CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 08-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9153 |
0.9144 |
-0.0009 |
-0.1% |
0.9150 |
High |
0.9163 |
0.9158 |
-0.0005 |
-0.1% |
0.9163 |
Low |
0.9134 |
0.9096 |
-0.0038 |
-0.4% |
0.9094 |
Close |
0.9144 |
0.9106 |
-0.0038 |
-0.4% |
0.9106 |
Range |
0.0029 |
0.0062 |
0.0033 |
113.8% |
0.0069 |
ATR |
0.0044 |
0.0045 |
0.0001 |
3.0% |
0.0000 |
Volume |
49,796 |
63,582 |
13,786 |
27.7% |
265,343 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9306 |
0.9268 |
0.9140 |
|
R3 |
0.9244 |
0.9206 |
0.9123 |
|
R2 |
0.9182 |
0.9182 |
0.9117 |
|
R1 |
0.9144 |
0.9144 |
0.9112 |
0.9132 |
PP |
0.9120 |
0.9120 |
0.9120 |
0.9114 |
S1 |
0.9082 |
0.9082 |
0.9100 |
0.9070 |
S2 |
0.9058 |
0.9058 |
0.9095 |
|
S3 |
0.8996 |
0.9020 |
0.9089 |
|
S4 |
0.8934 |
0.8958 |
0.9072 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9328 |
0.9286 |
0.9144 |
|
R3 |
0.9259 |
0.9217 |
0.9125 |
|
R2 |
0.9190 |
0.9190 |
0.9119 |
|
R1 |
0.9148 |
0.9148 |
0.9112 |
0.9135 |
PP |
0.9121 |
0.9121 |
0.9121 |
0.9114 |
S1 |
0.9079 |
0.9079 |
0.9100 |
0.9066 |
S2 |
0.9052 |
0.9052 |
0.9093 |
|
S3 |
0.8983 |
0.9010 |
0.9087 |
|
S4 |
0.8914 |
0.8941 |
0.9068 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9163 |
0.9094 |
0.0069 |
0.8% |
0.0047 |
0.5% |
17% |
False |
False |
53,068 |
10 |
0.9251 |
0.9094 |
0.0157 |
1.7% |
0.0047 |
0.5% |
8% |
False |
False |
54,501 |
20 |
0.9326 |
0.9094 |
0.0232 |
2.5% |
0.0044 |
0.5% |
5% |
False |
False |
50,226 |
40 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0044 |
0.5% |
4% |
False |
False |
49,216 |
60 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0041 |
0.4% |
4% |
False |
False |
35,404 |
80 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0040 |
0.4% |
23% |
False |
False |
26,673 |
100 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
50% |
False |
False |
21,395 |
120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
50% |
False |
False |
17,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9422 |
2.618 |
0.9320 |
1.618 |
0.9258 |
1.000 |
0.9220 |
0.618 |
0.9196 |
HIGH |
0.9158 |
0.618 |
0.9134 |
0.500 |
0.9127 |
0.382 |
0.9120 |
LOW |
0.9096 |
0.618 |
0.9058 |
1.000 |
0.9034 |
1.618 |
0.8996 |
2.618 |
0.8934 |
4.250 |
0.8833 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9127 |
0.9129 |
PP |
0.9120 |
0.9121 |
S1 |
0.9113 |
0.9114 |
|