CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9234 |
0.9249 |
0.0015 |
0.2% |
0.9303 |
| High |
0.9251 |
0.9250 |
-0.0001 |
0.0% |
0.9325 |
| Low |
0.9232 |
0.9193 |
-0.0039 |
-0.4% |
0.9229 |
| Close |
0.9245 |
0.9202 |
-0.0043 |
-0.5% |
0.9235 |
| Range |
0.0019 |
0.0057 |
0.0038 |
200.0% |
0.0096 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.9% |
0.0000 |
| Volume |
36,640 |
51,749 |
15,109 |
41.2% |
204,683 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9386 |
0.9351 |
0.9233 |
|
| R3 |
0.9329 |
0.9294 |
0.9218 |
|
| R2 |
0.9272 |
0.9272 |
0.9212 |
|
| R1 |
0.9237 |
0.9237 |
0.9207 |
0.9226 |
| PP |
0.9215 |
0.9215 |
0.9215 |
0.9210 |
| S1 |
0.9180 |
0.9180 |
0.9197 |
0.9169 |
| S2 |
0.9158 |
0.9158 |
0.9192 |
|
| S3 |
0.9101 |
0.9123 |
0.9186 |
|
| S4 |
0.9044 |
0.9066 |
0.9171 |
|
|
| 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 |
0.9193 |
0.0132 |
1.4% |
0.0042 |
0.5% |
7% |
False |
True |
45,629 |
| 10 |
0.9326 |
0.9193 |
0.0133 |
1.4% |
0.0040 |
0.4% |
7% |
False |
True |
44,963 |
| 20 |
0.9399 |
0.9193 |
0.0206 |
2.2% |
0.0043 |
0.5% |
4% |
False |
True |
46,494 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.2% |
0.0041 |
0.4% |
34% |
False |
False |
41,533 |
| 60 |
0.9399 |
0.9073 |
0.0326 |
3.5% |
0.0040 |
0.4% |
40% |
False |
False |
27,906 |
| 80 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0040 |
0.4% |
48% |
False |
False |
20,987 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0042 |
0.5% |
66% |
False |
False |
16,844 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0040 |
0.4% |
66% |
False |
False |
14,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9492 |
|
2.618 |
0.9399 |
|
1.618 |
0.9342 |
|
1.000 |
0.9307 |
|
0.618 |
0.9285 |
|
HIGH |
0.9250 |
|
0.618 |
0.9228 |
|
0.500 |
0.9222 |
|
0.382 |
0.9215 |
|
LOW |
0.9193 |
|
0.618 |
0.9158 |
|
1.000 |
0.9136 |
|
1.618 |
0.9101 |
|
2.618 |
0.9044 |
|
4.250 |
0.8951 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9222 |
0.9247 |
| PP |
0.9215 |
0.9232 |
| S1 |
0.9209 |
0.9217 |
|