CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9123 |
0.9136 |
0.0013 |
0.1% |
0.9219 |
| High |
0.9137 |
0.9136 |
-0.0001 |
0.0% |
0.9250 |
| Low |
0.9122 |
0.9082 |
-0.0040 |
-0.4% |
0.9110 |
| Close |
0.9137 |
0.9089 |
-0.0048 |
-0.5% |
0.9129 |
| Range |
0.0015 |
0.0054 |
0.0039 |
260.0% |
0.0140 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
3.4% |
0.0000 |
| Volume |
171 |
132 |
-39 |
-22.8% |
2,076 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9264 |
0.9231 |
0.9119 |
|
| R3 |
0.9210 |
0.9177 |
0.9104 |
|
| R2 |
0.9156 |
0.9156 |
0.9099 |
|
| R1 |
0.9123 |
0.9123 |
0.9094 |
0.9113 |
| PP |
0.9102 |
0.9102 |
0.9102 |
0.9097 |
| S1 |
0.9069 |
0.9069 |
0.9084 |
0.9059 |
| S2 |
0.9048 |
0.9048 |
0.9079 |
|
| S3 |
0.8994 |
0.9015 |
0.9074 |
|
| S4 |
0.8940 |
0.8961 |
0.9059 |
|
|
| 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 |
0.9185 |
0.9082 |
0.0103 |
1.1% |
0.0041 |
0.5% |
7% |
False |
True |
318 |
| 10 |
0.9300 |
0.9082 |
0.0218 |
2.4% |
0.0041 |
0.4% |
3% |
False |
True |
276 |
| 20 |
0.9370 |
0.9082 |
0.0288 |
3.2% |
0.0038 |
0.4% |
2% |
False |
True |
305 |
| 40 |
0.9377 |
0.9082 |
0.0295 |
3.2% |
0.0035 |
0.4% |
2% |
False |
True |
288 |
| 60 |
0.9377 |
0.9082 |
0.0295 |
3.2% |
0.0031 |
0.3% |
2% |
False |
True |
226 |
| 80 |
0.9377 |
0.8999 |
0.0378 |
4.2% |
0.0029 |
0.3% |
24% |
False |
False |
181 |
| 100 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0030 |
0.3% |
47% |
False |
False |
156 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.4% |
47% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9366 |
|
2.618 |
0.9277 |
|
1.618 |
0.9223 |
|
1.000 |
0.9190 |
|
0.618 |
0.9169 |
|
HIGH |
0.9136 |
|
0.618 |
0.9115 |
|
0.500 |
0.9109 |
|
0.382 |
0.9103 |
|
LOW |
0.9082 |
|
0.618 |
0.9049 |
|
1.000 |
0.9028 |
|
1.618 |
0.8995 |
|
2.618 |
0.8941 |
|
4.250 |
0.8853 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9109 |
0.9117 |
| PP |
0.9102 |
0.9108 |
| S1 |
0.9096 |
0.9098 |
|