CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9155 |
0.9115 |
-0.0040 |
-0.4% |
0.9085 |
| High |
0.9155 |
0.9122 |
-0.0033 |
-0.4% |
0.9180 |
| Low |
0.9108 |
0.9088 |
-0.0020 |
-0.2% |
0.9083 |
| Close |
0.9112 |
0.9093 |
-0.0019 |
-0.2% |
0.9154 |
| Range |
0.0047 |
0.0034 |
-0.0013 |
-27.7% |
0.0097 |
| ATR |
0.0039 |
0.0038 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
241 |
246 |
5 |
2.1% |
1,397 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9203 |
0.9182 |
0.9112 |
|
| R3 |
0.9169 |
0.9148 |
0.9102 |
|
| R2 |
0.9135 |
0.9135 |
0.9099 |
|
| R1 |
0.9114 |
0.9114 |
0.9096 |
0.9108 |
| PP |
0.9101 |
0.9101 |
0.9101 |
0.9098 |
| S1 |
0.9080 |
0.9080 |
0.9090 |
0.9074 |
| S2 |
0.9067 |
0.9067 |
0.9087 |
|
| S3 |
0.9033 |
0.9046 |
0.9084 |
|
| S4 |
0.8999 |
0.9012 |
0.9074 |
|
|
| 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 |
0.9088 |
0.0092 |
1.0% |
0.0034 |
0.4% |
5% |
False |
True |
288 |
| 10 |
0.9180 |
0.9076 |
0.0104 |
1.1% |
0.0037 |
0.4% |
16% |
False |
False |
308 |
| 20 |
0.9287 |
0.9075 |
0.0212 |
2.3% |
0.0041 |
0.4% |
8% |
False |
False |
300 |
| 40 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0037 |
0.4% |
6% |
False |
False |
290 |
| 60 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0034 |
0.4% |
6% |
False |
False |
267 |
| 80 |
0.9377 |
0.9051 |
0.0326 |
3.6% |
0.0032 |
0.3% |
13% |
False |
False |
219 |
| 100 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0030 |
0.3% |
27% |
False |
False |
184 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.4% |
48% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9267 |
|
2.618 |
0.9211 |
|
1.618 |
0.9177 |
|
1.000 |
0.9156 |
|
0.618 |
0.9143 |
|
HIGH |
0.9122 |
|
0.618 |
0.9109 |
|
0.500 |
0.9105 |
|
0.382 |
0.9101 |
|
LOW |
0.9088 |
|
0.618 |
0.9067 |
|
1.000 |
0.9054 |
|
1.618 |
0.9033 |
|
2.618 |
0.8999 |
|
4.250 |
0.8944 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9105 |
0.9127 |
| PP |
0.9101 |
0.9116 |
| S1 |
0.9097 |
0.9104 |
|