CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9127 |
0.9123 |
-0.0004 |
0.0% |
0.9219 |
| High |
0.9152 |
0.9137 |
-0.0015 |
-0.2% |
0.9250 |
| Low |
0.9110 |
0.9122 |
0.0012 |
0.1% |
0.9110 |
| Close |
0.9129 |
0.9137 |
0.0008 |
0.1% |
0.9129 |
| Range |
0.0042 |
0.0015 |
-0.0027 |
-64.3% |
0.0140 |
| ATR |
0.0039 |
0.0037 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
175 |
171 |
-4 |
-2.3% |
2,076 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9177 |
0.9172 |
0.9145 |
|
| R3 |
0.9162 |
0.9157 |
0.9141 |
|
| R2 |
0.9147 |
0.9147 |
0.9140 |
|
| R1 |
0.9142 |
0.9142 |
0.9138 |
0.9145 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9133 |
| S1 |
0.9127 |
0.9127 |
0.9136 |
0.9130 |
| S2 |
0.9117 |
0.9117 |
0.9134 |
|
| S3 |
0.9102 |
0.9112 |
0.9133 |
|
| S4 |
0.9087 |
0.9097 |
0.9129 |
|
|
| 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 |
0.9225 |
0.9110 |
0.0115 |
1.3% |
0.0041 |
0.4% |
23% |
False |
False |
341 |
| 10 |
0.9300 |
0.9110 |
0.0190 |
2.1% |
0.0038 |
0.4% |
14% |
False |
False |
270 |
| 20 |
0.9370 |
0.9110 |
0.0260 |
2.8% |
0.0037 |
0.4% |
10% |
False |
False |
306 |
| 40 |
0.9377 |
0.9107 |
0.0270 |
3.0% |
0.0034 |
0.4% |
11% |
False |
False |
286 |
| 60 |
0.9377 |
0.9085 |
0.0292 |
3.2% |
0.0031 |
0.3% |
18% |
False |
False |
224 |
| 80 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0028 |
0.3% |
37% |
False |
False |
180 |
| 100 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0030 |
0.3% |
56% |
False |
False |
155 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.3% |
56% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9201 |
|
2.618 |
0.9176 |
|
1.618 |
0.9161 |
|
1.000 |
0.9152 |
|
0.618 |
0.9146 |
|
HIGH |
0.9137 |
|
0.618 |
0.9131 |
|
0.500 |
0.9130 |
|
0.382 |
0.9128 |
|
LOW |
0.9122 |
|
0.618 |
0.9113 |
|
1.000 |
0.9107 |
|
1.618 |
0.9098 |
|
2.618 |
0.9083 |
|
4.250 |
0.9058 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9135 |
0.9136 |
| PP |
0.9132 |
0.9136 |
| S1 |
0.9130 |
0.9135 |
|