CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9225 |
0.9184 |
-0.0041 |
-0.4% |
0.9267 |
| High |
0.9225 |
0.9185 |
-0.0040 |
-0.4% |
0.9300 |
| Low |
0.9174 |
0.9129 |
-0.0045 |
-0.5% |
0.9210 |
| Close |
0.9182 |
0.9143 |
-0.0039 |
-0.4% |
0.9215 |
| Range |
0.0051 |
0.0056 |
0.0005 |
9.8% |
0.0090 |
| ATR |
0.0037 |
0.0039 |
0.0001 |
3.6% |
0.0000 |
| Volume |
247 |
732 |
485 |
196.4% |
637 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9320 |
0.9288 |
0.9174 |
|
| R3 |
0.9264 |
0.9232 |
0.9158 |
|
| R2 |
0.9208 |
0.9208 |
0.9153 |
|
| R1 |
0.9176 |
0.9176 |
0.9148 |
0.9164 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9147 |
| S1 |
0.9120 |
0.9120 |
0.9138 |
0.9108 |
| S2 |
0.9096 |
0.9096 |
0.9133 |
|
| S3 |
0.9040 |
0.9064 |
0.9128 |
|
| S4 |
0.8984 |
0.9008 |
0.9112 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9512 |
0.9453 |
0.9265 |
|
| R3 |
0.9422 |
0.9363 |
0.9240 |
|
| R2 |
0.9332 |
0.9332 |
0.9232 |
|
| R1 |
0.9273 |
0.9273 |
0.9223 |
0.9258 |
| PP |
0.9242 |
0.9242 |
0.9242 |
0.9234 |
| S1 |
0.9183 |
0.9183 |
0.9207 |
0.9168 |
| S2 |
0.9152 |
0.9152 |
0.9199 |
|
| S3 |
0.9062 |
0.9093 |
0.9190 |
|
| S4 |
0.8972 |
0.9003 |
0.9166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9287 |
0.9129 |
0.0158 |
1.7% |
0.0047 |
0.5% |
9% |
False |
True |
334 |
| 10 |
0.9304 |
0.9129 |
0.0175 |
1.9% |
0.0035 |
0.4% |
8% |
False |
True |
397 |
| 20 |
0.9377 |
0.9129 |
0.0248 |
2.7% |
0.0038 |
0.4% |
6% |
False |
True |
303 |
| 40 |
0.9377 |
0.9085 |
0.0292 |
3.2% |
0.0034 |
0.4% |
20% |
False |
False |
274 |
| 60 |
0.9377 |
0.9085 |
0.0292 |
3.2% |
0.0031 |
0.3% |
20% |
False |
False |
215 |
| 80 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0028 |
0.3% |
38% |
False |
False |
172 |
| 100 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0030 |
0.3% |
57% |
False |
False |
149 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.3% |
57% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9423 |
|
2.618 |
0.9332 |
|
1.618 |
0.9276 |
|
1.000 |
0.9241 |
|
0.618 |
0.9220 |
|
HIGH |
0.9185 |
|
0.618 |
0.9164 |
|
0.500 |
0.9157 |
|
0.382 |
0.9150 |
|
LOW |
0.9129 |
|
0.618 |
0.9094 |
|
1.000 |
0.9073 |
|
1.618 |
0.9038 |
|
2.618 |
0.8982 |
|
4.250 |
0.8891 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9157 |
0.9190 |
| PP |
0.9152 |
0.9174 |
| S1 |
0.9148 |
0.9159 |
|