CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9155 |
0.9163 |
0.0008 |
0.1% |
0.9106 |
| High |
0.9179 |
0.9202 |
0.0023 |
0.3% |
0.9202 |
| Low |
0.9149 |
0.9153 |
0.0004 |
0.0% |
0.9101 |
| Close |
0.9162 |
0.9174 |
0.0012 |
0.1% |
0.9174 |
| Range |
0.0030 |
0.0049 |
0.0019 |
63.3% |
0.0101 |
| ATR |
0.0042 |
0.0043 |
0.0000 |
1.1% |
0.0000 |
| Volume |
33,235 |
60,861 |
27,626 |
83.1% |
226,742 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9323 |
0.9298 |
0.9201 |
|
| R3 |
0.9274 |
0.9249 |
0.9187 |
|
| R2 |
0.9225 |
0.9225 |
0.9183 |
|
| R1 |
0.9200 |
0.9200 |
0.9178 |
0.9213 |
| PP |
0.9176 |
0.9176 |
0.9176 |
0.9183 |
| S1 |
0.9151 |
0.9151 |
0.9170 |
0.9164 |
| S2 |
0.9127 |
0.9127 |
0.9165 |
|
| S3 |
0.9078 |
0.9102 |
0.9161 |
|
| S4 |
0.9029 |
0.9053 |
0.9147 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9462 |
0.9419 |
0.9230 |
|
| R3 |
0.9361 |
0.9318 |
0.9202 |
|
| R2 |
0.9260 |
0.9260 |
0.9193 |
|
| R1 |
0.9217 |
0.9217 |
0.9183 |
0.9239 |
| PP |
0.9159 |
0.9159 |
0.9159 |
0.9170 |
| S1 |
0.9116 |
0.9116 |
0.9165 |
0.9138 |
| S2 |
0.9058 |
0.9058 |
0.9155 |
|
| S3 |
0.8957 |
0.9015 |
0.9146 |
|
| S4 |
0.8856 |
0.8914 |
0.9118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9202 |
0.9101 |
0.0101 |
1.1% |
0.0038 |
0.4% |
72% |
True |
False |
45,348 |
| 10 |
0.9202 |
0.9094 |
0.0108 |
1.2% |
0.0043 |
0.5% |
74% |
True |
False |
49,208 |
| 20 |
0.9325 |
0.9094 |
0.0231 |
2.5% |
0.0042 |
0.5% |
35% |
False |
False |
48,821 |
| 40 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0043 |
0.5% |
26% |
False |
False |
49,316 |
| 60 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0042 |
0.5% |
26% |
False |
False |
39,160 |
| 80 |
0.9399 |
0.9025 |
0.0374 |
4.1% |
0.0041 |
0.4% |
40% |
False |
False |
29,496 |
| 100 |
0.9399 |
0.8919 |
0.0480 |
5.2% |
0.0041 |
0.4% |
53% |
False |
False |
23,651 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
61% |
False |
False |
19,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9410 |
|
2.618 |
0.9330 |
|
1.618 |
0.9281 |
|
1.000 |
0.9251 |
|
0.618 |
0.9232 |
|
HIGH |
0.9202 |
|
0.618 |
0.9183 |
|
0.500 |
0.9178 |
|
0.382 |
0.9172 |
|
LOW |
0.9153 |
|
0.618 |
0.9123 |
|
1.000 |
0.9104 |
|
1.618 |
0.9074 |
|
2.618 |
0.9025 |
|
4.250 |
0.8945 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9178 |
0.9172 |
| PP |
0.9176 |
0.9170 |
| S1 |
0.9175 |
0.9168 |
|