CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9288 |
0.9256 |
-0.0032 |
-0.3% |
0.9366 |
| High |
0.9290 |
0.9290 |
0.0000 |
0.0% |
0.9370 |
| Low |
0.9252 |
0.9235 |
-0.0017 |
-0.2% |
0.9279 |
| Close |
0.9257 |
0.9272 |
0.0015 |
0.2% |
0.9280 |
| Range |
0.0038 |
0.0055 |
0.0017 |
44.7% |
0.0091 |
| ATR |
0.0038 |
0.0039 |
0.0001 |
3.2% |
0.0000 |
| Volume |
88 |
138 |
50 |
56.8% |
977 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9431 |
0.9406 |
0.9302 |
|
| R3 |
0.9376 |
0.9351 |
0.9287 |
|
| R2 |
0.9321 |
0.9321 |
0.9282 |
|
| R1 |
0.9296 |
0.9296 |
0.9277 |
0.9309 |
| PP |
0.9266 |
0.9266 |
0.9266 |
0.9272 |
| S1 |
0.9241 |
0.9241 |
0.9267 |
0.9254 |
| S2 |
0.9211 |
0.9211 |
0.9262 |
|
| S3 |
0.9156 |
0.9186 |
0.9257 |
|
| S4 |
0.9101 |
0.9131 |
0.9242 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9583 |
0.9522 |
0.9330 |
|
| R3 |
0.9492 |
0.9431 |
0.9305 |
|
| R2 |
0.9401 |
0.9401 |
0.9297 |
|
| R1 |
0.9340 |
0.9340 |
0.9288 |
0.9325 |
| PP |
0.9310 |
0.9310 |
0.9310 |
0.9302 |
| S1 |
0.9249 |
0.9249 |
0.9272 |
0.9234 |
| S2 |
0.9219 |
0.9219 |
0.9263 |
|
| S3 |
0.9128 |
0.9158 |
0.9255 |
|
| S4 |
0.9037 |
0.9067 |
0.9230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9370 |
0.9235 |
0.0135 |
1.5% |
0.0047 |
0.5% |
27% |
False |
True |
221 |
| 10 |
0.9377 |
0.9235 |
0.0142 |
1.5% |
0.0041 |
0.4% |
26% |
False |
True |
209 |
| 20 |
0.9377 |
0.9110 |
0.0267 |
2.9% |
0.0039 |
0.4% |
61% |
False |
False |
249 |
| 40 |
0.9377 |
0.9085 |
0.0292 |
3.1% |
0.0031 |
0.3% |
64% |
False |
False |
204 |
| 60 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0028 |
0.3% |
72% |
False |
False |
157 |
| 80 |
0.9377 |
0.8857 |
0.0520 |
5.6% |
0.0028 |
0.3% |
80% |
False |
False |
128 |
| 100 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0030 |
0.3% |
81% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9524 |
|
2.618 |
0.9434 |
|
1.618 |
0.9379 |
|
1.000 |
0.9345 |
|
0.618 |
0.9324 |
|
HIGH |
0.9290 |
|
0.618 |
0.9269 |
|
0.500 |
0.9263 |
|
0.382 |
0.9256 |
|
LOW |
0.9235 |
|
0.618 |
0.9201 |
|
1.000 |
0.9180 |
|
1.618 |
0.9146 |
|
2.618 |
0.9091 |
|
4.250 |
0.9001 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9269 |
0.9271 |
| PP |
0.9266 |
0.9270 |
| S1 |
0.9263 |
0.9269 |
|