CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9303 |
0.9322 |
0.0019 |
0.2% |
0.9373 |
| High |
0.9324 |
0.9323 |
-0.0001 |
0.0% |
0.9392 |
| Low |
0.9290 |
0.9271 |
-0.0019 |
-0.2% |
0.9298 |
| Close |
0.9319 |
0.9278 |
-0.0041 |
-0.4% |
0.9301 |
| Range |
0.0034 |
0.0052 |
0.0018 |
52.9% |
0.0094 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.5% |
0.0000 |
| Volume |
44,031 |
54,245 |
10,214 |
23.2% |
253,697 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9447 |
0.9414 |
0.9307 |
|
| R3 |
0.9395 |
0.9362 |
0.9292 |
|
| R2 |
0.9343 |
0.9343 |
0.9288 |
|
| R1 |
0.9310 |
0.9310 |
0.9283 |
0.9301 |
| PP |
0.9291 |
0.9291 |
0.9291 |
0.9286 |
| S1 |
0.9258 |
0.9258 |
0.9273 |
0.9249 |
| S2 |
0.9239 |
0.9239 |
0.9268 |
|
| S3 |
0.9187 |
0.9206 |
0.9264 |
|
| S4 |
0.9135 |
0.9154 |
0.9249 |
|
|
| 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 |
0.9271 |
0.0121 |
1.3% |
0.0049 |
0.5% |
6% |
False |
True |
51,586 |
| 10 |
0.9399 |
0.9271 |
0.0128 |
1.4% |
0.0046 |
0.5% |
5% |
False |
True |
48,024 |
| 20 |
0.9399 |
0.9109 |
0.0290 |
3.1% |
0.0046 |
0.5% |
58% |
False |
False |
48,835 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0040 |
0.4% |
60% |
False |
False |
30,433 |
| 60 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0039 |
0.4% |
68% |
False |
False |
20,449 |
| 80 |
0.9399 |
0.8847 |
0.0552 |
5.9% |
0.0041 |
0.4% |
78% |
False |
False |
15,407 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0041 |
0.4% |
79% |
False |
False |
12,353 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0040 |
0.4% |
79% |
False |
False |
10,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9544 |
|
2.618 |
0.9459 |
|
1.618 |
0.9407 |
|
1.000 |
0.9375 |
|
0.618 |
0.9355 |
|
HIGH |
0.9323 |
|
0.618 |
0.9303 |
|
0.500 |
0.9297 |
|
0.382 |
0.9291 |
|
LOW |
0.9271 |
|
0.618 |
0.9239 |
|
1.000 |
0.9219 |
|
1.618 |
0.9187 |
|
2.618 |
0.9135 |
|
4.250 |
0.9050 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9297 |
0.9332 |
| PP |
0.9291 |
0.9314 |
| S1 |
0.9284 |
0.9296 |
|