CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9136 |
0.9092 |
-0.0044 |
-0.5% |
0.9219 |
| High |
0.9136 |
0.9134 |
-0.0002 |
0.0% |
0.9250 |
| Low |
0.9082 |
0.9075 |
-0.0007 |
-0.1% |
0.9110 |
| Close |
0.9089 |
0.9129 |
0.0040 |
0.4% |
0.9129 |
| Range |
0.0054 |
0.0059 |
0.0005 |
9.3% |
0.0140 |
| ATR |
0.0038 |
0.0040 |
0.0001 |
3.8% |
0.0000 |
| Volume |
132 |
394 |
262 |
198.5% |
2,076 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9290 |
0.9268 |
0.9161 |
|
| R3 |
0.9231 |
0.9209 |
0.9145 |
|
| R2 |
0.9172 |
0.9172 |
0.9140 |
|
| R1 |
0.9150 |
0.9150 |
0.9134 |
0.9161 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9118 |
| S1 |
0.9091 |
0.9091 |
0.9124 |
0.9102 |
| S2 |
0.9054 |
0.9054 |
0.9118 |
|
| S3 |
0.8995 |
0.9032 |
0.9113 |
|
| S4 |
0.8936 |
0.8973 |
0.9097 |
|
|
| 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 |
0.9160 |
0.9075 |
0.0085 |
0.9% |
0.0042 |
0.5% |
64% |
False |
True |
250 |
| 10 |
0.9287 |
0.9075 |
0.0212 |
2.3% |
0.0044 |
0.5% |
25% |
False |
True |
292 |
| 20 |
0.9370 |
0.9075 |
0.0295 |
3.2% |
0.0040 |
0.4% |
18% |
False |
True |
316 |
| 40 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0036 |
0.4% |
18% |
False |
True |
289 |
| 60 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0031 |
0.3% |
18% |
False |
True |
231 |
| 80 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0029 |
0.3% |
34% |
False |
False |
186 |
| 100 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0031 |
0.3% |
55% |
False |
False |
159 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.4% |
55% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9385 |
|
2.618 |
0.9288 |
|
1.618 |
0.9229 |
|
1.000 |
0.9193 |
|
0.618 |
0.9170 |
|
HIGH |
0.9134 |
|
0.618 |
0.9111 |
|
0.500 |
0.9105 |
|
0.382 |
0.9098 |
|
LOW |
0.9075 |
|
0.618 |
0.9039 |
|
1.000 |
0.9016 |
|
1.618 |
0.8980 |
|
2.618 |
0.8921 |
|
4.250 |
0.8824 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9121 |
0.9121 |
| PP |
0.9113 |
0.9114 |
| S1 |
0.9105 |
0.9106 |
|