CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9281 |
0.9303 |
0.0022 |
0.2% |
0.9303 |
| High |
0.9326 |
0.9310 |
-0.0016 |
-0.2% |
0.9326 |
| Low |
0.9275 |
0.9288 |
0.0013 |
0.1% |
0.9250 |
| Close |
0.9305 |
0.9302 |
-0.0003 |
0.0% |
0.9305 |
| Range |
0.0051 |
0.0022 |
-0.0029 |
-56.9% |
0.0076 |
| ATR |
0.0044 |
0.0043 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
42,291 |
29,418 |
-12,873 |
-30.4% |
254,838 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9366 |
0.9356 |
0.9314 |
|
| R3 |
0.9344 |
0.9334 |
0.9308 |
|
| R2 |
0.9322 |
0.9322 |
0.9306 |
|
| R1 |
0.9312 |
0.9312 |
0.9304 |
0.9306 |
| PP |
0.9300 |
0.9300 |
0.9300 |
0.9297 |
| S1 |
0.9290 |
0.9290 |
0.9300 |
0.9284 |
| S2 |
0.9278 |
0.9278 |
0.9298 |
|
| S3 |
0.9256 |
0.9268 |
0.9296 |
|
| S4 |
0.9234 |
0.9246 |
0.9290 |
|
|
| 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% |
0.0044 |
0.5% |
68% |
False |
False |
48,045 |
| 10 |
0.9392 |
0.9250 |
0.0142 |
1.5% |
0.0044 |
0.5% |
37% |
False |
False |
48,413 |
| 20 |
0.9399 |
0.9250 |
0.0149 |
1.6% |
0.0042 |
0.4% |
35% |
False |
False |
47,715 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0041 |
0.4% |
68% |
False |
False |
35,056 |
| 60 |
0.9399 |
0.9025 |
0.0374 |
4.0% |
0.0040 |
0.4% |
74% |
False |
False |
23,540 |
| 80 |
0.9399 |
0.8968 |
0.0431 |
4.6% |
0.0040 |
0.4% |
77% |
False |
False |
17,721 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0042 |
0.5% |
83% |
False |
False |
14,211 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0040 |
0.4% |
83% |
False |
False |
11,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9404 |
|
2.618 |
0.9368 |
|
1.618 |
0.9346 |
|
1.000 |
0.9332 |
|
0.618 |
0.9324 |
|
HIGH |
0.9310 |
|
0.618 |
0.9302 |
|
0.500 |
0.9299 |
|
0.382 |
0.9296 |
|
LOW |
0.9288 |
|
0.618 |
0.9274 |
|
1.000 |
0.9266 |
|
1.618 |
0.9252 |
|
2.618 |
0.9230 |
|
4.250 |
0.9195 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9301 |
0.9302 |
| PP |
0.9300 |
0.9301 |
| S1 |
0.9299 |
0.9301 |
|