CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9109 |
0.9099 |
-0.0010 |
-0.1% |
0.9157 |
| High |
0.9126 |
0.9113 |
-0.0013 |
-0.1% |
0.9166 |
| Low |
0.9082 |
0.9079 |
-0.0003 |
0.0% |
0.9078 |
| Close |
0.9111 |
0.9081 |
-0.0030 |
-0.3% |
0.9111 |
| Range |
0.0044 |
0.0034 |
-0.0010 |
-22.7% |
0.0088 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
377 |
684 |
307 |
81.4% |
1,822 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9193 |
0.9171 |
0.9100 |
|
| R3 |
0.9159 |
0.9137 |
0.9090 |
|
| R2 |
0.9125 |
0.9125 |
0.9087 |
|
| R1 |
0.9103 |
0.9103 |
0.9084 |
0.9097 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9088 |
| S1 |
0.9069 |
0.9069 |
0.9078 |
0.9063 |
| S2 |
0.9057 |
0.9057 |
0.9075 |
|
| S3 |
0.9023 |
0.9035 |
0.9072 |
|
| S4 |
0.8989 |
0.9001 |
0.9062 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9382 |
0.9335 |
0.9159 |
|
| R3 |
0.9294 |
0.9247 |
0.9135 |
|
| R2 |
0.9206 |
0.9206 |
0.9127 |
|
| R1 |
0.9159 |
0.9159 |
0.9119 |
0.9139 |
| PP |
0.9118 |
0.9118 |
0.9118 |
0.9108 |
| S1 |
0.9071 |
0.9071 |
0.9103 |
0.9051 |
| S2 |
0.9030 |
0.9030 |
0.9095 |
|
| S3 |
0.8942 |
0.8983 |
0.9087 |
|
| S4 |
0.8854 |
0.8895 |
0.9063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9155 |
0.9078 |
0.0077 |
0.8% |
0.0039 |
0.4% |
4% |
False |
False |
392 |
| 10 |
0.9180 |
0.9078 |
0.0102 |
1.1% |
0.0034 |
0.4% |
3% |
False |
False |
349 |
| 20 |
0.9225 |
0.9075 |
0.0150 |
1.7% |
0.0040 |
0.4% |
4% |
False |
False |
339 |
| 40 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0038 |
0.4% |
2% |
False |
False |
312 |
| 60 |
0.9377 |
0.9075 |
0.0302 |
3.3% |
0.0034 |
0.4% |
2% |
False |
False |
282 |
| 80 |
0.9377 |
0.9051 |
0.0326 |
3.6% |
0.0032 |
0.4% |
9% |
False |
False |
236 |
| 100 |
0.9377 |
0.8999 |
0.0378 |
4.2% |
0.0030 |
0.3% |
22% |
False |
False |
197 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.4% |
46% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9258 |
|
2.618 |
0.9202 |
|
1.618 |
0.9168 |
|
1.000 |
0.9147 |
|
0.618 |
0.9134 |
|
HIGH |
0.9113 |
|
0.618 |
0.9100 |
|
0.500 |
0.9096 |
|
0.382 |
0.9092 |
|
LOW |
0.9079 |
|
0.618 |
0.9058 |
|
1.000 |
0.9045 |
|
1.618 |
0.9024 |
|
2.618 |
0.8990 |
|
4.250 |
0.8935 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9096 |
0.9102 |
| PP |
0.9091 |
0.9095 |
| S1 |
0.9086 |
0.9088 |
|