CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 07-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9097 |
0.9106 |
0.0009 |
0.1% |
0.9201 |
High |
0.9109 |
0.9116 |
0.0007 |
0.1% |
0.9204 |
Low |
0.9097 |
0.9096 |
-0.0001 |
0.0% |
0.9109 |
Close |
0.9109 |
0.9104 |
-0.0005 |
-0.1% |
0.9109 |
Range |
0.0012 |
0.0020 |
0.0008 |
66.7% |
0.0095 |
ATR |
0.0025 |
0.0025 |
0.0000 |
-1.5% |
0.0000 |
Volume |
22 |
72 |
50 |
227.3% |
78 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9165 |
0.9155 |
0.9115 |
|
R3 |
0.9145 |
0.9135 |
0.9110 |
|
R2 |
0.9125 |
0.9125 |
0.9108 |
|
R1 |
0.9115 |
0.9115 |
0.9106 |
0.9110 |
PP |
0.9105 |
0.9105 |
0.9105 |
0.9103 |
S1 |
0.9095 |
0.9095 |
0.9102 |
0.9090 |
S2 |
0.9085 |
0.9085 |
0.9100 |
|
S3 |
0.9065 |
0.9075 |
0.9099 |
|
S4 |
0.9045 |
0.9055 |
0.9093 |
|
|
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 |
0.9117 |
0.9069 |
0.0048 |
0.5% |
0.0012 |
0.1% |
73% |
False |
False |
19 |
10 |
0.9230 |
0.9069 |
0.0161 |
1.8% |
0.0013 |
0.1% |
22% |
False |
False |
18 |
20 |
0.9300 |
0.9069 |
0.0231 |
2.5% |
0.0011 |
0.1% |
15% |
False |
False |
30 |
40 |
0.9356 |
0.9069 |
0.0287 |
3.2% |
0.0011 |
0.1% |
12% |
False |
False |
35 |
60 |
0.9356 |
0.9069 |
0.0287 |
3.2% |
0.0009 |
0.1% |
12% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9201 |
2.618 |
0.9168 |
1.618 |
0.9148 |
1.000 |
0.9136 |
0.618 |
0.9128 |
HIGH |
0.9116 |
0.618 |
0.9108 |
0.500 |
0.9106 |
0.382 |
0.9104 |
LOW |
0.9096 |
0.618 |
0.9084 |
1.000 |
0.9076 |
1.618 |
0.9064 |
2.618 |
0.9044 |
4.250 |
0.9011 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9106 |
0.9100 |
PP |
0.9105 |
0.9096 |
S1 |
0.9105 |
0.9093 |
|