CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 06-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9092 |
0.9097 |
0.0005 |
0.1% |
0.9201 |
High |
0.9092 |
0.9109 |
0.0017 |
0.2% |
0.9204 |
Low |
0.9069 |
0.9097 |
0.0028 |
0.3% |
0.9109 |
Close |
0.9069 |
0.9109 |
0.0040 |
0.4% |
0.9109 |
Range |
0.0023 |
0.0012 |
-0.0011 |
-47.8% |
0.0095 |
ATR |
0.0024 |
0.0025 |
0.0001 |
4.7% |
0.0000 |
Volume |
1 |
22 |
21 |
2,100.0% |
78 |
|
Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9141 |
0.9137 |
0.9116 |
|
R3 |
0.9129 |
0.9125 |
0.9112 |
|
R2 |
0.9117 |
0.9117 |
0.9111 |
|
R1 |
0.9113 |
0.9113 |
0.9110 |
0.9115 |
PP |
0.9105 |
0.9105 |
0.9105 |
0.9106 |
S1 |
0.9101 |
0.9101 |
0.9108 |
0.9103 |
S2 |
0.9093 |
0.9093 |
0.9107 |
|
S3 |
0.9081 |
0.9089 |
0.9106 |
|
S4 |
0.9069 |
0.9077 |
0.9102 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9426 |
0.9362 |
0.9161 |
|
R3 |
0.9331 |
0.9267 |
0.9135 |
|
R2 |
0.9236 |
0.9236 |
0.9126 |
|
R1 |
0.9172 |
0.9172 |
0.9118 |
0.9157 |
PP |
0.9141 |
0.9141 |
0.9141 |
0.9133 |
S1 |
0.9077 |
0.9077 |
0.9100 |
0.9062 |
S2 |
0.9046 |
0.9046 |
0.9092 |
|
S3 |
0.8951 |
0.8982 |
0.9083 |
|
S4 |
0.8856 |
0.8887 |
0.9057 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9142 |
0.9069 |
0.0073 |
0.8% |
0.0011 |
0.1% |
55% |
False |
False |
5 |
10 |
0.9270 |
0.9069 |
0.0201 |
2.2% |
0.0013 |
0.1% |
20% |
False |
False |
14 |
20 |
0.9331 |
0.9069 |
0.0262 |
2.9% |
0.0010 |
0.1% |
15% |
False |
False |
27 |
40 |
0.9356 |
0.9069 |
0.0287 |
3.2% |
0.0010 |
0.1% |
14% |
False |
False |
34 |
60 |
0.9356 |
0.9069 |
0.0287 |
3.2% |
0.0009 |
0.1% |
14% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9160 |
2.618 |
0.9140 |
1.618 |
0.9128 |
1.000 |
0.9121 |
0.618 |
0.9116 |
HIGH |
0.9109 |
0.618 |
0.9104 |
0.500 |
0.9103 |
0.382 |
0.9102 |
LOW |
0.9097 |
0.618 |
0.9090 |
1.000 |
0.9085 |
1.618 |
0.9078 |
2.618 |
0.9066 |
4.250 |
0.9046 |
|
|
Fisher Pivots for day following 06-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9107 |
0.9104 |
PP |
0.9105 |
0.9098 |
S1 |
0.9103 |
0.9093 |
|