CME Canadian Dollar Future March 2015
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 |
0.9090 |
0.9093 |
0.0003 |
0.0% |
0.9141 |
High |
0.9090 |
0.9093 |
0.0003 |
0.0% |
0.9141 |
Low |
0.9090 |
0.9091 |
0.0001 |
0.0% |
0.9073 |
Close |
0.9090 |
0.9091 |
0.0001 |
0.0% |
0.9091 |
Range |
0.0000 |
0.0002 |
0.0002 |
|
0.0068 |
ATR |
0.0024 |
0.0022 |
-0.0001 |
-6.2% |
0.0000 |
Volume |
35 |
35 |
0 |
0.0% |
336 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9098 |
0.9096 |
0.9092 |
|
R3 |
0.9096 |
0.9094 |
0.9092 |
|
R2 |
0.9094 |
0.9094 |
0.9091 |
|
R1 |
0.9092 |
0.9092 |
0.9091 |
0.9092 |
PP |
0.9092 |
0.9092 |
0.9092 |
0.9092 |
S1 |
0.9090 |
0.9090 |
0.9091 |
0.9090 |
S2 |
0.9090 |
0.9090 |
0.9091 |
|
S3 |
0.9088 |
0.9088 |
0.9090 |
|
S4 |
0.9086 |
0.9086 |
0.9090 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9306 |
0.9266 |
0.9128 |
|
R3 |
0.9238 |
0.9198 |
0.9110 |
|
R2 |
0.9170 |
0.9170 |
0.9103 |
|
R1 |
0.9130 |
0.9130 |
0.9097 |
0.9116 |
PP |
0.9102 |
0.9102 |
0.9102 |
0.9095 |
S1 |
0.9062 |
0.9062 |
0.9085 |
0.9048 |
S2 |
0.9034 |
0.9034 |
0.9079 |
|
S3 |
0.8966 |
0.8994 |
0.9072 |
|
S4 |
0.8898 |
0.8926 |
0.9054 |
|
|
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% |
0.0011 |
0.1% |
26% |
False |
False |
67 |
10 |
0.9141 |
0.9073 |
0.0068 |
0.7% |
0.0011 |
0.1% |
26% |
False |
False |
46 |
20 |
0.9204 |
0.9060 |
0.0144 |
1.6% |
0.0012 |
0.1% |
22% |
False |
False |
38 |
40 |
0.9356 |
0.9060 |
0.0296 |
3.3% |
0.0011 |
0.1% |
10% |
False |
False |
37 |
60 |
0.9356 |
0.9060 |
0.0296 |
3.3% |
0.0011 |
0.1% |
10% |
False |
False |
37 |
80 |
0.9356 |
0.9041 |
0.0315 |
3.5% |
0.0009 |
0.1% |
16% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9102 |
2.618 |
0.9098 |
1.618 |
0.9096 |
1.000 |
0.9095 |
0.618 |
0.9094 |
HIGH |
0.9093 |
0.618 |
0.9092 |
0.500 |
0.9092 |
0.382 |
0.9092 |
LOW |
0.9091 |
0.618 |
0.9090 |
1.000 |
0.9089 |
1.618 |
0.9088 |
2.618 |
0.9086 |
4.250 |
0.9083 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9092 |
0.9088 |
PP |
0.9092 |
0.9086 |
S1 |
0.9091 |
0.9083 |
|