CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9296 |
0.9234 |
-0.0062 |
-0.7% |
0.9303 |
| High |
0.9301 |
0.9251 |
-0.0050 |
-0.5% |
0.9325 |
| Low |
0.9229 |
0.9232 |
0.0003 |
0.0% |
0.9229 |
| Close |
0.9235 |
0.9245 |
0.0010 |
0.1% |
0.9235 |
| Range |
0.0072 |
0.0019 |
-0.0053 |
-73.6% |
0.0096 |
| ATR |
0.0042 |
0.0041 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
64,320 |
36,640 |
-27,680 |
-43.0% |
204,683 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9300 |
0.9291 |
0.9255 |
|
| R3 |
0.9281 |
0.9272 |
0.9250 |
|
| R2 |
0.9262 |
0.9262 |
0.9248 |
|
| R1 |
0.9253 |
0.9253 |
0.9247 |
0.9258 |
| PP |
0.9243 |
0.9243 |
0.9243 |
0.9245 |
| S1 |
0.9234 |
0.9234 |
0.9243 |
0.9239 |
| S2 |
0.9224 |
0.9224 |
0.9242 |
|
| S3 |
0.9205 |
0.9215 |
0.9240 |
|
| S4 |
0.9186 |
0.9196 |
0.9235 |
|
|
| 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% |
17% |
False |
False |
42,381 |
| 10 |
0.9326 |
0.9229 |
0.0097 |
1.0% |
0.0040 |
0.4% |
16% |
False |
False |
45,213 |
| 20 |
0.9399 |
0.9229 |
0.0170 |
1.8% |
0.0042 |
0.5% |
9% |
False |
False |
46,677 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0041 |
0.4% |
48% |
False |
False |
40,268 |
| 60 |
0.9399 |
0.9046 |
0.0353 |
3.8% |
0.0041 |
0.4% |
56% |
False |
False |
27,052 |
| 80 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0039 |
0.4% |
60% |
False |
False |
20,343 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0042 |
0.5% |
74% |
False |
False |
16,327 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0040 |
0.4% |
74% |
False |
False |
13,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9332 |
|
2.618 |
0.9301 |
|
1.618 |
0.9282 |
|
1.000 |
0.9270 |
|
0.618 |
0.9263 |
|
HIGH |
0.9251 |
|
0.618 |
0.9244 |
|
0.500 |
0.9242 |
|
0.382 |
0.9239 |
|
LOW |
0.9232 |
|
0.618 |
0.9220 |
|
1.000 |
0.9213 |
|
1.618 |
0.9201 |
|
2.618 |
0.9182 |
|
4.250 |
0.9151 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9244 |
0.9274 |
| PP |
0.9243 |
0.9264 |
| S1 |
0.9242 |
0.9255 |
|