CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9085 |
0.9090 |
0.0005 |
0.1% |
0.9104 |
| High |
0.9092 |
0.9090 |
-0.0002 |
0.0% |
0.9137 |
| Low |
0.9073 |
0.9090 |
0.0017 |
0.2% |
0.9097 |
| Close |
0.9073 |
0.9090 |
0.0017 |
0.2% |
0.9134 |
| Range |
0.0019 |
0.0000 |
-0.0019 |
-100.0% |
0.0040 |
| ATR |
0.0024 |
0.0024 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
105 |
35 |
-70 |
-66.7% |
128 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9090 |
0.9090 |
0.9090 |
|
| R3 |
0.9090 |
0.9090 |
0.9090 |
|
| R2 |
0.9090 |
0.9090 |
0.9090 |
|
| R1 |
0.9090 |
0.9090 |
0.9090 |
0.9090 |
| PP |
0.9090 |
0.9090 |
0.9090 |
0.9090 |
| S1 |
0.9090 |
0.9090 |
0.9090 |
0.9090 |
| S2 |
0.9090 |
0.9090 |
0.9090 |
|
| S3 |
0.9090 |
0.9090 |
0.9090 |
|
| S4 |
0.9090 |
0.9090 |
0.9090 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9243 |
0.9228 |
0.9156 |
|
| R3 |
0.9203 |
0.9188 |
0.9145 |
|
| R2 |
0.9163 |
0.9163 |
0.9141 |
|
| R1 |
0.9148 |
0.9148 |
0.9138 |
0.9156 |
| PP |
0.9123 |
0.9123 |
0.9123 |
0.9126 |
| S1 |
0.9108 |
0.9108 |
0.9130 |
0.9116 |
| S2 |
0.9083 |
0.9083 |
0.9127 |
|
| S3 |
0.9043 |
0.9068 |
0.9123 |
|
| S4 |
0.9003 |
0.9028 |
0.9112 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9141 |
0.9073 |
0.0068 |
0.7% |
0.0013 |
0.1% |
25% |
False |
False |
63 |
| 10 |
0.9141 |
0.9060 |
0.0081 |
0.9% |
0.0015 |
0.2% |
37% |
False |
False |
55 |
| 20 |
0.9230 |
0.9060 |
0.0170 |
1.9% |
0.0014 |
0.2% |
18% |
False |
False |
37 |
| 40 |
0.9356 |
0.9060 |
0.0296 |
3.3% |
0.0012 |
0.1% |
10% |
False |
False |
36 |
| 60 |
0.9356 |
0.9060 |
0.0296 |
3.3% |
0.0011 |
0.1% |
10% |
False |
False |
37 |
| 80 |
0.9356 |
0.9041 |
0.0315 |
3.5% |
0.0009 |
0.1% |
16% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9090 |
|
2.618 |
0.9090 |
|
1.618 |
0.9090 |
|
1.000 |
0.9090 |
|
0.618 |
0.9090 |
|
HIGH |
0.9090 |
|
0.618 |
0.9090 |
|
0.500 |
0.9090 |
|
0.382 |
0.9090 |
|
LOW |
0.9090 |
|
0.618 |
0.9090 |
|
1.000 |
0.9090 |
|
1.618 |
0.9090 |
|
2.618 |
0.9090 |
|
4.250 |
0.9090 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9090 |
0.9098 |
| PP |
0.9090 |
0.9095 |
| S1 |
0.9090 |
0.9093 |
|