CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9274 |
0.9277 |
0.0003 |
0.0% |
0.9279 |
| High |
0.9287 |
0.9304 |
0.0017 |
0.2% |
0.9304 |
| Low |
0.9259 |
0.9277 |
0.0018 |
0.2% |
0.9235 |
| Close |
0.9271 |
0.9284 |
0.0013 |
0.1% |
0.9284 |
| Range |
0.0028 |
0.0027 |
-0.0001 |
-3.6% |
0.0069 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
415 |
1,406 |
991 |
238.8% |
2,620 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9369 |
0.9354 |
0.9299 |
|
| R3 |
0.9342 |
0.9327 |
0.9291 |
|
| R2 |
0.9315 |
0.9315 |
0.9289 |
|
| R1 |
0.9300 |
0.9300 |
0.9286 |
0.9308 |
| PP |
0.9288 |
0.9288 |
0.9288 |
0.9292 |
| S1 |
0.9273 |
0.9273 |
0.9282 |
0.9281 |
| S2 |
0.9261 |
0.9261 |
0.9279 |
|
| S3 |
0.9234 |
0.9246 |
0.9277 |
|
| S4 |
0.9207 |
0.9219 |
0.9269 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9481 |
0.9452 |
0.9322 |
|
| R3 |
0.9412 |
0.9383 |
0.9303 |
|
| R2 |
0.9343 |
0.9343 |
0.9297 |
|
| R1 |
0.9314 |
0.9314 |
0.9290 |
0.9329 |
| PP |
0.9274 |
0.9274 |
0.9274 |
0.9282 |
| S1 |
0.9245 |
0.9245 |
0.9278 |
0.9260 |
| S2 |
0.9205 |
0.9205 |
0.9271 |
|
| S3 |
0.9136 |
0.9176 |
0.9265 |
|
| S4 |
0.9067 |
0.9107 |
0.9246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9304 |
0.9235 |
0.0069 |
0.7% |
0.0036 |
0.4% |
71% |
True |
False |
524 |
| 10 |
0.9370 |
0.9235 |
0.0135 |
1.5% |
0.0039 |
0.4% |
36% |
False |
False |
359 |
| 20 |
0.9377 |
0.9198 |
0.0179 |
1.9% |
0.0037 |
0.4% |
48% |
False |
False |
304 |
| 40 |
0.9377 |
0.9085 |
0.0292 |
3.1% |
0.0032 |
0.3% |
68% |
False |
False |
248 |
| 60 |
0.9377 |
0.9006 |
0.0371 |
4.0% |
0.0028 |
0.3% |
75% |
False |
False |
186 |
| 80 |
0.9377 |
0.8896 |
0.0481 |
5.2% |
0.0028 |
0.3% |
81% |
False |
False |
150 |
| 100 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0031 |
0.3% |
83% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9419 |
|
2.618 |
0.9375 |
|
1.618 |
0.9348 |
|
1.000 |
0.9331 |
|
0.618 |
0.9321 |
|
HIGH |
0.9304 |
|
0.618 |
0.9294 |
|
0.500 |
0.9291 |
|
0.382 |
0.9287 |
|
LOW |
0.9277 |
|
0.618 |
0.9260 |
|
1.000 |
0.9250 |
|
1.618 |
0.9233 |
|
2.618 |
0.9206 |
|
4.250 |
0.9162 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9291 |
0.9279 |
| PP |
0.9288 |
0.9274 |
| S1 |
0.9286 |
0.9270 |
|