CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9204 |
0.9160 |
-0.0044 |
-0.5% |
0.9303 |
| High |
0.9207 |
0.9184 |
-0.0023 |
-0.2% |
0.9325 |
| Low |
0.9148 |
0.9140 |
-0.0008 |
-0.1% |
0.9229 |
| Close |
0.9163 |
0.9164 |
0.0001 |
0.0% |
0.9235 |
| Range |
0.0059 |
0.0044 |
-0.0015 |
-25.4% |
0.0096 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.1% |
0.0000 |
| Volume |
65,291 |
61,510 |
-3,781 |
-5.8% |
204,683 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9295 |
0.9273 |
0.9188 |
|
| R3 |
0.9251 |
0.9229 |
0.9176 |
|
| R2 |
0.9207 |
0.9207 |
0.9172 |
|
| R1 |
0.9185 |
0.9185 |
0.9168 |
0.9196 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9168 |
| S1 |
0.9141 |
0.9141 |
0.9160 |
0.9152 |
| S2 |
0.9119 |
0.9119 |
0.9156 |
|
| S3 |
0.9075 |
0.9097 |
0.9152 |
|
| S4 |
0.9031 |
0.9053 |
0.9140 |
|
|
| 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 |
0.9301 |
0.9140 |
0.0161 |
1.8% |
0.0050 |
0.5% |
15% |
False |
True |
55,902 |
| 10 |
0.9326 |
0.9140 |
0.0186 |
2.0% |
0.0041 |
0.4% |
13% |
False |
True |
46,216 |
| 20 |
0.9399 |
0.9140 |
0.0259 |
2.8% |
0.0044 |
0.5% |
9% |
False |
True |
49,087 |
| 40 |
0.9399 |
0.9100 |
0.0299 |
3.3% |
0.0042 |
0.5% |
21% |
False |
False |
44,469 |
| 60 |
0.9399 |
0.9100 |
0.0299 |
3.3% |
0.0041 |
0.4% |
21% |
False |
False |
29,991 |
| 80 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0040 |
0.4% |
38% |
False |
False |
22,566 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
60% |
False |
False |
18,109 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0040 |
0.4% |
60% |
False |
False |
15,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9371 |
|
2.618 |
0.9299 |
|
1.618 |
0.9255 |
|
1.000 |
0.9228 |
|
0.618 |
0.9211 |
|
HIGH |
0.9184 |
|
0.618 |
0.9167 |
|
0.500 |
0.9162 |
|
0.382 |
0.9157 |
|
LOW |
0.9140 |
|
0.618 |
0.9113 |
|
1.000 |
0.9096 |
|
1.618 |
0.9069 |
|
2.618 |
0.9025 |
|
4.250 |
0.8953 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9163 |
0.9195 |
| PP |
0.9163 |
0.9185 |
| S1 |
0.9162 |
0.9174 |
|