CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 08-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9131 |
0.9112 |
-0.0019 |
-0.2% |
0.9123 |
High |
0.9142 |
0.9145 |
0.0003 |
0.0% |
0.9145 |
Low |
0.9114 |
0.9076 |
-0.0038 |
-0.4% |
0.9075 |
Close |
0.9124 |
0.9086 |
-0.0038 |
-0.4% |
0.9086 |
Range |
0.0028 |
0.0069 |
0.0041 |
146.4% |
0.0070 |
ATR |
0.0039 |
0.0041 |
0.0002 |
5.5% |
0.0000 |
Volume |
411 |
245 |
-166 |
-40.4% |
1,353 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9309 |
0.9267 |
0.9124 |
|
R3 |
0.9240 |
0.9198 |
0.9105 |
|
R2 |
0.9171 |
0.9171 |
0.9099 |
|
R1 |
0.9129 |
0.9129 |
0.9092 |
0.9116 |
PP |
0.9102 |
0.9102 |
0.9102 |
0.9096 |
S1 |
0.9060 |
0.9060 |
0.9080 |
0.9047 |
S2 |
0.9033 |
0.9033 |
0.9073 |
|
S3 |
0.8964 |
0.8991 |
0.9067 |
|
S4 |
0.8895 |
0.8922 |
0.9048 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9312 |
0.9269 |
0.9125 |
|
R3 |
0.9242 |
0.9199 |
0.9105 |
|
R2 |
0.9172 |
0.9172 |
0.9099 |
|
R1 |
0.9129 |
0.9129 |
0.9092 |
0.9116 |
PP |
0.9102 |
0.9102 |
0.9102 |
0.9095 |
S1 |
0.9059 |
0.9059 |
0.9080 |
0.9046 |
S2 |
0.9032 |
0.9032 |
0.9073 |
|
S3 |
0.8962 |
0.8989 |
0.9067 |
|
S4 |
0.8892 |
0.8919 |
0.9048 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9145 |
0.9075 |
0.0070 |
0.8% |
0.0045 |
0.5% |
16% |
True |
False |
270 |
10 |
0.9250 |
0.9075 |
0.0175 |
1.9% |
0.0045 |
0.5% |
6% |
False |
False |
342 |
20 |
0.9304 |
0.9075 |
0.0229 |
2.5% |
0.0039 |
0.4% |
5% |
False |
False |
334 |
40 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0037 |
0.4% |
4% |
False |
False |
295 |
60 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0033 |
0.4% |
4% |
False |
False |
239 |
80 |
0.9377 |
0.8999 |
0.0378 |
4.2% |
0.0030 |
0.3% |
23% |
False |
False |
194 |
100 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0031 |
0.3% |
47% |
False |
False |
166 |
120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0033 |
0.4% |
47% |
False |
False |
147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9438 |
2.618 |
0.9326 |
1.618 |
0.9257 |
1.000 |
0.9214 |
0.618 |
0.9188 |
HIGH |
0.9145 |
0.618 |
0.9119 |
0.500 |
0.9111 |
0.382 |
0.9102 |
LOW |
0.9076 |
0.618 |
0.9033 |
1.000 |
0.9007 |
1.618 |
0.8964 |
2.618 |
0.8895 |
4.250 |
0.8783 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9111 |
0.9110 |
PP |
0.9102 |
0.9102 |
S1 |
0.9094 |
0.9094 |
|