CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9159 |
0.9115 |
-0.0044 |
-0.5% |
0.9234 |
| High |
0.9162 |
0.9155 |
-0.0007 |
-0.1% |
0.9251 |
| Low |
0.9101 |
0.9094 |
-0.0007 |
-0.1% |
0.9128 |
| Close |
0.9109 |
0.9149 |
0.0040 |
0.4% |
0.9149 |
| Range |
0.0061 |
0.0061 |
0.0000 |
0.0% |
0.0123 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.9% |
0.0000 |
| Volume |
60,493 |
61,116 |
623 |
1.0% |
279,671 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9316 |
0.9293 |
0.9183 |
|
| R3 |
0.9255 |
0.9232 |
0.9166 |
|
| R2 |
0.9194 |
0.9194 |
0.9160 |
|
| R1 |
0.9171 |
0.9171 |
0.9155 |
0.9183 |
| PP |
0.9133 |
0.9133 |
0.9133 |
0.9138 |
| S1 |
0.9110 |
0.9110 |
0.9143 |
0.9122 |
| S2 |
0.9072 |
0.9072 |
0.9138 |
|
| S3 |
0.9011 |
0.9049 |
0.9132 |
|
| S4 |
0.8950 |
0.8988 |
0.9115 |
|
|
| 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 |
0.9184 |
0.9094 |
0.0090 |
1.0% |
0.0048 |
0.5% |
61% |
False |
True |
55,591 |
| 10 |
0.9318 |
0.9094 |
0.0224 |
2.4% |
0.0048 |
0.5% |
25% |
False |
True |
53,032 |
| 20 |
0.9392 |
0.9094 |
0.0298 |
3.3% |
0.0045 |
0.5% |
18% |
False |
True |
50,413 |
| 40 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0043 |
0.5% |
18% |
False |
True |
48,490 |
| 60 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0041 |
0.4% |
18% |
False |
True |
33,530 |
| 80 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0040 |
0.4% |
34% |
False |
False |
25,259 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
57% |
False |
False |
20,263 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0041 |
0.5% |
57% |
False |
False |
16,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9414 |
|
2.618 |
0.9315 |
|
1.618 |
0.9254 |
|
1.000 |
0.9216 |
|
0.618 |
0.9193 |
|
HIGH |
0.9155 |
|
0.618 |
0.9132 |
|
0.500 |
0.9125 |
|
0.382 |
0.9117 |
|
LOW |
0.9094 |
|
0.618 |
0.9056 |
|
1.000 |
0.9033 |
|
1.618 |
0.8995 |
|
2.618 |
0.8934 |
|
4.250 |
0.8835 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9141 |
0.9142 |
| PP |
0.9133 |
0.9135 |
| S1 |
0.9125 |
0.9128 |
|