CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9106 |
0.9146 |
0.0040 |
0.4% |
0.9150 |
| High |
0.9151 |
0.9156 |
0.0005 |
0.1% |
0.9163 |
| Low |
0.9101 |
0.9122 |
0.0021 |
0.2% |
0.9094 |
| Close |
0.9143 |
0.9154 |
0.0011 |
0.1% |
0.9106 |
| Range |
0.0050 |
0.0034 |
-0.0016 |
-32.0% |
0.0069 |
| ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
48,202 |
37,397 |
-10,805 |
-22.4% |
265,343 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9246 |
0.9234 |
0.9173 |
|
| R3 |
0.9212 |
0.9200 |
0.9163 |
|
| R2 |
0.9178 |
0.9178 |
0.9160 |
|
| R1 |
0.9166 |
0.9166 |
0.9157 |
0.9172 |
| PP |
0.9144 |
0.9144 |
0.9144 |
0.9147 |
| S1 |
0.9132 |
0.9132 |
0.9151 |
0.9138 |
| S2 |
0.9110 |
0.9110 |
0.9148 |
|
| S3 |
0.9076 |
0.9098 |
0.9145 |
|
| S4 |
0.9042 |
0.9064 |
0.9135 |
|
|
| 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% |
87% |
False |
False |
52,018 |
| 10 |
0.9207 |
0.9094 |
0.0113 |
1.2% |
0.0047 |
0.5% |
53% |
False |
False |
54,222 |
| 20 |
0.9326 |
0.9094 |
0.0232 |
2.5% |
0.0044 |
0.5% |
26% |
False |
False |
49,592 |
| 40 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0045 |
0.5% |
20% |
False |
False |
49,214 |
| 60 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0041 |
0.5% |
20% |
False |
False |
36,819 |
| 80 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0040 |
0.4% |
36% |
False |
False |
27,735 |
| 100 |
0.9399 |
0.8847 |
0.0552 |
6.0% |
0.0041 |
0.5% |
56% |
False |
False |
22,244 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
58% |
False |
False |
18,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9301 |
|
2.618 |
0.9245 |
|
1.618 |
0.9211 |
|
1.000 |
0.9190 |
|
0.618 |
0.9177 |
|
HIGH |
0.9156 |
|
0.618 |
0.9143 |
|
0.500 |
0.9139 |
|
0.382 |
0.9135 |
|
LOW |
0.9122 |
|
0.618 |
0.9101 |
|
1.000 |
0.9088 |
|
1.618 |
0.9067 |
|
2.618 |
0.9033 |
|
4.250 |
0.8978 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9149 |
0.9145 |
| PP |
0.9144 |
0.9136 |
| S1 |
0.9139 |
0.9127 |
|