CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9160 |
0.9161 |
0.0001 |
0.0% |
0.9234 |
| High |
0.9184 |
0.9178 |
-0.0006 |
-0.1% |
0.9251 |
| Low |
0.9140 |
0.9128 |
-0.0012 |
-0.1% |
0.9128 |
| Close |
0.9164 |
0.9149 |
-0.0015 |
-0.2% |
0.9149 |
| Range |
0.0044 |
0.0050 |
0.0006 |
13.6% |
0.0123 |
| ATR |
0.0043 |
0.0044 |
0.0000 |
1.1% |
0.0000 |
| Volume |
61,510 |
64,481 |
2,971 |
4.8% |
279,671 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9302 |
0.9275 |
0.9177 |
|
| R3 |
0.9252 |
0.9225 |
0.9163 |
|
| R2 |
0.9202 |
0.9202 |
0.9158 |
|
| R1 |
0.9175 |
0.9175 |
0.9154 |
0.9164 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9146 |
| S1 |
0.9125 |
0.9125 |
0.9144 |
0.9114 |
| S2 |
0.9102 |
0.9102 |
0.9140 |
|
| S3 |
0.9052 |
0.9075 |
0.9135 |
|
| S4 |
0.9002 |
0.9025 |
0.9122 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9545 |
0.9470 |
0.9217 |
|
| R3 |
0.9422 |
0.9347 |
0.9183 |
|
| R2 |
0.9299 |
0.9299 |
0.9172 |
|
| R1 |
0.9224 |
0.9224 |
0.9160 |
0.9200 |
| PP |
0.9176 |
0.9176 |
0.9176 |
0.9164 |
| S1 |
0.9101 |
0.9101 |
0.9138 |
0.9077 |
| S2 |
0.9053 |
0.9053 |
0.9126 |
|
| S3 |
0.8930 |
0.8978 |
0.9115 |
|
| S4 |
0.8807 |
0.8855 |
0.9081 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9251 |
0.9128 |
0.0123 |
1.3% |
0.0046 |
0.5% |
17% |
False |
True |
55,934 |
| 10 |
0.9325 |
0.9128 |
0.0197 |
2.2% |
0.0041 |
0.4% |
11% |
False |
True |
48,435 |
| 20 |
0.9392 |
0.9128 |
0.0264 |
2.9% |
0.0044 |
0.5% |
8% |
False |
True |
49,644 |
| 40 |
0.9399 |
0.9109 |
0.0290 |
3.2% |
0.0042 |
0.5% |
14% |
False |
False |
45,858 |
| 60 |
0.9399 |
0.9100 |
0.0299 |
3.3% |
0.0041 |
0.5% |
16% |
False |
False |
31,044 |
| 80 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0040 |
0.4% |
34% |
False |
False |
23,369 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
57% |
False |
False |
18,752 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0041 |
0.4% |
57% |
False |
False |
15,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9391 |
|
2.618 |
0.9309 |
|
1.618 |
0.9259 |
|
1.000 |
0.9228 |
|
0.618 |
0.9209 |
|
HIGH |
0.9178 |
|
0.618 |
0.9159 |
|
0.500 |
0.9153 |
|
0.382 |
0.9147 |
|
LOW |
0.9128 |
|
0.618 |
0.9097 |
|
1.000 |
0.9078 |
|
1.618 |
0.9047 |
|
2.618 |
0.8997 |
|
4.250 |
0.8916 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9153 |
0.9168 |
| PP |
0.9152 |
0.9161 |
| S1 |
0.9150 |
0.9155 |
|