CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9294 |
0.9281 |
-0.0013 |
-0.1% |
0.9303 |
| High |
0.9308 |
0.9326 |
0.0018 |
0.2% |
0.9326 |
| Low |
0.9277 |
0.9275 |
-0.0002 |
0.0% |
0.9250 |
| Close |
0.9292 |
0.9305 |
0.0013 |
0.1% |
0.9305 |
| Range |
0.0031 |
0.0051 |
0.0020 |
64.5% |
0.0076 |
| ATR |
0.0044 |
0.0044 |
0.0001 |
1.1% |
0.0000 |
| Volume |
44,888 |
42,291 |
-2,597 |
-5.8% |
254,838 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9455 |
0.9431 |
0.9333 |
|
| R3 |
0.9404 |
0.9380 |
0.9319 |
|
| R2 |
0.9353 |
0.9353 |
0.9314 |
|
| R1 |
0.9329 |
0.9329 |
0.9310 |
0.9341 |
| PP |
0.9302 |
0.9302 |
0.9302 |
0.9308 |
| S1 |
0.9278 |
0.9278 |
0.9300 |
0.9290 |
| S2 |
0.9251 |
0.9251 |
0.9296 |
|
| S3 |
0.9200 |
0.9227 |
0.9291 |
|
| S4 |
0.9149 |
0.9176 |
0.9277 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9522 |
0.9489 |
0.9347 |
|
| R3 |
0.9446 |
0.9413 |
0.9326 |
|
| R2 |
0.9370 |
0.9370 |
0.9319 |
|
| R1 |
0.9337 |
0.9337 |
0.9312 |
0.9354 |
| PP |
0.9294 |
0.9294 |
0.9294 |
0.9302 |
| S1 |
0.9261 |
0.9261 |
0.9298 |
0.9278 |
| S2 |
0.9218 |
0.9218 |
0.9291 |
|
| S3 |
0.9142 |
0.9185 |
0.9284 |
|
| S4 |
0.9066 |
0.9109 |
0.9263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9326 |
0.9250 |
0.0076 |
0.8% |
0.0046 |
0.5% |
72% |
True |
False |
50,967 |
| 10 |
0.9392 |
0.9250 |
0.0142 |
1.5% |
0.0047 |
0.5% |
39% |
False |
False |
50,853 |
| 20 |
0.9399 |
0.9218 |
0.0181 |
1.9% |
0.0044 |
0.5% |
48% |
False |
False |
49,811 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0041 |
0.4% |
69% |
False |
False |
34,330 |
| 60 |
0.9399 |
0.9025 |
0.0374 |
4.0% |
0.0040 |
0.4% |
75% |
False |
False |
23,054 |
| 80 |
0.9399 |
0.8919 |
0.0480 |
5.2% |
0.0041 |
0.4% |
80% |
False |
False |
17,358 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0042 |
0.5% |
84% |
False |
False |
13,917 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0040 |
0.4% |
84% |
False |
False |
11,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9543 |
|
2.618 |
0.9460 |
|
1.618 |
0.9409 |
|
1.000 |
0.9377 |
|
0.618 |
0.9358 |
|
HIGH |
0.9326 |
|
0.618 |
0.9307 |
|
0.500 |
0.9301 |
|
0.382 |
0.9294 |
|
LOW |
0.9275 |
|
0.618 |
0.9243 |
|
1.000 |
0.9224 |
|
1.618 |
0.9192 |
|
2.618 |
0.9141 |
|
4.250 |
0.9058 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9304 |
0.9299 |
| PP |
0.9302 |
0.9294 |
| S1 |
0.9301 |
0.9288 |
|