CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9078 |
0.9106 |
0.0028 |
0.3% |
0.9157 |
| High |
0.9114 |
0.9210 |
0.0096 |
1.1% |
0.9166 |
| Low |
0.9070 |
0.9106 |
0.0036 |
0.4% |
0.9078 |
| Close |
0.9107 |
0.9201 |
0.0094 |
1.0% |
0.9111 |
| Range |
0.0044 |
0.0104 |
0.0060 |
136.4% |
0.0088 |
| ATR |
0.0039 |
0.0043 |
0.0005 |
12.1% |
0.0000 |
| Volume |
927 |
5,583 |
4,656 |
502.3% |
1,822 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9484 |
0.9447 |
0.9258 |
|
| R3 |
0.9380 |
0.9343 |
0.9230 |
|
| R2 |
0.9276 |
0.9276 |
0.9220 |
|
| R1 |
0.9239 |
0.9239 |
0.9211 |
0.9258 |
| PP |
0.9172 |
0.9172 |
0.9172 |
0.9182 |
| S1 |
0.9135 |
0.9135 |
0.9191 |
0.9154 |
| S2 |
0.9068 |
0.9068 |
0.9182 |
|
| S3 |
0.8964 |
0.9031 |
0.9172 |
|
| S4 |
0.8860 |
0.8927 |
0.9144 |
|
|
| 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 |
0.9210 |
0.9070 |
0.0140 |
1.5% |
0.0052 |
0.6% |
94% |
True |
False |
1,596 |
| 10 |
0.9210 |
0.9070 |
0.0140 |
1.5% |
0.0043 |
0.5% |
94% |
True |
False |
942 |
| 20 |
0.9210 |
0.9070 |
0.0140 |
1.5% |
0.0042 |
0.5% |
94% |
True |
False |
616 |
| 40 |
0.9377 |
0.9070 |
0.0307 |
3.3% |
0.0040 |
0.4% |
43% |
False |
False |
459 |
| 60 |
0.9377 |
0.9070 |
0.0307 |
3.3% |
0.0036 |
0.4% |
43% |
False |
False |
388 |
| 80 |
0.9377 |
0.9070 |
0.0307 |
3.3% |
0.0034 |
0.4% |
43% |
False |
False |
315 |
| 100 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0031 |
0.3% |
53% |
False |
False |
261 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0032 |
0.3% |
68% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9652 |
|
2.618 |
0.9482 |
|
1.618 |
0.9378 |
|
1.000 |
0.9314 |
|
0.618 |
0.9274 |
|
HIGH |
0.9210 |
|
0.618 |
0.9170 |
|
0.500 |
0.9158 |
|
0.382 |
0.9146 |
|
LOW |
0.9106 |
|
0.618 |
0.9042 |
|
1.000 |
0.9002 |
|
1.618 |
0.8938 |
|
2.618 |
0.8834 |
|
4.250 |
0.8664 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9187 |
0.9181 |
| PP |
0.9172 |
0.9160 |
| S1 |
0.9158 |
0.9140 |
|