CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9133 |
0.9146 |
0.0013 |
0.1% |
0.9085 |
| High |
0.9158 |
0.9180 |
0.0022 |
0.2% |
0.9180 |
| Low |
0.9130 |
0.9134 |
0.0004 |
0.0% |
0.9083 |
| Close |
0.9142 |
0.9154 |
0.0012 |
0.1% |
0.9154 |
| Range |
0.0028 |
0.0046 |
0.0018 |
64.3% |
0.0097 |
| ATR |
0.0039 |
0.0039 |
0.0001 |
1.3% |
0.0000 |
| Volume |
174 |
234 |
60 |
34.5% |
1,397 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9294 |
0.9270 |
0.9179 |
|
| R3 |
0.9248 |
0.9224 |
0.9167 |
|
| R2 |
0.9202 |
0.9202 |
0.9162 |
|
| R1 |
0.9178 |
0.9178 |
0.9158 |
0.9190 |
| PP |
0.9156 |
0.9156 |
0.9156 |
0.9162 |
| S1 |
0.9132 |
0.9132 |
0.9150 |
0.9144 |
| S2 |
0.9110 |
0.9110 |
0.9146 |
|
| S3 |
0.9064 |
0.9086 |
0.9141 |
|
| S4 |
0.9018 |
0.9040 |
0.9129 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9430 |
0.9389 |
0.9207 |
|
| R3 |
0.9333 |
0.9292 |
0.9181 |
|
| R2 |
0.9236 |
0.9236 |
0.9172 |
|
| R1 |
0.9195 |
0.9195 |
0.9163 |
0.9216 |
| PP |
0.9139 |
0.9139 |
0.9139 |
0.9149 |
| S1 |
0.9098 |
0.9098 |
0.9145 |
0.9119 |
| S2 |
0.9042 |
0.9042 |
0.9136 |
|
| S3 |
0.8945 |
0.9001 |
0.9127 |
|
| S4 |
0.8848 |
0.8904 |
0.9101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9180 |
0.9083 |
0.0097 |
1.1% |
0.0035 |
0.4% |
73% |
True |
False |
279 |
| 10 |
0.9180 |
0.9075 |
0.0105 |
1.1% |
0.0040 |
0.4% |
75% |
True |
False |
275 |
| 20 |
0.9300 |
0.9075 |
0.0225 |
2.5% |
0.0039 |
0.4% |
35% |
False |
False |
273 |
| 40 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0038 |
0.4% |
26% |
False |
False |
288 |
| 60 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0034 |
0.4% |
26% |
False |
False |
256 |
| 80 |
0.9377 |
0.9006 |
0.0371 |
4.1% |
0.0031 |
0.3% |
40% |
False |
False |
208 |
| 100 |
0.9377 |
0.8896 |
0.0481 |
5.3% |
0.0031 |
0.3% |
54% |
False |
False |
175 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.3% |
59% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9376 |
|
2.618 |
0.9300 |
|
1.618 |
0.9254 |
|
1.000 |
0.9226 |
|
0.618 |
0.9208 |
|
HIGH |
0.9180 |
|
0.618 |
0.9162 |
|
0.500 |
0.9157 |
|
0.382 |
0.9152 |
|
LOW |
0.9134 |
|
0.618 |
0.9106 |
|
1.000 |
0.9088 |
|
1.618 |
0.9060 |
|
2.618 |
0.9014 |
|
4.250 |
0.8939 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9157 |
0.9152 |
| PP |
0.9156 |
0.9151 |
| S1 |
0.9155 |
0.9149 |
|