CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9119 |
0.9100 |
-0.0019 |
-0.2% |
0.9176 |
| High |
0.9134 |
0.9136 |
0.0002 |
0.0% |
0.9189 |
| Low |
0.9097 |
0.9088 |
-0.0009 |
-0.1% |
0.9096 |
| Close |
0.9101 |
0.9126 |
0.0025 |
0.3% |
0.9131 |
| Range |
0.0037 |
0.0048 |
0.0011 |
29.7% |
0.0093 |
| ATR |
0.0041 |
0.0042 |
0.0000 |
1.1% |
0.0000 |
| Volume |
30,551 |
42,596 |
12,045 |
39.4% |
203,298 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9261 |
0.9241 |
0.9152 |
|
| R3 |
0.9213 |
0.9193 |
0.9139 |
|
| R2 |
0.9165 |
0.9165 |
0.9135 |
|
| R1 |
0.9145 |
0.9145 |
0.9130 |
0.9155 |
| PP |
0.9117 |
0.9117 |
0.9117 |
0.9122 |
| S1 |
0.9097 |
0.9097 |
0.9122 |
0.9107 |
| S2 |
0.9069 |
0.9069 |
0.9117 |
|
| S3 |
0.9021 |
0.9049 |
0.9113 |
|
| S4 |
0.8973 |
0.9001 |
0.9100 |
|
|
| 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 |
0.9146 |
0.9088 |
0.0058 |
0.6% |
0.0041 |
0.5% |
66% |
False |
True |
42,229 |
| 10 |
0.9202 |
0.9088 |
0.0114 |
1.2% |
0.0039 |
0.4% |
33% |
False |
True |
41,758 |
| 20 |
0.9207 |
0.9088 |
0.0119 |
1.3% |
0.0043 |
0.5% |
32% |
False |
True |
47,990 |
| 40 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0043 |
0.5% |
12% |
False |
True |
47,242 |
| 60 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0041 |
0.5% |
12% |
False |
True |
43,686 |
| 80 |
0.9399 |
0.9073 |
0.0326 |
3.6% |
0.0041 |
0.5% |
16% |
False |
False |
32,927 |
| 100 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0040 |
0.4% |
28% |
False |
False |
26,387 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0042 |
0.5% |
53% |
False |
False |
22,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9340 |
|
2.618 |
0.9262 |
|
1.618 |
0.9214 |
|
1.000 |
0.9184 |
|
0.618 |
0.9166 |
|
HIGH |
0.9136 |
|
0.618 |
0.9118 |
|
0.500 |
0.9112 |
|
0.382 |
0.9106 |
|
LOW |
0.9088 |
|
0.618 |
0.9058 |
|
1.000 |
0.9040 |
|
1.618 |
0.9010 |
|
2.618 |
0.8962 |
|
4.250 |
0.8884 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9121 |
0.9123 |
| PP |
0.9117 |
0.9120 |
| S1 |
0.9112 |
0.9117 |
|