CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9322 |
0.9282 |
-0.0040 |
-0.4% |
0.9373 |
| High |
0.9323 |
0.9312 |
-0.0011 |
-0.1% |
0.9392 |
| Low |
0.9271 |
0.9250 |
-0.0021 |
-0.2% |
0.9298 |
| Close |
0.9278 |
0.9293 |
0.0015 |
0.2% |
0.9301 |
| Range |
0.0052 |
0.0062 |
0.0010 |
19.2% |
0.0094 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
3.0% |
0.0000 |
| Volume |
54,245 |
69,383 |
15,138 |
27.9% |
253,697 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9471 |
0.9444 |
0.9327 |
|
| R3 |
0.9409 |
0.9382 |
0.9310 |
|
| R2 |
0.9347 |
0.9347 |
0.9304 |
|
| R1 |
0.9320 |
0.9320 |
0.9299 |
0.9334 |
| PP |
0.9285 |
0.9285 |
0.9285 |
0.9292 |
| S1 |
0.9258 |
0.9258 |
0.9287 |
0.9272 |
| S2 |
0.9223 |
0.9223 |
0.9282 |
|
| S3 |
0.9161 |
0.9196 |
0.9276 |
|
| S4 |
0.9099 |
0.9134 |
0.9259 |
|
|
| 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 |
0.9250 |
0.0142 |
1.5% |
0.0054 |
0.6% |
30% |
False |
True |
56,956 |
| 10 |
0.9399 |
0.9250 |
0.0149 |
1.6% |
0.0048 |
0.5% |
29% |
False |
True |
51,332 |
| 20 |
0.9399 |
0.9109 |
0.0290 |
3.1% |
0.0047 |
0.5% |
63% |
False |
False |
50,721 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0041 |
0.4% |
65% |
False |
False |
32,160 |
| 60 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0040 |
0.4% |
72% |
False |
False |
21,604 |
| 80 |
0.9399 |
0.8865 |
0.0534 |
5.7% |
0.0041 |
0.4% |
80% |
False |
False |
16,271 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0041 |
0.4% |
82% |
False |
False |
13,046 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0040 |
0.4% |
82% |
False |
False |
10,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9576 |
|
2.618 |
0.9474 |
|
1.618 |
0.9412 |
|
1.000 |
0.9374 |
|
0.618 |
0.9350 |
|
HIGH |
0.9312 |
|
0.618 |
0.9288 |
|
0.500 |
0.9281 |
|
0.382 |
0.9274 |
|
LOW |
0.9250 |
|
0.618 |
0.9212 |
|
1.000 |
0.9188 |
|
1.618 |
0.9150 |
|
2.618 |
0.9088 |
|
4.250 |
0.8987 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9289 |
0.9291 |
| PP |
0.9285 |
0.9289 |
| S1 |
0.9281 |
0.9287 |
|