CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9089 |
0.9109 |
0.0020 |
0.2% |
0.9157 |
High |
0.9113 |
0.9126 |
0.0013 |
0.1% |
0.9166 |
Low |
0.9078 |
0.9082 |
0.0004 |
0.0% |
0.9078 |
Close |
0.9110 |
0.9111 |
0.0001 |
0.0% |
0.9111 |
Range |
0.0035 |
0.0044 |
0.0009 |
25.7% |
0.0088 |
ATR |
0.0038 |
0.0038 |
0.0000 |
1.1% |
0.0000 |
Volume |
413 |
377 |
-36 |
-8.7% |
1,822 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9238 |
0.9219 |
0.9135 |
|
R3 |
0.9194 |
0.9175 |
0.9123 |
|
R2 |
0.9150 |
0.9150 |
0.9119 |
|
R1 |
0.9131 |
0.9131 |
0.9115 |
0.9141 |
PP |
0.9106 |
0.9106 |
0.9106 |
0.9111 |
S1 |
0.9087 |
0.9087 |
0.9107 |
0.9097 |
S2 |
0.9062 |
0.9062 |
0.9103 |
|
S3 |
0.9018 |
0.9043 |
0.9099 |
|
S4 |
0.8974 |
0.8999 |
0.9087 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9382 |
0.9335 |
0.9159 |
|
R3 |
0.9294 |
0.9247 |
0.9135 |
|
R2 |
0.9206 |
0.9206 |
0.9127 |
|
R1 |
0.9159 |
0.9159 |
0.9119 |
0.9139 |
PP |
0.9118 |
0.9118 |
0.9118 |
0.9108 |
S1 |
0.9071 |
0.9071 |
0.9103 |
0.9051 |
S2 |
0.9030 |
0.9030 |
0.9095 |
|
S3 |
0.8942 |
0.8983 |
0.9087 |
|
S4 |
0.8854 |
0.8895 |
0.9063 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9166 |
0.9078 |
0.0088 |
1.0% |
0.0035 |
0.4% |
38% |
False |
False |
364 |
10 |
0.9180 |
0.9078 |
0.0102 |
1.1% |
0.0035 |
0.4% |
32% |
False |
False |
321 |
20 |
0.9250 |
0.9075 |
0.0175 |
1.9% |
0.0040 |
0.4% |
21% |
False |
False |
332 |
40 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0038 |
0.4% |
12% |
False |
False |
301 |
60 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0035 |
0.4% |
12% |
False |
False |
275 |
80 |
0.9377 |
0.9051 |
0.0326 |
3.6% |
0.0032 |
0.4% |
18% |
False |
False |
227 |
100 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0030 |
0.3% |
30% |
False |
False |
191 |
120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.4% |
51% |
False |
False |
168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9313 |
2.618 |
0.9241 |
1.618 |
0.9197 |
1.000 |
0.9170 |
0.618 |
0.9153 |
HIGH |
0.9126 |
0.618 |
0.9109 |
0.500 |
0.9104 |
0.382 |
0.9099 |
LOW |
0.9082 |
0.618 |
0.9055 |
1.000 |
0.9038 |
1.618 |
0.9011 |
2.618 |
0.8967 |
4.250 |
0.8895 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9109 |
0.9108 |
PP |
0.9106 |
0.9105 |
S1 |
0.9104 |
0.9102 |
|