CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9372 |
0.9303 |
-0.0069 |
-0.7% |
0.9373 |
| High |
0.9392 |
0.9324 |
-0.0068 |
-0.7% |
0.9392 |
| Low |
0.9298 |
0.9290 |
-0.0008 |
-0.1% |
0.9298 |
| Close |
0.9301 |
0.9319 |
0.0018 |
0.2% |
0.9301 |
| Range |
0.0094 |
0.0034 |
-0.0060 |
-63.8% |
0.0094 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
75,963 |
44,031 |
-31,932 |
-42.0% |
253,697 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9413 |
0.9400 |
0.9338 |
|
| R3 |
0.9379 |
0.9366 |
0.9328 |
|
| R2 |
0.9345 |
0.9345 |
0.9325 |
|
| R1 |
0.9332 |
0.9332 |
0.9322 |
0.9339 |
| PP |
0.9311 |
0.9311 |
0.9311 |
0.9314 |
| S1 |
0.9298 |
0.9298 |
0.9316 |
0.9305 |
| S2 |
0.9277 |
0.9277 |
0.9313 |
|
| S3 |
0.9243 |
0.9264 |
0.9310 |
|
| S4 |
0.9209 |
0.9230 |
0.9300 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9612 |
0.9551 |
0.9353 |
|
| R3 |
0.9518 |
0.9457 |
0.9327 |
|
| R2 |
0.9424 |
0.9424 |
0.9318 |
|
| R1 |
0.9363 |
0.9363 |
0.9310 |
0.9347 |
| PP |
0.9330 |
0.9330 |
0.9330 |
0.9322 |
| S1 |
0.9269 |
0.9269 |
0.9292 |
0.9253 |
| S2 |
0.9236 |
0.9236 |
0.9284 |
|
| S3 |
0.9142 |
0.9175 |
0.9275 |
|
| S4 |
0.9048 |
0.9081 |
0.9249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9392 |
0.9290 |
0.0102 |
1.1% |
0.0045 |
0.5% |
28% |
False |
True |
48,782 |
| 10 |
0.9399 |
0.9290 |
0.0109 |
1.2% |
0.0045 |
0.5% |
27% |
False |
True |
48,141 |
| 20 |
0.9399 |
0.9109 |
0.0290 |
3.1% |
0.0045 |
0.5% |
72% |
False |
False |
48,288 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0039 |
0.4% |
73% |
False |
False |
29,089 |
| 60 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0038 |
0.4% |
79% |
False |
False |
19,548 |
| 80 |
0.9399 |
0.8834 |
0.0565 |
6.1% |
0.0041 |
0.4% |
86% |
False |
False |
14,736 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0041 |
0.4% |
86% |
False |
False |
11,811 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0040 |
0.4% |
86% |
False |
False |
9,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9469 |
|
2.618 |
0.9413 |
|
1.618 |
0.9379 |
|
1.000 |
0.9358 |
|
0.618 |
0.9345 |
|
HIGH |
0.9324 |
|
0.618 |
0.9311 |
|
0.500 |
0.9307 |
|
0.382 |
0.9303 |
|
LOW |
0.9290 |
|
0.618 |
0.9269 |
|
1.000 |
0.9256 |
|
1.618 |
0.9235 |
|
2.618 |
0.9201 |
|
4.250 |
0.9146 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9315 |
0.9341 |
| PP |
0.9311 |
0.9334 |
| S1 |
0.9307 |
0.9326 |
|