CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9110 |
0.9134 |
0.0024 |
0.3% |
0.9176 |
High |
0.9135 |
0.9146 |
0.0011 |
0.1% |
0.9189 |
Low |
0.9096 |
0.9100 |
0.0004 |
0.0% |
0.9096 |
Close |
0.9130 |
0.9131 |
0.0001 |
0.0% |
0.9131 |
Range |
0.0039 |
0.0046 |
0.0007 |
17.9% |
0.0093 |
ATR |
0.0042 |
0.0042 |
0.0000 |
0.8% |
0.0000 |
Volume |
34,921 |
52,376 |
17,455 |
50.0% |
203,298 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9264 |
0.9243 |
0.9156 |
|
R3 |
0.9218 |
0.9197 |
0.9144 |
|
R2 |
0.9172 |
0.9172 |
0.9139 |
|
R1 |
0.9151 |
0.9151 |
0.9135 |
0.9139 |
PP |
0.9126 |
0.9126 |
0.9126 |
0.9119 |
S1 |
0.9105 |
0.9105 |
0.9127 |
0.9093 |
S2 |
0.9080 |
0.9080 |
0.9123 |
|
S3 |
0.9034 |
0.9059 |
0.9118 |
|
S4 |
0.8988 |
0.9013 |
0.9106 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9418 |
0.9367 |
0.9182 |
|
R3 |
0.9325 |
0.9274 |
0.9157 |
|
R2 |
0.9232 |
0.9232 |
0.9148 |
|
R1 |
0.9181 |
0.9181 |
0.9140 |
0.9160 |
PP |
0.9139 |
0.9139 |
0.9139 |
0.9128 |
S1 |
0.9088 |
0.9088 |
0.9122 |
0.9067 |
S2 |
0.9046 |
0.9046 |
0.9114 |
|
S3 |
0.8953 |
0.8995 |
0.9105 |
|
S4 |
0.8860 |
0.8902 |
0.9080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9189 |
0.9096 |
0.0093 |
1.0% |
0.0039 |
0.4% |
38% |
False |
False |
40,659 |
10 |
0.9202 |
0.9096 |
0.0106 |
1.2% |
0.0039 |
0.4% |
33% |
False |
False |
43,004 |
20 |
0.9251 |
0.9094 |
0.0157 |
1.7% |
0.0043 |
0.5% |
24% |
False |
False |
48,752 |
40 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0043 |
0.5% |
12% |
False |
False |
48,019 |
60 |
0.9399 |
0.9094 |
0.0305 |
3.3% |
0.0042 |
0.5% |
12% |
False |
False |
42,501 |
80 |
0.9399 |
0.9046 |
0.0353 |
3.9% |
0.0041 |
0.5% |
24% |
False |
False |
32,022 |
100 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0040 |
0.4% |
30% |
False |
False |
25,661 |
120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
54% |
False |
False |
21,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9342 |
2.618 |
0.9266 |
1.618 |
0.9220 |
1.000 |
0.9192 |
0.618 |
0.9174 |
HIGH |
0.9146 |
0.618 |
0.9128 |
0.500 |
0.9123 |
0.382 |
0.9118 |
LOW |
0.9100 |
0.618 |
0.9072 |
1.000 |
0.9054 |
1.618 |
0.9026 |
2.618 |
0.8980 |
4.250 |
0.8905 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9128 |
0.9128 |
PP |
0.9126 |
0.9124 |
S1 |
0.9123 |
0.9121 |
|