CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 14-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9145 |
0.9155 |
0.0010 |
0.1% |
0.9150 |
High |
0.9161 |
0.9179 |
0.0018 |
0.2% |
0.9163 |
Low |
0.9133 |
0.9149 |
0.0016 |
0.2% |
0.9094 |
Close |
0.9152 |
0.9162 |
0.0010 |
0.1% |
0.9106 |
Range |
0.0028 |
0.0030 |
0.0002 |
7.1% |
0.0069 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
47,047 |
33,235 |
-13,812 |
-29.4% |
265,343 |
|
Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9253 |
0.9238 |
0.9179 |
|
R3 |
0.9223 |
0.9208 |
0.9170 |
|
R2 |
0.9193 |
0.9193 |
0.9168 |
|
R1 |
0.9178 |
0.9178 |
0.9165 |
0.9186 |
PP |
0.9163 |
0.9163 |
0.9163 |
0.9167 |
S1 |
0.9148 |
0.9148 |
0.9159 |
0.9156 |
S2 |
0.9133 |
0.9133 |
0.9157 |
|
S3 |
0.9103 |
0.9118 |
0.9154 |
|
S4 |
0.9073 |
0.9088 |
0.9146 |
|
|
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 |
0.9179 |
0.9096 |
0.0083 |
0.9% |
0.0041 |
0.4% |
80% |
True |
False |
45,892 |
10 |
0.9179 |
0.9094 |
0.0085 |
0.9% |
0.0043 |
0.5% |
80% |
True |
False |
49,570 |
20 |
0.9326 |
0.9094 |
0.0232 |
2.5% |
0.0042 |
0.5% |
29% |
False |
False |
47,893 |
40 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0043 |
0.5% |
22% |
False |
False |
49,177 |
60 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0041 |
0.5% |
22% |
False |
False |
38,150 |
80 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0040 |
0.4% |
38% |
False |
False |
28,736 |
100 |
0.9399 |
0.8888 |
0.0511 |
5.6% |
0.0041 |
0.4% |
54% |
False |
False |
23,042 |
120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
59% |
False |
False |
19,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9307 |
2.618 |
0.9258 |
1.618 |
0.9228 |
1.000 |
0.9209 |
0.618 |
0.9198 |
HIGH |
0.9179 |
0.618 |
0.9168 |
0.500 |
0.9164 |
0.382 |
0.9160 |
LOW |
0.9149 |
0.618 |
0.9130 |
1.000 |
0.9119 |
1.618 |
0.9100 |
2.618 |
0.9070 |
4.250 |
0.9022 |
|
|
Fisher Pivots for day following 14-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9164 |
0.9158 |
PP |
0.9163 |
0.9154 |
S1 |
0.9163 |
0.9151 |
|