CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9112 |
0.9117 |
0.0005 |
0.1% |
0.9201 |
| High |
0.9112 |
0.9117 |
0.0005 |
0.1% |
0.9204 |
| Low |
0.9109 |
0.9117 |
0.0008 |
0.1% |
0.9109 |
| Close |
0.9109 |
0.9117 |
0.0008 |
0.1% |
0.9109 |
| Range |
0.0003 |
0.0000 |
-0.0003 |
-100.0% |
0.0095 |
| ATR |
0.0023 |
0.0022 |
-0.0001 |
-4.7% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
78 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9117 |
0.9117 |
0.9117 |
|
| R3 |
0.9117 |
0.9117 |
0.9117 |
|
| R2 |
0.9117 |
0.9117 |
0.9117 |
|
| R1 |
0.9117 |
0.9117 |
0.9117 |
0.9117 |
| PP |
0.9117 |
0.9117 |
0.9117 |
0.9117 |
| S1 |
0.9117 |
0.9117 |
0.9117 |
0.9117 |
| S2 |
0.9117 |
0.9117 |
0.9117 |
|
| S3 |
0.9117 |
0.9117 |
0.9117 |
|
| S4 |
0.9117 |
0.9117 |
0.9117 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9426 |
0.9362 |
0.9161 |
|
| R3 |
0.9331 |
0.9267 |
0.9135 |
|
| R2 |
0.9236 |
0.9236 |
0.9126 |
|
| R1 |
0.9172 |
0.9172 |
0.9118 |
0.9157 |
| PP |
0.9141 |
0.9141 |
0.9141 |
0.9133 |
| S1 |
0.9077 |
0.9077 |
0.9100 |
0.9062 |
| S2 |
0.9046 |
0.9046 |
0.9092 |
|
| S3 |
0.8951 |
0.8982 |
0.9083 |
|
| S4 |
0.8856 |
0.8887 |
0.9057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9162 |
0.9109 |
0.0053 |
0.6% |
0.0007 |
0.1% |
15% |
False |
False |
1 |
| 10 |
0.9270 |
0.9109 |
0.0161 |
1.8% |
0.0009 |
0.1% |
5% |
False |
False |
17 |
| 20 |
0.9337 |
0.9109 |
0.0228 |
2.5% |
0.0009 |
0.1% |
4% |
False |
False |
35 |
| 40 |
0.9356 |
0.9102 |
0.0254 |
2.8% |
0.0009 |
0.1% |
6% |
False |
False |
35 |
| 60 |
0.9356 |
0.9081 |
0.0275 |
3.0% |
0.0009 |
0.1% |
13% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9117 |
|
2.618 |
0.9117 |
|
1.618 |
0.9117 |
|
1.000 |
0.9117 |
|
0.618 |
0.9117 |
|
HIGH |
0.9117 |
|
0.618 |
0.9117 |
|
0.500 |
0.9117 |
|
0.382 |
0.9117 |
|
LOW |
0.9117 |
|
0.618 |
0.9117 |
|
1.000 |
0.9117 |
|
1.618 |
0.9117 |
|
2.618 |
0.9117 |
|
4.250 |
0.9117 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9117 |
0.9126 |
| PP |
0.9117 |
0.9123 |
| S1 |
0.9117 |
0.9120 |
|