CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9115 |
0.9089 |
-0.0026 |
-0.3% |
0.9085 |
High |
0.9122 |
0.9113 |
-0.0009 |
-0.1% |
0.9180 |
Low |
0.9088 |
0.9078 |
-0.0010 |
-0.1% |
0.9083 |
Close |
0.9093 |
0.9110 |
0.0017 |
0.2% |
0.9154 |
Range |
0.0034 |
0.0035 |
0.0001 |
2.9% |
0.0097 |
ATR |
0.0038 |
0.0038 |
0.0000 |
-0.6% |
0.0000 |
Volume |
246 |
413 |
167 |
67.9% |
1,397 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9205 |
0.9193 |
0.9129 |
|
R3 |
0.9170 |
0.9158 |
0.9120 |
|
R2 |
0.9135 |
0.9135 |
0.9116 |
|
R1 |
0.9123 |
0.9123 |
0.9113 |
0.9129 |
PP |
0.9100 |
0.9100 |
0.9100 |
0.9104 |
S1 |
0.9088 |
0.9088 |
0.9107 |
0.9094 |
S2 |
0.9065 |
0.9065 |
0.9104 |
|
S3 |
0.9030 |
0.9053 |
0.9100 |
|
S4 |
0.8995 |
0.9018 |
0.9091 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9430 |
0.9389 |
0.9207 |
|
R3 |
0.9333 |
0.9292 |
0.9181 |
|
R2 |
0.9236 |
0.9236 |
0.9172 |
|
R1 |
0.9195 |
0.9195 |
0.9163 |
0.9216 |
PP |
0.9139 |
0.9139 |
0.9139 |
0.9149 |
S1 |
0.9098 |
0.9098 |
0.9145 |
0.9119 |
S2 |
0.9042 |
0.9042 |
0.9136 |
|
S3 |
0.8945 |
0.9001 |
0.9127 |
|
S4 |
0.8848 |
0.8904 |
0.9101 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9180 |
0.9078 |
0.0102 |
1.1% |
0.0036 |
0.4% |
31% |
False |
True |
335 |
10 |
0.9180 |
0.9076 |
0.0104 |
1.1% |
0.0038 |
0.4% |
33% |
False |
False |
308 |
20 |
0.9283 |
0.9075 |
0.0208 |
2.3% |
0.0041 |
0.5% |
17% |
False |
False |
316 |
40 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0038 |
0.4% |
12% |
False |
False |
295 |
60 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0035 |
0.4% |
12% |
False |
False |
271 |
80 |
0.9377 |
0.9051 |
0.0326 |
3.6% |
0.0032 |
0.3% |
18% |
False |
False |
223 |
100 |
0.9377 |
0.8998 |
0.0379 |
4.2% |
0.0030 |
0.3% |
30% |
False |
False |
188 |
120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.4% |
51% |
False |
False |
166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9262 |
2.618 |
0.9205 |
1.618 |
0.9170 |
1.000 |
0.9148 |
0.618 |
0.9135 |
HIGH |
0.9113 |
0.618 |
0.9100 |
0.500 |
0.9096 |
0.382 |
0.9091 |
LOW |
0.9078 |
0.618 |
0.9056 |
1.000 |
0.9043 |
1.618 |
0.9021 |
2.618 |
0.8986 |
4.250 |
0.8929 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9105 |
0.9117 |
PP |
0.9100 |
0.9114 |
S1 |
0.9096 |
0.9112 |
|