CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9176 |
0.9178 |
0.0002 |
0.0% |
0.9106 |
| High |
0.9189 |
0.9179 |
-0.0010 |
-0.1% |
0.9202 |
| Low |
0.9168 |
0.9126 |
-0.0042 |
-0.5% |
0.9101 |
| Close |
0.9178 |
0.9132 |
-0.0046 |
-0.5% |
0.9174 |
| Range |
0.0021 |
0.0053 |
0.0032 |
152.4% |
0.0101 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.0% |
0.0000 |
| Volume |
26,885 |
38,411 |
11,526 |
42.9% |
226,742 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9305 |
0.9271 |
0.9161 |
|
| R3 |
0.9252 |
0.9218 |
0.9147 |
|
| R2 |
0.9199 |
0.9199 |
0.9142 |
|
| R1 |
0.9165 |
0.9165 |
0.9137 |
0.9156 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9141 |
| S1 |
0.9112 |
0.9112 |
0.9127 |
0.9103 |
| S2 |
0.9093 |
0.9093 |
0.9122 |
|
| S3 |
0.9040 |
0.9059 |
0.9117 |
|
| S4 |
0.8987 |
0.9006 |
0.9103 |
|
|
| 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 |
0.9126 |
0.0076 |
0.8% |
0.0036 |
0.4% |
8% |
False |
True |
41,287 |
| 10 |
0.9202 |
0.9094 |
0.0108 |
1.2% |
0.0042 |
0.5% |
35% |
False |
False |
46,653 |
| 20 |
0.9325 |
0.9094 |
0.0231 |
2.5% |
0.0043 |
0.5% |
16% |
False |
False |
48,840 |
| 40 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0042 |
0.5% |
12% |
False |
False |
47,867 |
| 60 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0042 |
0.5% |
12% |
False |
False |
40,236 |
| 80 |
0.9399 |
0.9030 |
0.0369 |
4.0% |
0.0041 |
0.4% |
28% |
False |
False |
30,307 |
| 100 |
0.9399 |
0.8991 |
0.0408 |
4.5% |
0.0040 |
0.4% |
35% |
False |
False |
24,296 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
54% |
False |
False |
20,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9404 |
|
2.618 |
0.9318 |
|
1.618 |
0.9265 |
|
1.000 |
0.9232 |
|
0.618 |
0.9212 |
|
HIGH |
0.9179 |
|
0.618 |
0.9159 |
|
0.500 |
0.9153 |
|
0.382 |
0.9146 |
|
LOW |
0.9126 |
|
0.618 |
0.9093 |
|
1.000 |
0.9073 |
|
1.618 |
0.9040 |
|
2.618 |
0.8987 |
|
4.250 |
0.8901 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9153 |
0.9164 |
| PP |
0.9146 |
0.9153 |
| S1 |
0.9139 |
0.9143 |
|