CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9157 |
0.9155 |
-0.0002 |
0.0% |
0.9085 |
| High |
0.9166 |
0.9155 |
-0.0011 |
-0.1% |
0.9180 |
| Low |
0.9150 |
0.9108 |
-0.0042 |
-0.5% |
0.9083 |
| Close |
0.9158 |
0.9112 |
-0.0046 |
-0.5% |
0.9154 |
| Range |
0.0016 |
0.0047 |
0.0031 |
193.8% |
0.0097 |
| ATR |
0.0038 |
0.0039 |
0.0001 |
2.3% |
0.0000 |
| Volume |
545 |
241 |
-304 |
-55.8% |
1,397 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9266 |
0.9236 |
0.9138 |
|
| R3 |
0.9219 |
0.9189 |
0.9125 |
|
| R2 |
0.9172 |
0.9172 |
0.9121 |
|
| R1 |
0.9142 |
0.9142 |
0.9116 |
0.9134 |
| PP |
0.9125 |
0.9125 |
0.9125 |
0.9121 |
| S1 |
0.9095 |
0.9095 |
0.9108 |
0.9087 |
| S2 |
0.9078 |
0.9078 |
0.9103 |
|
| S3 |
0.9031 |
0.9048 |
0.9099 |
|
| S4 |
0.8984 |
0.9001 |
0.9086 |
|
|
| 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 |
0.9108 |
0.0072 |
0.8% |
0.0032 |
0.3% |
6% |
False |
True |
296 |
| 10 |
0.9180 |
0.9075 |
0.0105 |
1.2% |
0.0039 |
0.4% |
35% |
False |
False |
323 |
| 20 |
0.9300 |
0.9075 |
0.0225 |
2.5% |
0.0040 |
0.4% |
16% |
False |
False |
299 |
| 40 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0037 |
0.4% |
12% |
False |
False |
290 |
| 60 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0034 |
0.4% |
12% |
False |
False |
266 |
| 80 |
0.9377 |
0.9014 |
0.0363 |
4.0% |
0.0031 |
0.3% |
27% |
False |
False |
216 |
| 100 |
0.9377 |
0.8977 |
0.0400 |
4.4% |
0.0030 |
0.3% |
34% |
False |
False |
182 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.4% |
51% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9355 |
|
2.618 |
0.9278 |
|
1.618 |
0.9231 |
|
1.000 |
0.9202 |
|
0.618 |
0.9184 |
|
HIGH |
0.9155 |
|
0.618 |
0.9137 |
|
0.500 |
0.9132 |
|
0.382 |
0.9126 |
|
LOW |
0.9108 |
|
0.618 |
0.9079 |
|
1.000 |
0.9061 |
|
1.618 |
0.9032 |
|
2.618 |
0.8985 |
|
4.250 |
0.8908 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9132 |
0.9144 |
| PP |
0.9125 |
0.9133 |
| S1 |
0.9119 |
0.9123 |
|