CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9360 |
0.9356 |
-0.0004 |
0.0% |
0.9279 |
| High |
0.9375 |
0.9392 |
0.0017 |
0.2% |
0.9364 |
| Low |
0.9331 |
0.9348 |
0.0017 |
0.2% |
0.9276 |
| Close |
0.9359 |
0.9385 |
0.0026 |
0.3% |
0.9363 |
| Range |
0.0044 |
0.0044 |
0.0000 |
0.0% |
0.0088 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.7% |
0.0000 |
| Volume |
55,414 |
36,312 |
-19,102 |
-34.5% |
232,669 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9507 |
0.9490 |
0.9409 |
|
| R3 |
0.9463 |
0.9446 |
0.9397 |
|
| R2 |
0.9419 |
0.9419 |
0.9393 |
|
| R1 |
0.9402 |
0.9402 |
0.9389 |
0.9411 |
| PP |
0.9375 |
0.9375 |
0.9375 |
0.9379 |
| S1 |
0.9358 |
0.9358 |
0.9381 |
0.9367 |
| S2 |
0.9331 |
0.9331 |
0.9377 |
|
| S3 |
0.9287 |
0.9314 |
0.9373 |
|
| S4 |
0.9243 |
0.9270 |
0.9361 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9598 |
0.9569 |
0.9411 |
|
| R3 |
0.9510 |
0.9481 |
0.9387 |
|
| R2 |
0.9422 |
0.9422 |
0.9379 |
|
| R1 |
0.9393 |
0.9393 |
0.9371 |
0.9408 |
| PP |
0.9334 |
0.9334 |
0.9334 |
0.9342 |
| S1 |
0.9305 |
0.9305 |
0.9355 |
0.9320 |
| S2 |
0.9246 |
0.9246 |
0.9347 |
|
| S3 |
0.9158 |
0.9217 |
0.9339 |
|
| S4 |
0.9070 |
0.9129 |
0.9315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9392 |
0.9282 |
0.0110 |
1.2% |
0.0038 |
0.4% |
94% |
True |
False |
45,783 |
| 10 |
0.9392 |
0.9109 |
0.0283 |
3.0% |
0.0047 |
0.5% |
98% |
True |
False |
50,111 |
| 20 |
0.9392 |
0.9100 |
0.0292 |
3.1% |
0.0039 |
0.4% |
98% |
True |
False |
38,285 |
| 40 |
0.9392 |
0.9100 |
0.0292 |
3.1% |
0.0040 |
0.4% |
98% |
True |
False |
19,491 |
| 60 |
0.9392 |
0.9018 |
0.0374 |
4.0% |
0.0038 |
0.4% |
98% |
True |
False |
13,088 |
| 80 |
0.9392 |
0.8815 |
0.0577 |
6.1% |
0.0041 |
0.4% |
99% |
True |
False |
9,885 |
| 100 |
0.9392 |
0.8815 |
0.0577 |
6.1% |
0.0039 |
0.4% |
99% |
True |
False |
7,919 |
| 120 |
0.9392 |
0.8815 |
0.0577 |
6.1% |
0.0040 |
0.4% |
99% |
True |
False |
6,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9579 |
|
2.618 |
0.9507 |
|
1.618 |
0.9463 |
|
1.000 |
0.9436 |
|
0.618 |
0.9419 |
|
HIGH |
0.9392 |
|
0.618 |
0.9375 |
|
0.500 |
0.9370 |
|
0.382 |
0.9365 |
|
LOW |
0.9348 |
|
0.618 |
0.9321 |
|
1.000 |
0.9304 |
|
1.618 |
0.9277 |
|
2.618 |
0.9233 |
|
4.250 |
0.9161 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9380 |
0.9377 |
| PP |
0.9375 |
0.9369 |
| S1 |
0.9370 |
0.9362 |
|