CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9358 |
0.9373 |
0.0015 |
0.2% |
0.9360 |
| High |
0.9399 |
0.9390 |
-0.0009 |
-0.1% |
0.9399 |
| Low |
0.9347 |
0.9343 |
-0.0004 |
0.0% |
0.9331 |
| Close |
0.9397 |
0.9352 |
-0.0045 |
-0.5% |
0.9397 |
| Range |
0.0052 |
0.0047 |
-0.0005 |
-9.6% |
0.0068 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.3% |
0.0000 |
| Volume |
53,348 |
53,818 |
470 |
0.9% |
183,690 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9503 |
0.9474 |
0.9378 |
|
| R3 |
0.9456 |
0.9427 |
0.9365 |
|
| R2 |
0.9409 |
0.9409 |
0.9361 |
|
| R1 |
0.9380 |
0.9380 |
0.9356 |
0.9371 |
| PP |
0.9362 |
0.9362 |
0.9362 |
0.9357 |
| S1 |
0.9333 |
0.9333 |
0.9348 |
0.9324 |
| S2 |
0.9315 |
0.9315 |
0.9343 |
|
| S3 |
0.9268 |
0.9286 |
0.9339 |
|
| S4 |
0.9221 |
0.9239 |
0.9326 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9580 |
0.9556 |
0.9434 |
|
| R3 |
0.9512 |
0.9488 |
0.9416 |
|
| R2 |
0.9444 |
0.9444 |
0.9409 |
|
| R1 |
0.9420 |
0.9420 |
0.9403 |
0.9432 |
| PP |
0.9376 |
0.9376 |
0.9376 |
0.9382 |
| S1 |
0.9352 |
0.9352 |
0.9391 |
0.9364 |
| S2 |
0.9308 |
0.9308 |
0.9385 |
|
| S3 |
0.9240 |
0.9284 |
0.9378 |
|
| S4 |
0.9172 |
0.9216 |
0.9360 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9399 |
0.9331 |
0.0068 |
0.7% |
0.0045 |
0.5% |
31% |
False |
False |
47,501 |
| 10 |
0.9399 |
0.9276 |
0.0123 |
1.3% |
0.0039 |
0.4% |
62% |
False |
False |
47,017 |
| 20 |
0.9399 |
0.9109 |
0.0290 |
3.1% |
0.0041 |
0.4% |
84% |
False |
False |
44,593 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0039 |
0.4% |
84% |
False |
False |
23,080 |
| 60 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0038 |
0.4% |
88% |
False |
False |
15,501 |
| 80 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0042 |
0.4% |
92% |
False |
False |
11,700 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0040 |
0.4% |
92% |
False |
False |
9,375 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0040 |
0.4% |
92% |
False |
False |
7,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9590 |
|
2.618 |
0.9513 |
|
1.618 |
0.9466 |
|
1.000 |
0.9437 |
|
0.618 |
0.9419 |
|
HIGH |
0.9390 |
|
0.618 |
0.9372 |
|
0.500 |
0.9367 |
|
0.382 |
0.9361 |
|
LOW |
0.9343 |
|
0.618 |
0.9314 |
|
1.000 |
0.9296 |
|
1.618 |
0.9267 |
|
2.618 |
0.9220 |
|
4.250 |
0.9143 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9367 |
0.9371 |
| PP |
0.9362 |
0.9365 |
| S1 |
0.9357 |
0.9358 |
|