0.9304 |
0.9075 |
0.0229 |
2.5% |
0.0038 |
0.4% |
25% |
False |
False |
343 |
40 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0038 |
0.4% |
19% |
False |
False |
296 |
60 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0034 |
0.4% |
19% |
False |
False |
250 |
80 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0030 |
0.3% |
35% |
False |
False |
204 |
100 |
0.9377 |
0.8857 |
0.0520 |
5.7% |
0.0030 |
0.3% |
53% |
False |
False |
171 |
120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.3% |
55% |
False |
False |
153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9234 |
2.618 |
0.9198 |
1.618 |
0.9176 |
1.000 |
0.9162 |
0.618 |
0.9154 |
HIGH |
0.9140 |
0.618 |
0.9132 |
0.500 |
0.9129 |
0.382 |
0.9126 |
LOW |
0.9118 |
0.618 |
0.9104 |
1.000 |
0.9096 |
1.618 |
0.9082 |
2.618 |
0.9060 |
4.250 |
0.9025 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9131 |
0.9125 |
PP |
0.9130 |
0.9118 |
S1 |
0.9129 |
0.9112 |
|