CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9085 |
0.9116 |
0.0031 |
0.3% |
0.9123 |
| High |
0.9130 |
0.9136 |
0.0006 |
0.1% |
0.9145 |
| Low |
0.9083 |
0.9104 |
0.0021 |
0.2% |
0.9075 |
| Close |
0.9123 |
0.9134 |
0.0011 |
0.1% |
0.9086 |
| Range |
0.0047 |
0.0032 |
-0.0015 |
-31.9% |
0.0070 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
409 |
292 |
-117 |
-28.6% |
1,353 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9221 |
0.9209 |
0.9152 |
|
| R3 |
0.9189 |
0.9177 |
0.9143 |
|
| R2 |
0.9157 |
0.9157 |
0.9140 |
|
| R1 |
0.9145 |
0.9145 |
0.9137 |
0.9151 |
| PP |
0.9125 |
0.9125 |
0.9125 |
0.9128 |
| S1 |
0.9113 |
0.9113 |
0.9131 |
0.9119 |
| S2 |
0.9093 |
0.9093 |
0.9128 |
|
| S3 |
0.9061 |
0.9081 |
0.9125 |
|
| S4 |
0.9029 |
0.9049 |
0.9116 |
|
|
| 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% |
0.0047 |
0.5% |
84% |
False |
False |
350 |
| 10 |
0.9185 |
0.9075 |
0.0110 |
1.2% |
0.0044 |
0.5% |
54% |
False |
False |
334 |
| 20 |
0.9304 |
0.9075 |
0.0229 |
2.5% |
0.0040 |
0.4% |
26% |
False |
False |
336 |
| 40 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0038 |
0.4% |
20% |
False |
False |
303 |
| 60 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0033 |
0.4% |
20% |
False |
False |
250 |
| 80 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0030 |
0.3% |
36% |
False |
False |
201 |
| 100 |
0.9377 |
0.8836 |
0.0541 |
5.9% |
0.0031 |
0.3% |
55% |
False |
False |
169 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.3% |
55% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9272 |
|
2.618 |
0.9220 |
|
1.618 |
0.9188 |
|
1.000 |
0.9168 |
|
0.618 |
0.9156 |
|
HIGH |
0.9136 |
|
0.618 |
0.9124 |
|
0.500 |
0.9120 |
|
0.382 |
0.9116 |
|
LOW |
0.9104 |
|
0.618 |
0.9084 |
|
1.000 |
0.9072 |
|
1.618 |
0.9052 |
|
2.618 |
0.9020 |
|
4.250 |
0.8968 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9129 |
0.9126 |
| PP |
0.9125 |
0.9118 |
| S1 |
0.9120 |
0.9111 |
|