CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9134 |
0.9119 |
-0.0015 |
-0.2% |
0.9176 |
| High |
0.9146 |
0.9134 |
-0.0012 |
-0.1% |
0.9189 |
| Low |
0.9100 |
0.9097 |
-0.0003 |
0.0% |
0.9096 |
| Close |
0.9131 |
0.9101 |
-0.0030 |
-0.3% |
0.9131 |
| Range |
0.0046 |
0.0037 |
-0.0009 |
-19.6% |
0.0093 |
| ATR |
0.0042 |
0.0041 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
52,376 |
30,551 |
-21,825 |
-41.7% |
203,298 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9222 |
0.9198 |
0.9121 |
|
| R3 |
0.9185 |
0.9161 |
0.9111 |
|
| R2 |
0.9148 |
0.9148 |
0.9108 |
|
| R1 |
0.9124 |
0.9124 |
0.9104 |
0.9118 |
| PP |
0.9111 |
0.9111 |
0.9111 |
0.9107 |
| S1 |
0.9087 |
0.9087 |
0.9098 |
0.9081 |
| S2 |
0.9074 |
0.9074 |
0.9094 |
|
| S3 |
0.9037 |
0.9050 |
0.9091 |
|
| S4 |
0.9000 |
0.9013 |
0.9081 |
|
|
| 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 |
0.9179 |
0.9096 |
0.0083 |
0.9% |
0.0042 |
0.5% |
6% |
False |
False |
41,392 |
| 10 |
0.9202 |
0.9096 |
0.0106 |
1.2% |
0.0037 |
0.4% |
5% |
False |
False |
41,238 |
| 20 |
0.9250 |
0.9094 |
0.0156 |
1.7% |
0.0044 |
0.5% |
4% |
False |
False |
48,448 |
| 40 |
0.9399 |
0.9094 |
0.0305 |
3.4% |
0.0043 |
0.5% |
2% |
False |
False |
47,562 |
| 60 |
0.9399 |
0.9094 |
0.0305 |
3.4% |
0.0042 |
0.5% |
2% |
False |
False |
42,995 |
| 80 |
0.9399 |
0.9046 |
0.0353 |
3.9% |
0.0041 |
0.5% |
16% |
False |
False |
32,401 |
| 100 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0040 |
0.4% |
22% |
False |
False |
25,964 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0043 |
0.5% |
49% |
False |
False |
21,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9291 |
|
2.618 |
0.9231 |
|
1.618 |
0.9194 |
|
1.000 |
0.9171 |
|
0.618 |
0.9157 |
|
HIGH |
0.9134 |
|
0.618 |
0.9120 |
|
0.500 |
0.9116 |
|
0.382 |
0.9111 |
|
LOW |
0.9097 |
|
0.618 |
0.9074 |
|
1.000 |
0.9060 |
|
1.618 |
0.9037 |
|
2.618 |
0.9000 |
|
4.250 |
0.8940 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9116 |
0.9121 |
| PP |
0.9111 |
0.9114 |
| S1 |
0.9106 |
0.9108 |
|