CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9175 |
0.9129 |
-0.0046 |
-0.5% |
0.9099 |
| High |
0.9185 |
0.9176 |
-0.0009 |
-0.1% |
0.9226 |
| Low |
0.9122 |
0.9116 |
-0.0006 |
-0.1% |
0.9070 |
| Close |
0.9131 |
0.9164 |
0.0033 |
0.4% |
0.9175 |
| Range |
0.0063 |
0.0060 |
-0.0003 |
-4.8% |
0.0156 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.5% |
0.0000 |
| Volume |
2,598 |
4,737 |
2,139 |
82.3% |
9,361 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9332 |
0.9308 |
0.9197 |
|
| R3 |
0.9272 |
0.9248 |
0.9181 |
|
| R2 |
0.9212 |
0.9212 |
0.9175 |
|
| R1 |
0.9188 |
0.9188 |
0.9170 |
0.9200 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9158 |
| S1 |
0.9128 |
0.9128 |
0.9159 |
0.9140 |
| S2 |
0.9092 |
0.9092 |
0.9153 |
|
| S3 |
0.9032 |
0.9068 |
0.9148 |
|
| S4 |
0.8972 |
0.9008 |
0.9131 |
|
|
| 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 |
0.9106 |
0.0120 |
1.3% |
0.0061 |
0.7% |
48% |
False |
False |
3,017 |
| 10 |
0.9226 |
0.9070 |
0.0156 |
1.7% |
0.0050 |
0.5% |
60% |
False |
False |
1,773 |
| 20 |
0.9226 |
0.9070 |
0.0156 |
1.7% |
0.0045 |
0.5% |
60% |
False |
False |
1,048 |
| 40 |
0.9370 |
0.9070 |
0.0300 |
3.3% |
0.0041 |
0.5% |
31% |
False |
False |
676 |
| 60 |
0.9377 |
0.9070 |
0.0307 |
3.4% |
0.0038 |
0.4% |
31% |
False |
False |
542 |
| 80 |
0.9377 |
0.9070 |
0.0307 |
3.4% |
0.0034 |
0.4% |
31% |
False |
False |
432 |
| 100 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0032 |
0.3% |
44% |
False |
False |
354 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0033 |
0.4% |
61% |
False |
False |
305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9431 |
|
2.618 |
0.9333 |
|
1.618 |
0.9273 |
|
1.000 |
0.9236 |
|
0.618 |
0.9213 |
|
HIGH |
0.9176 |
|
0.618 |
0.9153 |
|
0.500 |
0.9146 |
|
0.382 |
0.9139 |
|
LOW |
0.9116 |
|
0.618 |
0.9079 |
|
1.000 |
0.9056 |
|
1.618 |
0.9019 |
|
2.618 |
0.8959 |
|
4.250 |
0.8861 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9158 |
0.9171 |
| PP |
0.9152 |
0.9169 |
| S1 |
0.9146 |
0.9166 |
|