CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9125 |
0.9205 |
0.0080 |
0.9% |
0.9176 |
| High |
0.9231 |
0.9224 |
-0.0007 |
-0.1% |
0.9189 |
| Low |
0.9123 |
0.9196 |
0.0073 |
0.8% |
0.9096 |
| Close |
0.9221 |
0.9211 |
-0.0010 |
-0.1% |
0.9131 |
| Range |
0.0108 |
0.0028 |
-0.0080 |
-74.1% |
0.0093 |
| ATR |
0.0047 |
0.0045 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
98,168 |
56,750 |
-41,418 |
-42.2% |
203,298 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9294 |
0.9281 |
0.9226 |
|
| R3 |
0.9266 |
0.9253 |
0.9219 |
|
| R2 |
0.9238 |
0.9238 |
0.9216 |
|
| R1 |
0.9225 |
0.9225 |
0.9214 |
0.9232 |
| PP |
0.9210 |
0.9210 |
0.9210 |
0.9214 |
| S1 |
0.9197 |
0.9197 |
0.9208 |
0.9204 |
| S2 |
0.9182 |
0.9182 |
0.9206 |
|
| S3 |
0.9154 |
0.9169 |
0.9203 |
|
| S4 |
0.9126 |
0.9141 |
0.9196 |
|
|
| 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% |
0.0053 |
0.6% |
86% |
False |
False |
56,088 |
| 10 |
0.9231 |
0.9088 |
0.0143 |
1.6% |
0.0047 |
0.5% |
86% |
False |
False |
49,222 |
| 20 |
0.9231 |
0.9088 |
0.0143 |
1.6% |
0.0045 |
0.5% |
86% |
False |
False |
49,396 |
| 40 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0044 |
0.5% |
40% |
False |
False |
49,242 |
| 60 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0043 |
0.5% |
40% |
False |
False |
46,112 |
| 80 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0042 |
0.5% |
40% |
False |
False |
34,842 |
| 100 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0041 |
0.4% |
51% |
False |
False |
27,932 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.3% |
0.0042 |
0.5% |
68% |
False |
False |
23,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9343 |
|
2.618 |
0.9297 |
|
1.618 |
0.9269 |
|
1.000 |
0.9252 |
|
0.618 |
0.9241 |
|
HIGH |
0.9224 |
|
0.618 |
0.9213 |
|
0.500 |
0.9210 |
|
0.382 |
0.9207 |
|
LOW |
0.9196 |
|
0.618 |
0.9179 |
|
1.000 |
0.9168 |
|
1.618 |
0.9151 |
|
2.618 |
0.9123 |
|
4.250 |
0.9077 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9211 |
0.9194 |
| PP |
0.9210 |
0.9177 |
| S1 |
0.9210 |
0.9160 |
|