CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9178 |
0.9134 |
-0.0044 |
-0.5% |
0.9106 |
| High |
0.9179 |
0.9142 |
-0.0037 |
-0.4% |
0.9202 |
| Low |
0.9126 |
0.9106 |
-0.0020 |
-0.2% |
0.9101 |
| Close |
0.9132 |
0.9113 |
-0.0019 |
-0.2% |
0.9174 |
| Range |
0.0053 |
0.0036 |
-0.0017 |
-32.1% |
0.0101 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
38,411 |
50,705 |
12,294 |
32.0% |
226,742 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9228 |
0.9207 |
0.9133 |
|
| R3 |
0.9192 |
0.9171 |
0.9123 |
|
| R2 |
0.9156 |
0.9156 |
0.9120 |
|
| R1 |
0.9135 |
0.9135 |
0.9116 |
0.9128 |
| PP |
0.9120 |
0.9120 |
0.9120 |
0.9117 |
| S1 |
0.9099 |
0.9099 |
0.9110 |
0.9092 |
| S2 |
0.9084 |
0.9084 |
0.9106 |
|
| S3 |
0.9048 |
0.9063 |
0.9103 |
|
| S4 |
0.9012 |
0.9027 |
0.9093 |
|
|
| 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 |
0.9106 |
0.0096 |
1.1% |
0.0038 |
0.4% |
7% |
False |
True |
42,019 |
| 10 |
0.9202 |
0.9096 |
0.0106 |
1.2% |
0.0039 |
0.4% |
16% |
False |
False |
45,612 |
| 20 |
0.9318 |
0.9094 |
0.0224 |
2.5% |
0.0043 |
0.5% |
8% |
False |
False |
49,322 |
| 40 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0042 |
0.5% |
6% |
False |
False |
48,046 |
| 60 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0042 |
0.5% |
6% |
False |
False |
41,073 |
| 80 |
0.9399 |
0.9043 |
0.0356 |
3.9% |
0.0041 |
0.5% |
20% |
False |
False |
30,939 |
| 100 |
0.9399 |
0.8999 |
0.0400 |
4.4% |
0.0040 |
0.4% |
29% |
False |
False |
24,795 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
51% |
False |
False |
20,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9295 |
|
2.618 |
0.9236 |
|
1.618 |
0.9200 |
|
1.000 |
0.9178 |
|
0.618 |
0.9164 |
|
HIGH |
0.9142 |
|
0.618 |
0.9128 |
|
0.500 |
0.9124 |
|
0.382 |
0.9120 |
|
LOW |
0.9106 |
|
0.618 |
0.9084 |
|
1.000 |
0.9070 |
|
1.618 |
0.9048 |
|
2.618 |
0.9012 |
|
4.250 |
0.8953 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9124 |
0.9148 |
| PP |
0.9120 |
0.9136 |
| S1 |
0.9117 |
0.9125 |
|