CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9100 |
0.9125 |
0.0025 |
0.3% |
0.9176 |
High |
0.9136 |
0.9231 |
0.0095 |
1.0% |
0.9189 |
Low |
0.9088 |
0.9123 |
0.0035 |
0.4% |
0.9096 |
Close |
0.9126 |
0.9221 |
0.0095 |
1.0% |
0.9131 |
Range |
0.0048 |
0.0108 |
0.0060 |
125.0% |
0.0093 |
ATR |
0.0042 |
0.0047 |
0.0005 |
11.2% |
0.0000 |
Volume |
42,596 |
98,168 |
55,572 |
130.5% |
203,298 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9516 |
0.9476 |
0.9280 |
|
R3 |
0.9408 |
0.9368 |
0.9251 |
|
R2 |
0.9300 |
0.9300 |
0.9241 |
|
R1 |
0.9260 |
0.9260 |
0.9231 |
0.9280 |
PP |
0.9192 |
0.9192 |
0.9192 |
0.9202 |
S1 |
0.9152 |
0.9152 |
0.9211 |
0.9172 |
S2 |
0.9084 |
0.9084 |
0.9201 |
|
S3 |
0.8976 |
0.9044 |
0.9191 |
|
S4 |
0.8868 |
0.8936 |
0.9162 |
|
|
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 |
0.9231 |
0.9088 |
0.0143 |
1.6% |
0.0056 |
0.6% |
93% |
True |
False |
51,722 |
10 |
0.9231 |
0.9088 |
0.0143 |
1.6% |
0.0047 |
0.5% |
93% |
True |
False |
46,870 |
20 |
0.9231 |
0.9088 |
0.0143 |
1.6% |
0.0046 |
0.5% |
93% |
True |
False |
49,634 |
40 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0045 |
0.5% |
43% |
False |
False |
48,788 |
60 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0043 |
0.5% |
43% |
False |
False |
45,287 |
80 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0042 |
0.5% |
43% |
False |
False |
34,140 |
100 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0041 |
0.4% |
53% |
False |
False |
27,368 |
120 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0042 |
0.5% |
70% |
False |
False |
22,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9690 |
2.618 |
0.9514 |
1.618 |
0.9406 |
1.000 |
0.9339 |
0.618 |
0.9298 |
HIGH |
0.9231 |
0.618 |
0.9190 |
0.500 |
0.9177 |
0.382 |
0.9164 |
LOW |
0.9123 |
0.618 |
0.9056 |
1.000 |
0.9015 |
1.618 |
0.8948 |
2.618 |
0.8840 |
4.250 |
0.8664 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9206 |
0.9201 |
PP |
0.9192 |
0.9180 |
S1 |
0.9177 |
0.9160 |
|