CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9184 |
0.9142 |
-0.0042 |
-0.5% |
0.9267 |
| High |
0.9185 |
0.9160 |
-0.0025 |
-0.3% |
0.9300 |
| Low |
0.9129 |
0.9120 |
-0.0009 |
-0.1% |
0.9210 |
| Close |
0.9143 |
0.9144 |
0.0001 |
0.0% |
0.9215 |
| Range |
0.0056 |
0.0040 |
-0.0016 |
-28.6% |
0.0090 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.3% |
0.0000 |
| Volume |
732 |
381 |
-351 |
-48.0% |
637 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9261 |
0.9243 |
0.9166 |
|
| R3 |
0.9221 |
0.9203 |
0.9155 |
|
| R2 |
0.9181 |
0.9181 |
0.9151 |
|
| R1 |
0.9163 |
0.9163 |
0.9148 |
0.9172 |
| PP |
0.9141 |
0.9141 |
0.9141 |
0.9146 |
| S1 |
0.9123 |
0.9123 |
0.9140 |
0.9132 |
| S2 |
0.9101 |
0.9101 |
0.9137 |
|
| S3 |
0.9061 |
0.9083 |
0.9133 |
|
| S4 |
0.9021 |
0.9043 |
0.9122 |
|
|
| 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 |
0.9283 |
0.9120 |
0.0163 |
1.8% |
0.0051 |
0.6% |
15% |
False |
True |
393 |
| 10 |
0.9304 |
0.9120 |
0.0184 |
2.0% |
0.0036 |
0.4% |
13% |
False |
True |
394 |
| 20 |
0.9377 |
0.9120 |
0.0257 |
2.8% |
0.0039 |
0.4% |
9% |
False |
True |
320 |
| 40 |
0.9377 |
0.9085 |
0.0292 |
3.2% |
0.0034 |
0.4% |
20% |
False |
False |
282 |
| 60 |
0.9377 |
0.9085 |
0.0292 |
3.2% |
0.0031 |
0.3% |
20% |
False |
False |
221 |
| 80 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0029 |
0.3% |
38% |
False |
False |
176 |
| 100 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0030 |
0.3% |
57% |
False |
False |
152 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.3% |
57% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9330 |
|
2.618 |
0.9265 |
|
1.618 |
0.9225 |
|
1.000 |
0.9200 |
|
0.618 |
0.9185 |
|
HIGH |
0.9160 |
|
0.618 |
0.9145 |
|
0.500 |
0.9140 |
|
0.382 |
0.9135 |
|
LOW |
0.9120 |
|
0.618 |
0.9095 |
|
1.000 |
0.9080 |
|
1.618 |
0.9055 |
|
2.618 |
0.9015 |
|
4.250 |
0.8950 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9143 |
0.9173 |
| PP |
0.9141 |
0.9163 |
| S1 |
0.9140 |
0.9154 |
|