CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9350 |
0.9371 |
0.0021 |
0.2% |
0.9360 |
| High |
0.9382 |
0.9379 |
-0.0003 |
0.0% |
0.9399 |
| Low |
0.9344 |
0.9351 |
0.0007 |
0.1% |
0.9331 |
| Close |
0.9378 |
0.9373 |
-0.0005 |
-0.1% |
0.9397 |
| Range |
0.0038 |
0.0028 |
-0.0010 |
-26.3% |
0.0068 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
42,533 |
41,158 |
-1,375 |
-3.2% |
183,690 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9452 |
0.9440 |
0.9388 |
|
| R3 |
0.9424 |
0.9412 |
0.9381 |
|
| R2 |
0.9396 |
0.9396 |
0.9378 |
|
| R1 |
0.9384 |
0.9384 |
0.9376 |
0.9390 |
| PP |
0.9368 |
0.9368 |
0.9368 |
0.9371 |
| S1 |
0.9356 |
0.9356 |
0.9370 |
0.9362 |
| S2 |
0.9340 |
0.9340 |
0.9368 |
|
| S3 |
0.9312 |
0.9328 |
0.9365 |
|
| S4 |
0.9284 |
0.9300 |
0.9358 |
|
|
| 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% |
0.0039 |
0.4% |
59% |
False |
False |
46,216 |
| 10 |
0.9399 |
0.9305 |
0.0094 |
1.0% |
0.0039 |
0.4% |
72% |
False |
False |
45,533 |
| 20 |
0.9399 |
0.9109 |
0.0290 |
3.1% |
0.0041 |
0.4% |
91% |
False |
False |
46,891 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0038 |
0.4% |
91% |
False |
False |
26,110 |
| 60 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0038 |
0.4% |
93% |
False |
False |
17,557 |
| 80 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0042 |
0.4% |
96% |
False |
False |
13,238 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0040 |
0.4% |
96% |
False |
False |
10,612 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.2% |
0.0040 |
0.4% |
96% |
False |
False |
8,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9498 |
|
2.618 |
0.9452 |
|
1.618 |
0.9424 |
|
1.000 |
0.9407 |
|
0.618 |
0.9396 |
|
HIGH |
0.9379 |
|
0.618 |
0.9368 |
|
0.500 |
0.9365 |
|
0.382 |
0.9362 |
|
LOW |
0.9351 |
|
0.618 |
0.9334 |
|
1.000 |
0.9323 |
|
1.618 |
0.9306 |
|
2.618 |
0.9278 |
|
4.250 |
0.9232 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9370 |
0.9368 |
| PP |
0.9368 |
0.9363 |
| S1 |
0.9365 |
0.9359 |
|