CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9373 |
0.9347 |
-0.0026 |
-0.3% |
0.9360 |
| High |
0.9390 |
0.9364 |
-0.0026 |
-0.3% |
0.9399 |
| Low |
0.9343 |
0.9335 |
-0.0008 |
-0.1% |
0.9331 |
| Close |
0.9352 |
0.9352 |
0.0000 |
0.0% |
0.9397 |
| Range |
0.0047 |
0.0029 |
-0.0018 |
-38.3% |
0.0068 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
53,818 |
40,225 |
-13,593 |
-25.3% |
183,690 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9437 |
0.9424 |
0.9368 |
|
| R3 |
0.9408 |
0.9395 |
0.9360 |
|
| R2 |
0.9379 |
0.9379 |
0.9357 |
|
| R1 |
0.9366 |
0.9366 |
0.9355 |
0.9373 |
| PP |
0.9350 |
0.9350 |
0.9350 |
0.9354 |
| S1 |
0.9337 |
0.9337 |
0.9349 |
0.9344 |
| S2 |
0.9321 |
0.9321 |
0.9347 |
|
| S3 |
0.9292 |
0.9308 |
0.9344 |
|
| S4 |
0.9263 |
0.9279 |
0.9336 |
|
|
| 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 |
0.9335 |
0.0064 |
0.7% |
0.0042 |
0.5% |
27% |
False |
True |
44,463 |
| 10 |
0.9399 |
0.9282 |
0.0117 |
1.3% |
0.0038 |
0.4% |
60% |
False |
False |
45,848 |
| 20 |
0.9399 |
0.9109 |
0.0290 |
3.1% |
0.0041 |
0.4% |
84% |
False |
False |
45,653 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0038 |
0.4% |
84% |
False |
False |
24,053 |
| 60 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0038 |
0.4% |
88% |
False |
False |
16,168 |
| 80 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0041 |
0.4% |
92% |
False |
False |
12,199 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0040 |
0.4% |
92% |
False |
False |
9,776 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0039 |
0.4% |
92% |
False |
False |
8,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9487 |
|
2.618 |
0.9440 |
|
1.618 |
0.9411 |
|
1.000 |
0.9393 |
|
0.618 |
0.9382 |
|
HIGH |
0.9364 |
|
0.618 |
0.9353 |
|
0.500 |
0.9350 |
|
0.382 |
0.9346 |
|
LOW |
0.9335 |
|
0.618 |
0.9317 |
|
1.000 |
0.9306 |
|
1.618 |
0.9288 |
|
2.618 |
0.9259 |
|
4.250 |
0.9212 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9351 |
0.9367 |
| PP |
0.9350 |
0.9362 |
| S1 |
0.9350 |
0.9357 |
|