CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9142 |
0.9127 |
-0.0015 |
-0.2% |
0.9219 |
| High |
0.9160 |
0.9152 |
-0.0008 |
-0.1% |
0.9250 |
| Low |
0.9120 |
0.9110 |
-0.0010 |
-0.1% |
0.9110 |
| Close |
0.9144 |
0.9129 |
-0.0015 |
-0.2% |
0.9129 |
| Range |
0.0040 |
0.0042 |
0.0002 |
5.0% |
0.0140 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.6% |
0.0000 |
| Volume |
381 |
175 |
-206 |
-54.1% |
2,076 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9256 |
0.9235 |
0.9152 |
|
| R3 |
0.9214 |
0.9193 |
0.9141 |
|
| R2 |
0.9172 |
0.9172 |
0.9137 |
|
| R1 |
0.9151 |
0.9151 |
0.9133 |
0.9162 |
| PP |
0.9130 |
0.9130 |
0.9130 |
0.9136 |
| S1 |
0.9109 |
0.9109 |
0.9125 |
0.9120 |
| S2 |
0.9088 |
0.9088 |
0.9121 |
|
| S3 |
0.9046 |
0.9067 |
0.9117 |
|
| S4 |
0.9004 |
0.9025 |
0.9106 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9583 |
0.9496 |
0.9206 |
|
| R3 |
0.9443 |
0.9356 |
0.9168 |
|
| R2 |
0.9303 |
0.9303 |
0.9155 |
|
| R1 |
0.9216 |
0.9216 |
0.9142 |
0.9190 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9150 |
| S1 |
0.9076 |
0.9076 |
0.9116 |
0.9050 |
| S2 |
0.9023 |
0.9023 |
0.9103 |
|
| S3 |
0.8883 |
0.8936 |
0.9091 |
|
| S4 |
0.8743 |
0.8796 |
0.9052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9250 |
0.9110 |
0.0140 |
1.5% |
0.0045 |
0.5% |
14% |
False |
True |
415 |
| 10 |
0.9300 |
0.9110 |
0.0190 |
2.1% |
0.0038 |
0.4% |
10% |
False |
True |
271 |
| 20 |
0.9370 |
0.9110 |
0.0260 |
2.8% |
0.0038 |
0.4% |
7% |
False |
True |
315 |
| 40 |
0.9377 |
0.9100 |
0.0277 |
3.0% |
0.0034 |
0.4% |
10% |
False |
False |
283 |
| 60 |
0.9377 |
0.9085 |
0.0292 |
3.2% |
0.0032 |
0.3% |
15% |
False |
False |
222 |
| 80 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0029 |
0.3% |
34% |
False |
False |
178 |
| 100 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0030 |
0.3% |
55% |
False |
False |
154 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.4% |
55% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9331 |
|
2.618 |
0.9262 |
|
1.618 |
0.9220 |
|
1.000 |
0.9194 |
|
0.618 |
0.9178 |
|
HIGH |
0.9152 |
|
0.618 |
0.9136 |
|
0.500 |
0.9131 |
|
0.382 |
0.9126 |
|
LOW |
0.9110 |
|
0.618 |
0.9084 |
|
1.000 |
0.9068 |
|
1.618 |
0.9042 |
|
2.618 |
0.9000 |
|
4.250 |
0.8932 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9131 |
0.9148 |
| PP |
0.9130 |
0.9141 |
| S1 |
0.9130 |
0.9135 |
|