CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9115 |
0.9153 |
0.0038 |
0.4% |
0.9234 |
| High |
0.9155 |
0.9163 |
0.0008 |
0.1% |
0.9251 |
| Low |
0.9094 |
0.9134 |
0.0040 |
0.4% |
0.9128 |
| Close |
0.9149 |
0.9144 |
-0.0005 |
-0.1% |
0.9149 |
| Range |
0.0061 |
0.0029 |
-0.0032 |
-52.5% |
0.0123 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
61,116 |
49,796 |
-11,320 |
-18.5% |
279,671 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9234 |
0.9218 |
0.9160 |
|
| R3 |
0.9205 |
0.9189 |
0.9152 |
|
| R2 |
0.9176 |
0.9176 |
0.9149 |
|
| R1 |
0.9160 |
0.9160 |
0.9147 |
0.9154 |
| PP |
0.9147 |
0.9147 |
0.9147 |
0.9144 |
| S1 |
0.9131 |
0.9131 |
0.9141 |
0.9125 |
| S2 |
0.9118 |
0.9118 |
0.9139 |
|
| S3 |
0.9089 |
0.9102 |
0.9136 |
|
| S4 |
0.9060 |
0.9073 |
0.9128 |
|
|
| 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 |
0.9178 |
0.9094 |
0.0084 |
0.9% |
0.0045 |
0.5% |
60% |
False |
False |
53,248 |
| 10 |
0.9301 |
0.9094 |
0.0207 |
2.3% |
0.0048 |
0.5% |
24% |
False |
False |
54,575 |
| 20 |
0.9392 |
0.9094 |
0.0298 |
3.3% |
0.0045 |
0.5% |
17% |
False |
False |
50,845 |
| 40 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0043 |
0.5% |
16% |
False |
False |
48,868 |
| 60 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0040 |
0.4% |
16% |
False |
False |
34,355 |
| 80 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0040 |
0.4% |
33% |
False |
False |
25,879 |
| 100 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0043 |
0.5% |
56% |
False |
False |
20,760 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0041 |
0.5% |
56% |
False |
False |
17,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9286 |
|
2.618 |
0.9239 |
|
1.618 |
0.9210 |
|
1.000 |
0.9192 |
|
0.618 |
0.9181 |
|
HIGH |
0.9163 |
|
0.618 |
0.9152 |
|
0.500 |
0.9149 |
|
0.382 |
0.9145 |
|
LOW |
0.9134 |
|
0.618 |
0.9116 |
|
1.000 |
0.9105 |
|
1.618 |
0.9087 |
|
2.618 |
0.9058 |
|
4.250 |
0.9011 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9149 |
0.9139 |
| PP |
0.9147 |
0.9134 |
| S1 |
0.9146 |
0.9129 |
|