CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8914 |
0.8888 |
-0.0026 |
-0.3% |
0.9006 |
High |
0.8914 |
0.8942 |
0.0028 |
0.3% |
0.9013 |
Low |
0.8901 |
0.8888 |
-0.0013 |
-0.1% |
0.8888 |
Close |
0.8901 |
0.8941 |
0.0040 |
0.4% |
0.8941 |
Range |
0.0013 |
0.0054 |
0.0041 |
315.4% |
0.0125 |
ATR |
0.0047 |
0.0047 |
0.0001 |
1.2% |
0.0000 |
Volume |
12 |
4 |
-8 |
-66.7% |
216 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9086 |
0.9067 |
0.8971 |
|
R3 |
0.9032 |
0.9013 |
0.8956 |
|
R2 |
0.8978 |
0.8978 |
0.8951 |
|
R1 |
0.8959 |
0.8959 |
0.8946 |
0.8969 |
PP |
0.8924 |
0.8924 |
0.8924 |
0.8928 |
S1 |
0.8905 |
0.8905 |
0.8936 |
0.8915 |
S2 |
0.8870 |
0.8870 |
0.8931 |
|
S3 |
0.8816 |
0.8851 |
0.8926 |
|
S4 |
0.8762 |
0.8797 |
0.8911 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9322 |
0.9257 |
0.9010 |
|
R3 |
0.9197 |
0.9132 |
0.8975 |
|
R2 |
0.9072 |
0.9072 |
0.8964 |
|
R1 |
0.9007 |
0.9007 |
0.8952 |
0.8977 |
PP |
0.8947 |
0.8947 |
0.8947 |
0.8933 |
S1 |
0.8882 |
0.8882 |
0.8930 |
0.8852 |
S2 |
0.8822 |
0.8822 |
0.8918 |
|
S3 |
0.8697 |
0.8757 |
0.8907 |
|
S4 |
0.8572 |
0.8632 |
0.8872 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9013 |
0.8888 |
0.0125 |
1.4% |
0.0031 |
0.3% |
42% |
False |
True |
43 |
10 |
0.9088 |
0.8888 |
0.0200 |
2.2% |
0.0042 |
0.5% |
27% |
False |
True |
47 |
20 |
0.9371 |
0.8888 |
0.0483 |
5.4% |
0.0039 |
0.4% |
11% |
False |
True |
81 |
40 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0034 |
0.4% |
11% |
False |
True |
61 |
60 |
0.9527 |
0.8888 |
0.0639 |
7.1% |
0.0028 |
0.3% |
8% |
False |
True |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9172 |
2.618 |
0.9083 |
1.618 |
0.9029 |
1.000 |
0.8996 |
0.618 |
0.8975 |
HIGH |
0.8942 |
0.618 |
0.8921 |
0.500 |
0.8915 |
0.382 |
0.8909 |
LOW |
0.8888 |
0.618 |
0.8855 |
1.000 |
0.8834 |
1.618 |
0.8801 |
2.618 |
0.8747 |
4.250 |
0.8659 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8932 |
0.8932 |
PP |
0.8924 |
0.8924 |
S1 |
0.8915 |
0.8915 |
|