CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9147 |
0.9182 |
0.0035 |
0.4% |
0.9119 |
| High |
0.9196 |
0.9238 |
0.0042 |
0.5% |
0.9247 |
| Low |
0.9135 |
0.9163 |
0.0028 |
0.3% |
0.9088 |
| Close |
0.9184 |
0.9189 |
0.0005 |
0.1% |
0.9195 |
| Range |
0.0061 |
0.0075 |
0.0014 |
23.0% |
0.0159 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
3.9% |
0.0000 |
| Volume |
61,207 |
64,108 |
2,901 |
4.7% |
281,414 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9422 |
0.9380 |
0.9230 |
|
| R3 |
0.9347 |
0.9305 |
0.9210 |
|
| R2 |
0.9272 |
0.9272 |
0.9203 |
|
| R1 |
0.9230 |
0.9230 |
0.9196 |
0.9251 |
| PP |
0.9197 |
0.9197 |
0.9197 |
0.9207 |
| S1 |
0.9155 |
0.9155 |
0.9182 |
0.9176 |
| S2 |
0.9122 |
0.9122 |
0.9175 |
|
| S3 |
0.9047 |
0.9080 |
0.9168 |
|
| S4 |
0.8972 |
0.9005 |
0.9148 |
|
|
| 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 |
0.9135 |
0.0112 |
1.2% |
0.0057 |
0.6% |
48% |
False |
False |
61,329 |
| 10 |
0.9247 |
0.9088 |
0.0159 |
1.7% |
0.0056 |
0.6% |
64% |
False |
False |
56,525 |
| 20 |
0.9247 |
0.9088 |
0.0159 |
1.7% |
0.0048 |
0.5% |
64% |
False |
False |
51,069 |
| 40 |
0.9392 |
0.9088 |
0.0304 |
3.3% |
0.0047 |
0.5% |
33% |
False |
False |
50,741 |
| 60 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0045 |
0.5% |
32% |
False |
False |
49,349 |
| 80 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0042 |
0.5% |
32% |
False |
False |
37,914 |
| 100 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0041 |
0.4% |
45% |
False |
False |
30,421 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0043 |
0.5% |
64% |
False |
False |
25,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9557 |
|
2.618 |
0.9434 |
|
1.618 |
0.9359 |
|
1.000 |
0.9313 |
|
0.618 |
0.9284 |
|
HIGH |
0.9238 |
|
0.618 |
0.9209 |
|
0.500 |
0.9201 |
|
0.382 |
0.9192 |
|
LOW |
0.9163 |
|
0.618 |
0.9117 |
|
1.000 |
0.9088 |
|
1.618 |
0.9042 |
|
2.618 |
0.8967 |
|
4.250 |
0.8844 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9201 |
0.9188 |
| PP |
0.9197 |
0.9187 |
| S1 |
0.9193 |
0.9187 |
|