CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9119 |
0.9085 |
-0.0034 |
-0.4% |
0.9104 |
High |
0.9122 |
0.9092 |
-0.0030 |
-0.3% |
0.9137 |
Low |
0.9090 |
0.9073 |
-0.0017 |
-0.2% |
0.9097 |
Close |
0.9092 |
0.9073 |
-0.0019 |
-0.2% |
0.9134 |
Range |
0.0032 |
0.0019 |
-0.0013 |
-40.6% |
0.0040 |
ATR |
0.0025 |
0.0024 |
0.0000 |
-1.7% |
0.0000 |
Volume |
68 |
105 |
37 |
54.4% |
128 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9136 |
0.9124 |
0.9083 |
|
R3 |
0.9117 |
0.9105 |
0.9078 |
|
R2 |
0.9098 |
0.9098 |
0.9076 |
|
R1 |
0.9086 |
0.9086 |
0.9075 |
0.9083 |
PP |
0.9079 |
0.9079 |
0.9079 |
0.9078 |
S1 |
0.9067 |
0.9067 |
0.9071 |
0.9064 |
S2 |
0.9060 |
0.9060 |
0.9070 |
|
S3 |
0.9041 |
0.9048 |
0.9068 |
|
S4 |
0.9022 |
0.9029 |
0.9063 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9243 |
0.9228 |
0.9156 |
|
R3 |
0.9203 |
0.9188 |
0.9145 |
|
R2 |
0.9163 |
0.9163 |
0.9141 |
|
R1 |
0.9148 |
0.9148 |
0.9138 |
0.9156 |
PP |
0.9123 |
0.9123 |
0.9123 |
0.9126 |
S1 |
0.9108 |
0.9108 |
0.9130 |
0.9116 |
S2 |
0.9083 |
0.9083 |
0.9127 |
|
S3 |
0.9043 |
0.9068 |
0.9123 |
|
S4 |
0.9003 |
0.9028 |
0.9112 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9141 |
0.9073 |
0.0068 |
0.7% |
0.0015 |
0.2% |
0% |
False |
True |
67 |
10 |
0.9141 |
0.9060 |
0.0081 |
0.9% |
0.0017 |
0.2% |
16% |
False |
False |
59 |
20 |
0.9270 |
0.9060 |
0.0210 |
2.3% |
0.0015 |
0.2% |
6% |
False |
False |
37 |
40 |
0.9356 |
0.9060 |
0.0296 |
3.3% |
0.0012 |
0.1% |
4% |
False |
False |
35 |
60 |
0.9356 |
0.9060 |
0.0296 |
3.3% |
0.0011 |
0.1% |
4% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9173 |
2.618 |
0.9142 |
1.618 |
0.9123 |
1.000 |
0.9111 |
0.618 |
0.9104 |
HIGH |
0.9092 |
0.618 |
0.9085 |
0.500 |
0.9083 |
0.382 |
0.9080 |
LOW |
0.9073 |
0.618 |
0.9061 |
1.000 |
0.9054 |
1.618 |
0.9042 |
2.618 |
0.9023 |
4.250 |
0.8992 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9083 |
0.9107 |
PP |
0.9079 |
0.9096 |
S1 |
0.9076 |
0.9084 |
|