CME Canadian Dollar Future March 2015
| 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 |
0.9173 |
0.9183 |
0.0010 |
0.1% |
0.9062 |
| High |
0.9173 |
0.9205 |
0.0032 |
0.3% |
0.9205 |
| Low |
0.9168 |
0.9155 |
-0.0013 |
-0.1% |
0.9061 |
| Close |
0.9171 |
0.9155 |
-0.0016 |
-0.2% |
0.9155 |
| Range |
0.0005 |
0.0050 |
0.0045 |
900.0% |
0.0144 |
| ATR |
0.0028 |
0.0029 |
0.0002 |
5.7% |
0.0000 |
| Volume |
227 |
29 |
-198 |
-87.2% |
397 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9322 |
0.9288 |
0.9183 |
|
| R3 |
0.9272 |
0.9238 |
0.9169 |
|
| R2 |
0.9222 |
0.9222 |
0.9164 |
|
| R1 |
0.9188 |
0.9188 |
0.9160 |
0.9180 |
| PP |
0.9172 |
0.9172 |
0.9172 |
0.9168 |
| S1 |
0.9138 |
0.9138 |
0.9150 |
0.9130 |
| S2 |
0.9122 |
0.9122 |
0.9146 |
|
| S3 |
0.9072 |
0.9088 |
0.9141 |
|
| S4 |
0.9022 |
0.9038 |
0.9128 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9572 |
0.9508 |
0.9234 |
|
| R3 |
0.9428 |
0.9364 |
0.9195 |
|
| R2 |
0.9284 |
0.9284 |
0.9181 |
|
| R1 |
0.9220 |
0.9220 |
0.9168 |
0.9252 |
| PP |
0.9140 |
0.9140 |
0.9140 |
0.9157 |
| S1 |
0.9076 |
0.9076 |
0.9142 |
0.9108 |
| S2 |
0.8996 |
0.8996 |
0.9129 |
|
| S3 |
0.8852 |
0.8932 |
0.9115 |
|
| S4 |
0.8708 |
0.8788 |
0.9076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9205 |
0.9061 |
0.0144 |
1.6% |
0.0028 |
0.3% |
65% |
True |
False |
79 |
| 10 |
0.9205 |
0.9061 |
0.0144 |
1.6% |
0.0020 |
0.2% |
65% |
True |
False |
73 |
| 20 |
0.9205 |
0.9060 |
0.0145 |
1.6% |
0.0017 |
0.2% |
66% |
True |
False |
54 |
| 40 |
0.9337 |
0.9060 |
0.0277 |
3.0% |
0.0013 |
0.1% |
34% |
False |
False |
45 |
| 60 |
0.9356 |
0.9060 |
0.0296 |
3.2% |
0.0012 |
0.1% |
32% |
False |
False |
41 |
| 80 |
0.9356 |
0.9060 |
0.0296 |
3.2% |
0.0011 |
0.1% |
32% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9418 |
|
2.618 |
0.9336 |
|
1.618 |
0.9286 |
|
1.000 |
0.9255 |
|
0.618 |
0.9236 |
|
HIGH |
0.9205 |
|
0.618 |
0.9186 |
|
0.500 |
0.9180 |
|
0.382 |
0.9174 |
|
LOW |
0.9155 |
|
0.618 |
0.9124 |
|
1.000 |
0.9105 |
|
1.618 |
0.9074 |
|
2.618 |
0.9024 |
|
4.250 |
0.8943 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9180 |
0.9162 |
| PP |
0.9172 |
0.9159 |
| S1 |
0.9163 |
0.9157 |
|