CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9256 |
0.9274 |
0.0018 |
0.2% |
0.9366 |
| High |
0.9290 |
0.9287 |
-0.0003 |
0.0% |
0.9370 |
| Low |
0.9235 |
0.9259 |
0.0024 |
0.3% |
0.9279 |
| Close |
0.9272 |
0.9271 |
-0.0001 |
0.0% |
0.9280 |
| Range |
0.0055 |
0.0028 |
-0.0027 |
-49.1% |
0.0091 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
138 |
415 |
277 |
200.7% |
977 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9356 |
0.9342 |
0.9286 |
|
| R3 |
0.9328 |
0.9314 |
0.9279 |
|
| R2 |
0.9300 |
0.9300 |
0.9276 |
|
| R1 |
0.9286 |
0.9286 |
0.9274 |
0.9279 |
| PP |
0.9272 |
0.9272 |
0.9272 |
0.9269 |
| S1 |
0.9258 |
0.9258 |
0.9268 |
0.9251 |
| S2 |
0.9244 |
0.9244 |
0.9266 |
|
| S3 |
0.9216 |
0.9230 |
0.9263 |
|
| S4 |
0.9188 |
0.9202 |
0.9256 |
|
|
| 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% |
0.0049 |
0.5% |
27% |
False |
False |
276 |
| 10 |
0.9377 |
0.9235 |
0.0142 |
1.5% |
0.0041 |
0.4% |
25% |
False |
False |
245 |
| 20 |
0.9377 |
0.9188 |
0.0189 |
2.0% |
0.0036 |
0.4% |
44% |
False |
False |
266 |
| 40 |
0.9377 |
0.9085 |
0.0292 |
3.1% |
0.0032 |
0.3% |
64% |
False |
False |
214 |
| 60 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0028 |
0.3% |
72% |
False |
False |
164 |
| 80 |
0.9377 |
0.8881 |
0.0496 |
5.4% |
0.0028 |
0.3% |
79% |
False |
False |
133 |
| 100 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0030 |
0.3% |
81% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9406 |
|
2.618 |
0.9360 |
|
1.618 |
0.9332 |
|
1.000 |
0.9315 |
|
0.618 |
0.9304 |
|
HIGH |
0.9287 |
|
0.618 |
0.9276 |
|
0.500 |
0.9273 |
|
0.382 |
0.9270 |
|
LOW |
0.9259 |
|
0.618 |
0.9242 |
|
1.000 |
0.9231 |
|
1.618 |
0.9214 |
|
2.618 |
0.9186 |
|
4.250 |
0.9140 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9273 |
0.9268 |
| PP |
0.9272 |
0.9265 |
| S1 |
0.9272 |
0.9263 |
|