CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9062 |
0.9082 |
0.0020 |
0.2% |
0.9141 |
High |
0.9062 |
0.9094 |
0.0032 |
0.4% |
0.9141 |
Low |
0.9061 |
0.9078 |
0.0017 |
0.2% |
0.9073 |
Close |
0.9062 |
0.9087 |
0.0025 |
0.3% |
0.9091 |
Range |
0.0001 |
0.0016 |
0.0015 |
1,500.0% |
0.0068 |
ATR |
0.0023 |
0.0024 |
0.0001 |
2.8% |
0.0000 |
Volume |
12 |
28 |
16 |
133.3% |
336 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9134 |
0.9127 |
0.9096 |
|
R3 |
0.9118 |
0.9111 |
0.9091 |
|
R2 |
0.9102 |
0.9102 |
0.9090 |
|
R1 |
0.9095 |
0.9095 |
0.9088 |
0.9099 |
PP |
0.9086 |
0.9086 |
0.9086 |
0.9088 |
S1 |
0.9079 |
0.9079 |
0.9086 |
0.9083 |
S2 |
0.9070 |
0.9070 |
0.9084 |
|
S3 |
0.9054 |
0.9063 |
0.9083 |
|
S4 |
0.9038 |
0.9047 |
0.9078 |
|
|
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 |
0.9094 |
0.9061 |
0.0033 |
0.4% |
0.0008 |
0.1% |
79% |
True |
False |
43 |
10 |
0.9141 |
0.9061 |
0.0080 |
0.9% |
0.0011 |
0.1% |
33% |
False |
False |
45 |
20 |
0.9142 |
0.9060 |
0.0082 |
0.9% |
0.0013 |
0.1% |
33% |
False |
False |
36 |
40 |
0.9356 |
0.9060 |
0.0296 |
3.3% |
0.0011 |
0.1% |
9% |
False |
False |
37 |
60 |
0.9356 |
0.9060 |
0.0296 |
3.3% |
0.0010 |
0.1% |
9% |
False |
False |
36 |
80 |
0.9356 |
0.9060 |
0.0296 |
3.3% |
0.0010 |
0.1% |
9% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9162 |
2.618 |
0.9136 |
1.618 |
0.9120 |
1.000 |
0.9110 |
0.618 |
0.9104 |
HIGH |
0.9094 |
0.618 |
0.9088 |
0.500 |
0.9086 |
0.382 |
0.9084 |
LOW |
0.9078 |
0.618 |
0.9068 |
1.000 |
0.9062 |
1.618 |
0.9052 |
2.618 |
0.9036 |
4.250 |
0.9010 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9087 |
0.9084 |
PP |
0.9086 |
0.9081 |
S1 |
0.9086 |
0.9078 |
|