CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9282 |
0.9294 |
0.0012 |
0.1% |
0.9373 |
| High |
0.9312 |
0.9308 |
-0.0004 |
0.0% |
0.9392 |
| Low |
0.9250 |
0.9277 |
0.0027 |
0.3% |
0.9298 |
| Close |
0.9293 |
0.9292 |
-0.0001 |
0.0% |
0.9301 |
| Range |
0.0062 |
0.0031 |
-0.0031 |
-50.0% |
0.0094 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
69,383 |
44,888 |
-24,495 |
-35.3% |
253,697 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9385 |
0.9370 |
0.9309 |
|
| R3 |
0.9354 |
0.9339 |
0.9301 |
|
| R2 |
0.9323 |
0.9323 |
0.9298 |
|
| R1 |
0.9308 |
0.9308 |
0.9295 |
0.9300 |
| PP |
0.9292 |
0.9292 |
0.9292 |
0.9289 |
| S1 |
0.9277 |
0.9277 |
0.9289 |
0.9269 |
| S2 |
0.9261 |
0.9261 |
0.9286 |
|
| S3 |
0.9230 |
0.9246 |
0.9283 |
|
| S4 |
0.9199 |
0.9215 |
0.9275 |
|
|
| 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% |
0.0055 |
0.6% |
30% |
False |
False |
57,702 |
| 10 |
0.9399 |
0.9250 |
0.0149 |
1.6% |
0.0047 |
0.5% |
28% |
False |
False |
51,959 |
| 20 |
0.9399 |
0.9180 |
0.0219 |
2.4% |
0.0044 |
0.5% |
51% |
False |
False |
50,461 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0041 |
0.4% |
64% |
False |
False |
33,278 |
| 60 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0040 |
0.4% |
72% |
False |
False |
22,351 |
| 80 |
0.9399 |
0.8888 |
0.0511 |
5.5% |
0.0041 |
0.4% |
79% |
False |
False |
16,830 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0042 |
0.4% |
82% |
False |
False |
13,495 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0040 |
0.4% |
82% |
False |
False |
11,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9440 |
|
2.618 |
0.9389 |
|
1.618 |
0.9358 |
|
1.000 |
0.9339 |
|
0.618 |
0.9327 |
|
HIGH |
0.9308 |
|
0.618 |
0.9296 |
|
0.500 |
0.9293 |
|
0.382 |
0.9289 |
|
LOW |
0.9277 |
|
0.618 |
0.9258 |
|
1.000 |
0.9246 |
|
1.618 |
0.9227 |
|
2.618 |
0.9196 |
|
4.250 |
0.9145 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9293 |
0.9290 |
| PP |
0.9292 |
0.9288 |
| S1 |
0.9292 |
0.9287 |
|