CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9150 |
0.9159 |
0.0009 |
0.1% |
0.9234 |
| High |
0.9161 |
0.9162 |
0.0001 |
0.0% |
0.9251 |
| Low |
0.9137 |
0.9101 |
-0.0036 |
-0.4% |
0.9128 |
| Close |
0.9157 |
0.9109 |
-0.0048 |
-0.5% |
0.9149 |
| Range |
0.0024 |
0.0061 |
0.0037 |
154.2% |
0.0123 |
| ATR |
0.0042 |
0.0044 |
0.0001 |
3.2% |
0.0000 |
| Volume |
30,356 |
60,493 |
30,137 |
99.3% |
279,671 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9307 |
0.9269 |
0.9143 |
|
| R3 |
0.9246 |
0.9208 |
0.9126 |
|
| R2 |
0.9185 |
0.9185 |
0.9120 |
|
| R1 |
0.9147 |
0.9147 |
0.9115 |
0.9136 |
| PP |
0.9124 |
0.9124 |
0.9124 |
0.9118 |
| S1 |
0.9086 |
0.9086 |
0.9103 |
0.9075 |
| S2 |
0.9063 |
0.9063 |
0.9098 |
|
| S3 |
0.9002 |
0.9025 |
0.9092 |
|
| S4 |
0.8941 |
0.8964 |
0.9075 |
|
|
| 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 |
0.9207 |
0.9101 |
0.0106 |
1.2% |
0.0048 |
0.5% |
8% |
False |
True |
56,426 |
| 10 |
0.9325 |
0.9101 |
0.0224 |
2.5% |
0.0045 |
0.5% |
4% |
False |
True |
51,027 |
| 20 |
0.9392 |
0.9101 |
0.0291 |
3.2% |
0.0044 |
0.5% |
3% |
False |
True |
49,484 |
| 40 |
0.9399 |
0.9101 |
0.0298 |
3.3% |
0.0042 |
0.5% |
3% |
False |
True |
47,569 |
| 60 |
0.9399 |
0.9100 |
0.0299 |
3.3% |
0.0040 |
0.4% |
3% |
False |
False |
32,530 |
| 80 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0039 |
0.4% |
24% |
False |
False |
24,497 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
50% |
False |
False |
19,656 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0041 |
0.5% |
50% |
False |
False |
16,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9421 |
|
2.618 |
0.9322 |
|
1.618 |
0.9261 |
|
1.000 |
0.9223 |
|
0.618 |
0.9200 |
|
HIGH |
0.9162 |
|
0.618 |
0.9139 |
|
0.500 |
0.9132 |
|
0.382 |
0.9124 |
|
LOW |
0.9101 |
|
0.618 |
0.9063 |
|
1.000 |
0.9040 |
|
1.618 |
0.9002 |
|
2.618 |
0.8941 |
|
4.250 |
0.8842 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9132 |
0.9140 |
| PP |
0.9124 |
0.9129 |
| S1 |
0.9117 |
0.9119 |
|