CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9134 |
0.9110 |
-0.0024 |
-0.3% |
0.9106 |
High |
0.9142 |
0.9135 |
-0.0007 |
-0.1% |
0.9202 |
Low |
0.9106 |
0.9096 |
-0.0010 |
-0.1% |
0.9101 |
Close |
0.9113 |
0.9130 |
0.0017 |
0.2% |
0.9174 |
Range |
0.0036 |
0.0039 |
0.0003 |
8.3% |
0.0101 |
ATR |
0.0042 |
0.0042 |
0.0000 |
-0.5% |
0.0000 |
Volume |
50,705 |
34,921 |
-15,784 |
-31.1% |
226,742 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9237 |
0.9223 |
0.9151 |
|
R3 |
0.9198 |
0.9184 |
0.9141 |
|
R2 |
0.9159 |
0.9159 |
0.9137 |
|
R1 |
0.9145 |
0.9145 |
0.9134 |
0.9152 |
PP |
0.9120 |
0.9120 |
0.9120 |
0.9124 |
S1 |
0.9106 |
0.9106 |
0.9126 |
0.9113 |
S2 |
0.9081 |
0.9081 |
0.9123 |
|
S3 |
0.9042 |
0.9067 |
0.9119 |
|
S4 |
0.9003 |
0.9028 |
0.9109 |
|
|
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 |
0.9096 |
0.0106 |
1.2% |
0.0040 |
0.4% |
32% |
False |
True |
42,356 |
10 |
0.9202 |
0.9096 |
0.0106 |
1.2% |
0.0040 |
0.4% |
32% |
False |
True |
44,124 |
20 |
0.9301 |
0.9094 |
0.0207 |
2.3% |
0.0044 |
0.5% |
17% |
False |
False |
49,349 |
40 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0043 |
0.5% |
12% |
False |
False |
47,837 |
60 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0042 |
0.5% |
12% |
False |
False |
41,651 |
80 |
0.9399 |
0.9046 |
0.0353 |
3.9% |
0.0041 |
0.4% |
24% |
False |
False |
31,373 |
100 |
0.9399 |
0.8999 |
0.0400 |
4.4% |
0.0040 |
0.4% |
33% |
False |
False |
25,141 |
120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
54% |
False |
False |
20,990 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9301 |
2.618 |
0.9237 |
1.618 |
0.9198 |
1.000 |
0.9174 |
0.618 |
0.9159 |
HIGH |
0.9135 |
0.618 |
0.9120 |
0.500 |
0.9116 |
0.382 |
0.9111 |
LOW |
0.9096 |
0.618 |
0.9072 |
1.000 |
0.9057 |
1.618 |
0.9033 |
2.618 |
0.8994 |
4.250 |
0.8930 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9125 |
0.9138 |
PP |
0.9120 |
0.9135 |
S1 |
0.9116 |
0.9133 |
|