CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9249 |
0.9204 |
-0.0045 |
-0.5% |
0.9303 |
| High |
0.9250 |
0.9207 |
-0.0043 |
-0.5% |
0.9325 |
| Low |
0.9193 |
0.9148 |
-0.0045 |
-0.5% |
0.9229 |
| Close |
0.9202 |
0.9163 |
-0.0039 |
-0.4% |
0.9235 |
| Range |
0.0057 |
0.0059 |
0.0002 |
3.5% |
0.0096 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.9% |
0.0000 |
| Volume |
51,749 |
65,291 |
13,542 |
26.2% |
204,683 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9350 |
0.9315 |
0.9195 |
|
| R3 |
0.9291 |
0.9256 |
0.9179 |
|
| R2 |
0.9232 |
0.9232 |
0.9174 |
|
| R1 |
0.9197 |
0.9197 |
0.9168 |
0.9185 |
| PP |
0.9173 |
0.9173 |
0.9173 |
0.9167 |
| S1 |
0.9138 |
0.9138 |
0.9158 |
0.9126 |
| S2 |
0.9114 |
0.9114 |
0.9152 |
|
| S3 |
0.9055 |
0.9079 |
0.9147 |
|
| S4 |
0.8996 |
0.9020 |
0.9131 |
|
|
| 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 |
0.9318 |
0.9148 |
0.0170 |
1.9% |
0.0047 |
0.5% |
9% |
False |
True |
50,473 |
| 10 |
0.9326 |
0.9148 |
0.0178 |
1.9% |
0.0040 |
0.4% |
8% |
False |
True |
44,554 |
| 20 |
0.9399 |
0.9148 |
0.0251 |
2.7% |
0.0044 |
0.5% |
6% |
False |
True |
47,943 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.3% |
0.0041 |
0.5% |
21% |
False |
False |
43,114 |
| 60 |
0.9399 |
0.9100 |
0.0299 |
3.3% |
0.0041 |
0.4% |
21% |
False |
False |
28,975 |
| 80 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0040 |
0.4% |
38% |
False |
False |
21,801 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
60% |
False |
False |
17,496 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0040 |
0.4% |
60% |
False |
False |
14,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9458 |
|
2.618 |
0.9361 |
|
1.618 |
0.9302 |
|
1.000 |
0.9266 |
|
0.618 |
0.9243 |
|
HIGH |
0.9207 |
|
0.618 |
0.9184 |
|
0.500 |
0.9178 |
|
0.382 |
0.9171 |
|
LOW |
0.9148 |
|
0.618 |
0.9112 |
|
1.000 |
0.9089 |
|
1.618 |
0.9053 |
|
2.618 |
0.8994 |
|
4.250 |
0.8897 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9178 |
0.9200 |
| PP |
0.9173 |
0.9187 |
| S1 |
0.9168 |
0.9175 |
|