CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9310 |
0.9296 |
-0.0014 |
-0.2% |
0.9303 |
| High |
0.9318 |
0.9301 |
-0.0017 |
-0.2% |
0.9325 |
| Low |
0.9288 |
0.9229 |
-0.0059 |
-0.6% |
0.9229 |
| Close |
0.9293 |
0.9235 |
-0.0058 |
-0.6% |
0.9235 |
| Range |
0.0030 |
0.0072 |
0.0042 |
140.0% |
0.0096 |
| ATR |
0.0040 |
0.0042 |
0.0002 |
5.7% |
0.0000 |
| Volume |
34,368 |
64,320 |
29,952 |
87.2% |
204,683 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9471 |
0.9425 |
0.9275 |
|
| R3 |
0.9399 |
0.9353 |
0.9255 |
|
| R2 |
0.9327 |
0.9327 |
0.9248 |
|
| R1 |
0.9281 |
0.9281 |
0.9242 |
0.9268 |
| PP |
0.9255 |
0.9255 |
0.9255 |
0.9249 |
| S1 |
0.9209 |
0.9209 |
0.9228 |
0.9196 |
| S2 |
0.9183 |
0.9183 |
0.9222 |
|
| S3 |
0.9111 |
0.9137 |
0.9215 |
|
| S4 |
0.9039 |
0.9065 |
0.9195 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9551 |
0.9489 |
0.9288 |
|
| R3 |
0.9455 |
0.9393 |
0.9261 |
|
| R2 |
0.9359 |
0.9359 |
0.9253 |
|
| R1 |
0.9297 |
0.9297 |
0.9244 |
0.9280 |
| PP |
0.9263 |
0.9263 |
0.9263 |
0.9255 |
| S1 |
0.9201 |
0.9201 |
0.9226 |
0.9184 |
| S2 |
0.9167 |
0.9167 |
0.9217 |
|
| S3 |
0.9071 |
0.9105 |
0.9209 |
|
| S4 |
0.8975 |
0.9009 |
0.9182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9325 |
0.9229 |
0.0096 |
1.0% |
0.0036 |
0.4% |
6% |
False |
True |
40,936 |
| 10 |
0.9326 |
0.9229 |
0.0097 |
1.1% |
0.0041 |
0.4% |
6% |
False |
True |
45,952 |
| 20 |
0.9399 |
0.9229 |
0.0170 |
1.8% |
0.0043 |
0.5% |
4% |
False |
True |
47,285 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0041 |
0.4% |
45% |
False |
False |
39,376 |
| 60 |
0.9399 |
0.9046 |
0.0353 |
3.8% |
0.0041 |
0.4% |
54% |
False |
False |
26,445 |
| 80 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0039 |
0.4% |
57% |
False |
False |
19,888 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0042 |
0.5% |
72% |
False |
False |
15,961 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0040 |
0.4% |
72% |
False |
False |
13,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9607 |
|
2.618 |
0.9489 |
|
1.618 |
0.9417 |
|
1.000 |
0.9373 |
|
0.618 |
0.9345 |
|
HIGH |
0.9301 |
|
0.618 |
0.9273 |
|
0.500 |
0.9265 |
|
0.382 |
0.9257 |
|
LOW |
0.9229 |
|
0.618 |
0.9185 |
|
1.000 |
0.9157 |
|
1.618 |
0.9113 |
|
2.618 |
0.9041 |
|
4.250 |
0.8923 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9265 |
0.9277 |
| PP |
0.9255 |
0.9263 |
| S1 |
0.9245 |
0.9249 |
|