CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9106 |
0.9183 |
0.0077 |
0.8% |
0.9157 |
| High |
0.9210 |
0.9204 |
-0.0006 |
-0.1% |
0.9166 |
| Low |
0.9106 |
0.9177 |
0.0071 |
0.8% |
0.9078 |
| Close |
0.9201 |
0.9191 |
-0.0010 |
-0.1% |
0.9111 |
| Range |
0.0104 |
0.0027 |
-0.0077 |
-74.0% |
0.0088 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
5,583 |
1,033 |
-4,550 |
-81.5% |
1,822 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9272 |
0.9258 |
0.9206 |
|
| R3 |
0.9245 |
0.9231 |
0.9198 |
|
| R2 |
0.9218 |
0.9218 |
0.9196 |
|
| R1 |
0.9204 |
0.9204 |
0.9193 |
0.9211 |
| PP |
0.9191 |
0.9191 |
0.9191 |
0.9194 |
| S1 |
0.9177 |
0.9177 |
0.9189 |
0.9184 |
| S2 |
0.9164 |
0.9164 |
0.9186 |
|
| S3 |
0.9137 |
0.9150 |
0.9184 |
|
| S4 |
0.9110 |
0.9123 |
0.9176 |
|
|
| 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% |
0.0051 |
0.6% |
86% |
False |
False |
1,720 |
| 10 |
0.9210 |
0.9070 |
0.0140 |
1.5% |
0.0043 |
0.5% |
86% |
False |
False |
1,028 |
| 20 |
0.9210 |
0.9070 |
0.0140 |
1.5% |
0.0041 |
0.4% |
86% |
False |
False |
648 |
| 40 |
0.9377 |
0.9070 |
0.0307 |
3.3% |
0.0040 |
0.4% |
39% |
False |
False |
484 |
| 60 |
0.9377 |
0.9070 |
0.0307 |
3.3% |
0.0036 |
0.4% |
39% |
False |
False |
404 |
| 80 |
0.9377 |
0.9070 |
0.0307 |
3.3% |
0.0034 |
0.4% |
39% |
False |
False |
328 |
| 100 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0031 |
0.3% |
51% |
False |
False |
271 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
5.9% |
0.0032 |
0.3% |
66% |
False |
False |
235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9319 |
|
2.618 |
0.9275 |
|
1.618 |
0.9248 |
|
1.000 |
0.9231 |
|
0.618 |
0.9221 |
|
HIGH |
0.9204 |
|
0.618 |
0.9194 |
|
0.500 |
0.9191 |
|
0.382 |
0.9187 |
|
LOW |
0.9177 |
|
0.618 |
0.9160 |
|
1.000 |
0.9150 |
|
1.618 |
0.9133 |
|
2.618 |
0.9106 |
|
4.250 |
0.9062 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9191 |
0.9174 |
| PP |
0.9191 |
0.9157 |
| S1 |
0.9191 |
0.9140 |
|