CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9146 |
0.9145 |
-0.0001 |
0.0% |
0.9150 |
| High |
0.9156 |
0.9161 |
0.0005 |
0.1% |
0.9163 |
| Low |
0.9122 |
0.9133 |
0.0011 |
0.1% |
0.9094 |
| Close |
0.9154 |
0.9152 |
-0.0002 |
0.0% |
0.9106 |
| Range |
0.0034 |
0.0028 |
-0.0006 |
-17.6% |
0.0069 |
| ATR |
0.0045 |
0.0043 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
37,397 |
47,047 |
9,650 |
25.8% |
265,343 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9233 |
0.9220 |
0.9167 |
|
| R3 |
0.9205 |
0.9192 |
0.9160 |
|
| R2 |
0.9177 |
0.9177 |
0.9157 |
|
| R1 |
0.9164 |
0.9164 |
0.9155 |
0.9171 |
| PP |
0.9149 |
0.9149 |
0.9149 |
0.9152 |
| S1 |
0.9136 |
0.9136 |
0.9149 |
0.9143 |
| S2 |
0.9121 |
0.9121 |
0.9147 |
|
| S3 |
0.9093 |
0.9108 |
0.9144 |
|
| S4 |
0.9065 |
0.9080 |
0.9137 |
|
|
| 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 |
0.9096 |
0.0067 |
0.7% |
0.0041 |
0.4% |
84% |
False |
False |
49,204 |
| 10 |
0.9184 |
0.9094 |
0.0090 |
1.0% |
0.0044 |
0.5% |
64% |
False |
False |
52,398 |
| 20 |
0.9326 |
0.9094 |
0.0232 |
2.5% |
0.0042 |
0.5% |
25% |
False |
False |
48,476 |
| 40 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0045 |
0.5% |
19% |
False |
False |
49,599 |
| 60 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0042 |
0.5% |
19% |
False |
False |
37,598 |
| 80 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0040 |
0.4% |
35% |
False |
False |
28,322 |
| 100 |
0.9399 |
0.8865 |
0.0534 |
5.8% |
0.0041 |
0.4% |
54% |
False |
False |
22,712 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
58% |
False |
False |
18,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9280 |
|
2.618 |
0.9234 |
|
1.618 |
0.9206 |
|
1.000 |
0.9189 |
|
0.618 |
0.9178 |
|
HIGH |
0.9161 |
|
0.618 |
0.9150 |
|
0.500 |
0.9147 |
|
0.382 |
0.9144 |
|
LOW |
0.9133 |
|
0.618 |
0.9116 |
|
1.000 |
0.9105 |
|
1.618 |
0.9088 |
|
2.618 |
0.9060 |
|
4.250 |
0.9014 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9150 |
0.9145 |
| PP |
0.9149 |
0.9138 |
| S1 |
0.9147 |
0.9131 |
|