CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9146 |
0.9157 |
0.0011 |
0.1% |
0.9085 |
| High |
0.9180 |
0.9166 |
-0.0014 |
-0.2% |
0.9180 |
| Low |
0.9134 |
0.9150 |
0.0016 |
0.2% |
0.9083 |
| Close |
0.9154 |
0.9158 |
0.0004 |
0.0% |
0.9154 |
| Range |
0.0046 |
0.0016 |
-0.0030 |
-65.2% |
0.0097 |
| ATR |
0.0039 |
0.0038 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
234 |
545 |
311 |
132.9% |
1,397 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9206 |
0.9198 |
0.9167 |
|
| R3 |
0.9190 |
0.9182 |
0.9162 |
|
| R2 |
0.9174 |
0.9174 |
0.9161 |
|
| R1 |
0.9166 |
0.9166 |
0.9159 |
0.9170 |
| PP |
0.9158 |
0.9158 |
0.9158 |
0.9160 |
| S1 |
0.9150 |
0.9150 |
0.9157 |
0.9154 |
| S2 |
0.9142 |
0.9142 |
0.9155 |
|
| S3 |
0.9126 |
0.9134 |
0.9154 |
|
| S4 |
0.9110 |
0.9118 |
0.9149 |
|
|
| 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 |
0.9104 |
0.0076 |
0.8% |
0.0029 |
0.3% |
71% |
False |
False |
306 |
| 10 |
0.9180 |
0.9075 |
0.0105 |
1.1% |
0.0040 |
0.4% |
79% |
False |
False |
312 |
| 20 |
0.9300 |
0.9075 |
0.0225 |
2.5% |
0.0039 |
0.4% |
37% |
False |
False |
291 |
| 40 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0037 |
0.4% |
27% |
False |
False |
297 |
| 60 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0034 |
0.4% |
27% |
False |
False |
264 |
| 80 |
0.9377 |
0.9006 |
0.0371 |
4.1% |
0.0031 |
0.3% |
41% |
False |
False |
214 |
| 100 |
0.9377 |
0.8964 |
0.0413 |
4.5% |
0.0030 |
0.3% |
47% |
False |
False |
180 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.3% |
60% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9234 |
|
2.618 |
0.9208 |
|
1.618 |
0.9192 |
|
1.000 |
0.9182 |
|
0.618 |
0.9176 |
|
HIGH |
0.9166 |
|
0.618 |
0.9160 |
|
0.500 |
0.9158 |
|
0.382 |
0.9156 |
|
LOW |
0.9150 |
|
0.618 |
0.9140 |
|
1.000 |
0.9134 |
|
1.618 |
0.9124 |
|
2.618 |
0.9108 |
|
4.250 |
0.9082 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9158 |
0.9157 |
| PP |
0.9158 |
0.9156 |
| S1 |
0.9158 |
0.9155 |
|