CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9129 |
0.9162 |
0.0033 |
0.4% |
0.9099 |
| High |
0.9176 |
0.9218 |
0.0042 |
0.5% |
0.9226 |
| Low |
0.9116 |
0.9145 |
0.0029 |
0.3% |
0.9070 |
| Close |
0.9164 |
0.9169 |
0.0005 |
0.1% |
0.9175 |
| Range |
0.0060 |
0.0073 |
0.0013 |
21.7% |
0.0156 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
4.3% |
0.0000 |
| Volume |
4,737 |
6,245 |
1,508 |
31.8% |
9,361 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9396 |
0.9356 |
0.9209 |
|
| R3 |
0.9323 |
0.9283 |
0.9189 |
|
| R2 |
0.9250 |
0.9250 |
0.9182 |
|
| R1 |
0.9210 |
0.9210 |
0.9176 |
0.9230 |
| PP |
0.9177 |
0.9177 |
0.9177 |
0.9188 |
| S1 |
0.9137 |
0.9137 |
0.9162 |
0.9157 |
| S2 |
0.9104 |
0.9104 |
0.9156 |
|
| S3 |
0.9031 |
0.9064 |
0.9149 |
|
| S4 |
0.8958 |
0.8991 |
0.9129 |
|
|
| 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 |
0.9116 |
0.0110 |
1.2% |
0.0055 |
0.6% |
48% |
False |
False |
3,149 |
| 10 |
0.9226 |
0.9070 |
0.0156 |
1.7% |
0.0054 |
0.6% |
63% |
False |
False |
2,373 |
| 20 |
0.9226 |
0.9070 |
0.0156 |
1.7% |
0.0045 |
0.5% |
63% |
False |
False |
1,340 |
| 40 |
0.9370 |
0.9070 |
0.0300 |
3.3% |
0.0043 |
0.5% |
33% |
False |
False |
828 |
| 60 |
0.9377 |
0.9070 |
0.0307 |
3.3% |
0.0039 |
0.4% |
32% |
False |
False |
639 |
| 80 |
0.9377 |
0.9070 |
0.0307 |
3.3% |
0.0035 |
0.4% |
32% |
False |
False |
508 |
| 100 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0032 |
0.4% |
45% |
False |
False |
417 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0033 |
0.4% |
62% |
False |
False |
356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9528 |
|
2.618 |
0.9409 |
|
1.618 |
0.9336 |
|
1.000 |
0.9291 |
|
0.618 |
0.9263 |
|
HIGH |
0.9218 |
|
0.618 |
0.9190 |
|
0.500 |
0.9182 |
|
0.382 |
0.9173 |
|
LOW |
0.9145 |
|
0.618 |
0.9100 |
|
1.000 |
0.9072 |
|
1.618 |
0.9027 |
|
2.618 |
0.8954 |
|
4.250 |
0.8835 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9182 |
0.9168 |
| PP |
0.9177 |
0.9168 |
| S1 |
0.9173 |
0.9167 |
|