CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 14-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9137 |
0.9133 |
-0.0004 |
0.0% |
0.9123 |
High |
0.9140 |
0.9158 |
0.0018 |
0.2% |
0.9145 |
Low |
0.9118 |
0.9130 |
0.0012 |
0.1% |
0.9075 |
Close |
0.9132 |
0.9142 |
0.0010 |
0.1% |
0.9086 |
Range |
0.0022 |
0.0028 |
0.0006 |
27.3% |
0.0070 |
ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
288 |
174 |
-114 |
-39.6% |
1,353 |
|
Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9227 |
0.9213 |
0.9157 |
|
R3 |
0.9199 |
0.9185 |
0.9150 |
|
R2 |
0.9171 |
0.9171 |
0.9147 |
|
R1 |
0.9157 |
0.9157 |
0.9145 |
0.9164 |
PP |
0.9143 |
0.9143 |
0.9143 |
0.9147 |
S1 |
0.9129 |
0.9129 |
0.9139 |
0.9136 |
S2 |
0.9115 |
0.9115 |
0.9137 |
|
S3 |
0.9087 |
0.9101 |
0.9134 |
|
S4 |
0.9059 |
0.9073 |
0.9127 |
|
|
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 |
0.9158 |
0.9076 |
0.0082 |
0.9% |
0.0040 |
0.4% |
80% |
True |
False |
281 |
10 |
0.9158 |
0.9075 |
0.0083 |
0.9% |
0.0040 |
0.4% |
81% |
True |
False |
269 |
20 |
0.9304 |
0.9075 |
0.0229 |
2.5% |
0.0038 |
0.4% |
29% |
False |
False |
331 |
40 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0037 |
0.4% |
22% |
False |
False |
299 |
60 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0034 |
0.4% |
22% |
False |
False |
253 |
80 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0030 |
0.3% |
38% |
False |
False |
206 |
100 |
0.9377 |
0.8881 |
0.0496 |
5.4% |
0.0030 |
0.3% |
53% |
False |
False |
173 |
120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.3% |
57% |
False |
False |
155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9277 |
2.618 |
0.9231 |
1.618 |
0.9203 |
1.000 |
0.9186 |
0.618 |
0.9175 |
HIGH |
0.9158 |
0.618 |
0.9147 |
0.500 |
0.9144 |
0.382 |
0.9141 |
LOW |
0.9130 |
0.618 |
0.9113 |
1.000 |
0.9102 |
1.618 |
0.9085 |
2.618 |
0.9057 |
4.250 |
0.9011 |
|
|
Fisher Pivots for day following 14-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9144 |
0.9138 |
PP |
0.9143 |
0.9135 |
S1 |
0.9143 |
0.9131 |
|