CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9205 |
0.9204 |
-0.0001 |
0.0% |
0.9119 |
| High |
0.9224 |
0.9247 |
0.0023 |
0.2% |
0.9247 |
| Low |
0.9196 |
0.9192 |
-0.0004 |
0.0% |
0.9088 |
| Close |
0.9211 |
0.9195 |
-0.0016 |
-0.2% |
0.9195 |
| Range |
0.0028 |
0.0055 |
0.0027 |
96.4% |
0.0159 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.5% |
0.0000 |
| Volume |
56,750 |
53,349 |
-3,401 |
-6.0% |
281,414 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9376 |
0.9341 |
0.9225 |
|
| R3 |
0.9321 |
0.9286 |
0.9210 |
|
| R2 |
0.9266 |
0.9266 |
0.9205 |
|
| R1 |
0.9231 |
0.9231 |
0.9200 |
0.9221 |
| PP |
0.9211 |
0.9211 |
0.9211 |
0.9207 |
| S1 |
0.9176 |
0.9176 |
0.9190 |
0.9166 |
| S2 |
0.9156 |
0.9156 |
0.9185 |
|
| S3 |
0.9101 |
0.9121 |
0.9180 |
|
| S4 |
0.9046 |
0.9066 |
0.9165 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9654 |
0.9583 |
0.9282 |
|
| R3 |
0.9495 |
0.9424 |
0.9239 |
|
| R2 |
0.9336 |
0.9336 |
0.9224 |
|
| R1 |
0.9265 |
0.9265 |
0.9210 |
0.9301 |
| PP |
0.9177 |
0.9177 |
0.9177 |
0.9194 |
| S1 |
0.9106 |
0.9106 |
0.9180 |
0.9142 |
| S2 |
0.9018 |
0.9018 |
0.9166 |
|
| S3 |
0.8859 |
0.8947 |
0.9151 |
|
| S4 |
0.8700 |
0.8788 |
0.9108 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9247 |
0.9088 |
0.0159 |
1.7% |
0.0055 |
0.6% |
67% |
True |
False |
56,282 |
| 10 |
0.9247 |
0.9088 |
0.0159 |
1.7% |
0.0047 |
0.5% |
67% |
True |
False |
48,471 |
| 20 |
0.9247 |
0.9088 |
0.0159 |
1.7% |
0.0045 |
0.5% |
67% |
True |
False |
48,839 |
| 40 |
0.9392 |
0.9088 |
0.0304 |
3.3% |
0.0044 |
0.5% |
35% |
False |
False |
49,242 |
| 60 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0043 |
0.5% |
34% |
False |
False |
46,852 |
| 80 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0042 |
0.5% |
34% |
False |
False |
35,493 |
| 100 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0041 |
0.4% |
46% |
False |
False |
28,463 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0043 |
0.5% |
65% |
False |
False |
23,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9481 |
|
2.618 |
0.9391 |
|
1.618 |
0.9336 |
|
1.000 |
0.9302 |
|
0.618 |
0.9281 |
|
HIGH |
0.9247 |
|
0.618 |
0.9226 |
|
0.500 |
0.9220 |
|
0.382 |
0.9213 |
|
LOW |
0.9192 |
|
0.618 |
0.9158 |
|
1.000 |
0.9137 |
|
1.618 |
0.9103 |
|
2.618 |
0.9048 |
|
4.250 |
0.8958 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9220 |
0.9192 |
| PP |
0.9211 |
0.9188 |
| S1 |
0.9203 |
0.9185 |
|