CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9303 |
0.9301 |
-0.0002 |
0.0% |
0.9303 |
| High |
0.9310 |
0.9307 |
-0.0003 |
0.0% |
0.9326 |
| Low |
0.9288 |
0.9282 |
-0.0006 |
-0.1% |
0.9250 |
| Close |
0.9302 |
0.9304 |
0.0002 |
0.0% |
0.9305 |
| Range |
0.0022 |
0.0025 |
0.0003 |
13.6% |
0.0076 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
29,418 |
35,507 |
6,089 |
20.7% |
254,838 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9373 |
0.9363 |
0.9318 |
|
| R3 |
0.9348 |
0.9338 |
0.9311 |
|
| R2 |
0.9323 |
0.9323 |
0.9309 |
|
| R1 |
0.9313 |
0.9313 |
0.9306 |
0.9318 |
| PP |
0.9298 |
0.9298 |
0.9298 |
0.9300 |
| S1 |
0.9288 |
0.9288 |
0.9302 |
0.9293 |
| S2 |
0.9273 |
0.9273 |
0.9299 |
|
| S3 |
0.9248 |
0.9263 |
0.9297 |
|
| S4 |
0.9223 |
0.9238 |
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% |
0.0038 |
0.4% |
71% |
False |
False |
44,297 |
| 10 |
0.9392 |
0.9250 |
0.0142 |
1.5% |
0.0044 |
0.5% |
38% |
False |
False |
47,941 |
| 20 |
0.9399 |
0.9250 |
0.0149 |
1.6% |
0.0041 |
0.4% |
36% |
False |
False |
46,895 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0041 |
0.4% |
68% |
False |
False |
35,934 |
| 60 |
0.9399 |
0.9030 |
0.0369 |
4.0% |
0.0040 |
0.4% |
74% |
False |
False |
24,129 |
| 80 |
0.9399 |
0.8991 |
0.0408 |
4.4% |
0.0040 |
0.4% |
77% |
False |
False |
18,160 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0042 |
0.5% |
84% |
False |
False |
14,565 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0040 |
0.4% |
84% |
False |
False |
12,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9413 |
|
2.618 |
0.9372 |
|
1.618 |
0.9347 |
|
1.000 |
0.9332 |
|
0.618 |
0.9322 |
|
HIGH |
0.9307 |
|
0.618 |
0.9297 |
|
0.500 |
0.9295 |
|
0.382 |
0.9292 |
|
LOW |
0.9282 |
|
0.618 |
0.9267 |
|
1.000 |
0.9257 |
|
1.618 |
0.9242 |
|
2.618 |
0.9217 |
|
4.250 |
0.9176 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9301 |
0.9303 |
| PP |
0.9298 |
0.9302 |
| S1 |
0.9295 |
0.9301 |
|