CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9183 |
0.9186 |
0.0003 |
0.0% |
0.9099 |
| High |
0.9204 |
0.9226 |
0.0022 |
0.2% |
0.9226 |
| Low |
0.9177 |
0.9173 |
-0.0004 |
0.0% |
0.9070 |
| Close |
0.9191 |
0.9175 |
-0.0016 |
-0.2% |
0.9175 |
| Range |
0.0027 |
0.0053 |
0.0026 |
96.3% |
0.0156 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
1.9% |
0.0000 |
| Volume |
1,033 |
1,134 |
101 |
9.8% |
9,361 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9350 |
0.9316 |
0.9204 |
|
| R3 |
0.9297 |
0.9263 |
0.9190 |
|
| R2 |
0.9244 |
0.9244 |
0.9185 |
|
| R1 |
0.9210 |
0.9210 |
0.9180 |
0.9201 |
| PP |
0.9191 |
0.9191 |
0.9191 |
0.9187 |
| S1 |
0.9157 |
0.9157 |
0.9170 |
0.9148 |
| S2 |
0.9138 |
0.9138 |
0.9165 |
|
| S3 |
0.9085 |
0.9104 |
0.9160 |
|
| S4 |
0.9032 |
0.9051 |
0.9146 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9625 |
0.9556 |
0.9261 |
|
| R3 |
0.9469 |
0.9400 |
0.9218 |
|
| R2 |
0.9313 |
0.9313 |
0.9204 |
|
| R1 |
0.9244 |
0.9244 |
0.9189 |
0.9279 |
| PP |
0.9157 |
0.9157 |
0.9157 |
0.9174 |
| S1 |
0.9088 |
0.9088 |
0.9161 |
0.9123 |
| S2 |
0.9001 |
0.9001 |
0.9146 |
|
| S3 |
0.8845 |
0.8932 |
0.9132 |
|
| S4 |
0.8689 |
0.8776 |
0.9089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9226 |
0.9070 |
0.0156 |
1.7% |
0.0052 |
0.6% |
67% |
True |
False |
1,872 |
| 10 |
0.9226 |
0.9070 |
0.0156 |
1.7% |
0.0044 |
0.5% |
67% |
True |
False |
1,118 |
| 20 |
0.9226 |
0.9070 |
0.0156 |
1.7% |
0.0042 |
0.5% |
67% |
True |
False |
696 |
| 40 |
0.9370 |
0.9070 |
0.0300 |
3.3% |
0.0040 |
0.4% |
35% |
False |
False |
506 |
| 60 |
0.9377 |
0.9070 |
0.0307 |
3.3% |
0.0037 |
0.4% |
34% |
False |
False |
421 |
| 80 |
0.9377 |
0.9070 |
0.0307 |
3.3% |
0.0034 |
0.4% |
34% |
False |
False |
341 |
| 100 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0032 |
0.3% |
47% |
False |
False |
282 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0032 |
0.4% |
63% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9451 |
|
2.618 |
0.9365 |
|
1.618 |
0.9312 |
|
1.000 |
0.9279 |
|
0.618 |
0.9259 |
|
HIGH |
0.9226 |
|
0.618 |
0.9206 |
|
0.500 |
0.9200 |
|
0.382 |
0.9193 |
|
LOW |
0.9173 |
|
0.618 |
0.9140 |
|
1.000 |
0.9120 |
|
1.618 |
0.9087 |
|
2.618 |
0.9034 |
|
4.250 |
0.8948 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9200 |
0.9172 |
| PP |
0.9191 |
0.9169 |
| S1 |
0.9183 |
0.9166 |
|