CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9144 |
0.9106 |
-0.0038 |
-0.4% |
0.9150 |
| High |
0.9158 |
0.9151 |
-0.0007 |
-0.1% |
0.9163 |
| Low |
0.9096 |
0.9101 |
0.0005 |
0.1% |
0.9094 |
| Close |
0.9106 |
0.9143 |
0.0037 |
0.4% |
0.9106 |
| Range |
0.0062 |
0.0050 |
-0.0012 |
-19.4% |
0.0069 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.8% |
0.0000 |
| Volume |
63,582 |
48,202 |
-15,380 |
-24.2% |
265,343 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9282 |
0.9262 |
0.9171 |
|
| R3 |
0.9232 |
0.9212 |
0.9157 |
|
| R2 |
0.9182 |
0.9182 |
0.9152 |
|
| R1 |
0.9162 |
0.9162 |
0.9148 |
0.9172 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9137 |
| S1 |
0.9112 |
0.9112 |
0.9138 |
0.9122 |
| S2 |
0.9082 |
0.9082 |
0.9134 |
|
| S3 |
0.9032 |
0.9062 |
0.9129 |
|
| S4 |
0.8982 |
0.9012 |
0.9116 |
|
|
| 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% |
0.0053 |
0.6% |
71% |
False |
False |
56,637 |
| 10 |
0.9250 |
0.9094 |
0.0156 |
1.7% |
0.0050 |
0.5% |
31% |
False |
False |
55,657 |
| 20 |
0.9326 |
0.9094 |
0.0232 |
2.5% |
0.0045 |
0.5% |
21% |
False |
False |
50,435 |
| 40 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0045 |
0.5% |
16% |
False |
False |
49,361 |
| 60 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0041 |
0.5% |
16% |
False |
False |
36,204 |
| 80 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0040 |
0.4% |
33% |
False |
False |
27,270 |
| 100 |
0.9399 |
0.8834 |
0.0565 |
6.2% |
0.0041 |
0.5% |
55% |
False |
False |
21,875 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
56% |
False |
False |
18,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9364 |
|
2.618 |
0.9282 |
|
1.618 |
0.9232 |
|
1.000 |
0.9201 |
|
0.618 |
0.9182 |
|
HIGH |
0.9151 |
|
0.618 |
0.9132 |
|
0.500 |
0.9126 |
|
0.382 |
0.9120 |
|
LOW |
0.9101 |
|
0.618 |
0.9070 |
|
1.000 |
0.9051 |
|
1.618 |
0.9020 |
|
2.618 |
0.8970 |
|
4.250 |
0.8889 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9137 |
0.9139 |
| PP |
0.9132 |
0.9134 |
| S1 |
0.9126 |
0.9130 |
|