CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9112 |
0.9085 |
-0.0027 |
-0.3% |
0.9123 |
| High |
0.9145 |
0.9130 |
-0.0015 |
-0.2% |
0.9145 |
| Low |
0.9076 |
0.9083 |
0.0007 |
0.1% |
0.9075 |
| Close |
0.9086 |
0.9123 |
0.0037 |
0.4% |
0.9086 |
| Range |
0.0069 |
0.0047 |
-0.0022 |
-31.9% |
0.0070 |
| ATR |
0.0041 |
0.0042 |
0.0000 |
1.0% |
0.0000 |
| Volume |
245 |
409 |
164 |
66.9% |
1,353 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9253 |
0.9235 |
0.9149 |
|
| R3 |
0.9206 |
0.9188 |
0.9136 |
|
| R2 |
0.9159 |
0.9159 |
0.9132 |
|
| R1 |
0.9141 |
0.9141 |
0.9127 |
0.9150 |
| PP |
0.9112 |
0.9112 |
0.9112 |
0.9117 |
| S1 |
0.9094 |
0.9094 |
0.9119 |
0.9103 |
| S2 |
0.9065 |
0.9065 |
0.9114 |
|
| S3 |
0.9018 |
0.9047 |
0.9110 |
|
| S4 |
0.8971 |
0.9000 |
0.9097 |
|
|
| 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% |
0.0051 |
0.6% |
69% |
False |
False |
318 |
| 10 |
0.9225 |
0.9075 |
0.0150 |
1.6% |
0.0046 |
0.5% |
32% |
False |
False |
329 |
| 20 |
0.9304 |
0.9075 |
0.0229 |
2.5% |
0.0040 |
0.4% |
21% |
False |
False |
326 |
| 40 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0038 |
0.4% |
16% |
False |
False |
299 |
| 60 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0033 |
0.4% |
16% |
False |
False |
245 |
| 80 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0030 |
0.3% |
33% |
False |
False |
198 |
| 100 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0030 |
0.3% |
53% |
False |
False |
167 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.3% |
53% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9330 |
|
2.618 |
0.9253 |
|
1.618 |
0.9206 |
|
1.000 |
0.9177 |
|
0.618 |
0.9159 |
|
HIGH |
0.9130 |
|
0.618 |
0.9112 |
|
0.500 |
0.9107 |
|
0.382 |
0.9101 |
|
LOW |
0.9083 |
|
0.618 |
0.9054 |
|
1.000 |
0.9036 |
|
1.618 |
0.9007 |
|
2.618 |
0.8960 |
|
4.250 |
0.8883 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9118 |
0.9119 |
| PP |
0.9112 |
0.9115 |
| S1 |
0.9107 |
0.9111 |
|