CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 02-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9356 |
0.9387 |
0.0031 |
0.3% |
0.9279 |
| High |
0.9392 |
0.9393 |
0.0001 |
0.0% |
0.9364 |
| Low |
0.9348 |
0.9354 |
0.0006 |
0.1% |
0.9276 |
| Close |
0.9385 |
0.9357 |
-0.0028 |
-0.3% |
0.9363 |
| Range |
0.0044 |
0.0039 |
-0.0005 |
-11.4% |
0.0088 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
36,312 |
38,616 |
2,304 |
6.3% |
232,669 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9485 |
0.9460 |
0.9378 |
|
| R3 |
0.9446 |
0.9421 |
0.9368 |
|
| R2 |
0.9407 |
0.9407 |
0.9364 |
|
| R1 |
0.9382 |
0.9382 |
0.9361 |
0.9375 |
| PP |
0.9368 |
0.9368 |
0.9368 |
0.9365 |
| S1 |
0.9343 |
0.9343 |
0.9353 |
0.9336 |
| S2 |
0.9329 |
0.9329 |
0.9350 |
|
| S3 |
0.9290 |
0.9304 |
0.9346 |
|
| S4 |
0.9251 |
0.9265 |
0.9336 |
|
|
| 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 |
0.9393 |
0.9305 |
0.0088 |
0.9% |
0.0040 |
0.4% |
59% |
True |
False |
44,851 |
| 10 |
0.9393 |
0.9180 |
0.0213 |
2.3% |
0.0041 |
0.4% |
83% |
True |
False |
48,963 |
| 20 |
0.9393 |
0.9100 |
0.0293 |
3.1% |
0.0039 |
0.4% |
88% |
True |
False |
39,852 |
| 40 |
0.9393 |
0.9100 |
0.0293 |
3.1% |
0.0039 |
0.4% |
88% |
True |
False |
20,442 |
| 60 |
0.9393 |
0.9018 |
0.0375 |
4.0% |
0.0038 |
0.4% |
90% |
True |
False |
13,726 |
| 80 |
0.9393 |
0.8815 |
0.0578 |
6.2% |
0.0042 |
0.4% |
94% |
True |
False |
10,364 |
| 100 |
0.9393 |
0.8815 |
0.0578 |
6.2% |
0.0040 |
0.4% |
94% |
True |
False |
8,304 |
| 120 |
0.9393 |
0.8815 |
0.0578 |
6.2% |
0.0040 |
0.4% |
94% |
True |
False |
6,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9559 |
|
2.618 |
0.9495 |
|
1.618 |
0.9456 |
|
1.000 |
0.9432 |
|
0.618 |
0.9417 |
|
HIGH |
0.9393 |
|
0.618 |
0.9378 |
|
0.500 |
0.9374 |
|
0.382 |
0.9369 |
|
LOW |
0.9354 |
|
0.618 |
0.9330 |
|
1.000 |
0.9315 |
|
1.618 |
0.9291 |
|
2.618 |
0.9252 |
|
4.250 |
0.9188 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9374 |
0.9362 |
| PP |
0.9368 |
0.9360 |
| S1 |
0.9363 |
0.9359 |
|