CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9204 |
0.9193 |
-0.0011 |
-0.1% |
0.9119 |
| High |
0.9247 |
0.9208 |
-0.0039 |
-0.4% |
0.9247 |
| Low |
0.9192 |
0.9141 |
-0.0051 |
-0.6% |
0.9088 |
| Close |
0.9195 |
0.9151 |
-0.0044 |
-0.5% |
0.9195 |
| Range |
0.0055 |
0.0067 |
0.0012 |
21.8% |
0.0159 |
| ATR |
0.0046 |
0.0048 |
0.0001 |
3.3% |
0.0000 |
| Volume |
53,349 |
71,233 |
17,884 |
33.5% |
281,414 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9368 |
0.9326 |
0.9188 |
|
| R3 |
0.9301 |
0.9259 |
0.9169 |
|
| R2 |
0.9234 |
0.9234 |
0.9163 |
|
| R1 |
0.9192 |
0.9192 |
0.9157 |
0.9180 |
| PP |
0.9167 |
0.9167 |
0.9167 |
0.9160 |
| S1 |
0.9125 |
0.9125 |
0.9145 |
0.9113 |
| S2 |
0.9100 |
0.9100 |
0.9139 |
|
| S3 |
0.9033 |
0.9058 |
0.9133 |
|
| S4 |
0.8966 |
0.8991 |
0.9114 |
|
|
| 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% |
0.0061 |
0.7% |
40% |
False |
False |
64,419 |
| 10 |
0.9247 |
0.9088 |
0.0159 |
1.7% |
0.0052 |
0.6% |
40% |
False |
False |
52,906 |
| 20 |
0.9247 |
0.9088 |
0.0159 |
1.7% |
0.0047 |
0.5% |
40% |
False |
False |
50,883 |
| 40 |
0.9392 |
0.9088 |
0.0304 |
3.3% |
0.0045 |
0.5% |
21% |
False |
False |
49,677 |
| 60 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0044 |
0.5% |
20% |
False |
False |
47,982 |
| 80 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0042 |
0.5% |
20% |
False |
False |
36,378 |
| 100 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0041 |
0.4% |
35% |
False |
False |
29,172 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0043 |
0.5% |
58% |
False |
False |
24,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9493 |
|
2.618 |
0.9383 |
|
1.618 |
0.9316 |
|
1.000 |
0.9275 |
|
0.618 |
0.9249 |
|
HIGH |
0.9208 |
|
0.618 |
0.9182 |
|
0.500 |
0.9175 |
|
0.382 |
0.9167 |
|
LOW |
0.9141 |
|
0.618 |
0.9100 |
|
1.000 |
0.9074 |
|
1.618 |
0.9033 |
|
2.618 |
0.8966 |
|
4.250 |
0.8856 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9175 |
0.9194 |
| PP |
0.9167 |
0.9180 |
| S1 |
0.9159 |
0.9165 |
|