CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9182 |
0.9192 |
0.0010 |
0.1% |
0.9193 |
| High |
0.9238 |
0.9205 |
-0.0033 |
-0.4% |
0.9238 |
| Low |
0.9163 |
0.9170 |
0.0007 |
0.1% |
0.9135 |
| Close |
0.9189 |
0.9186 |
-0.0003 |
0.0% |
0.9186 |
| Range |
0.0075 |
0.0035 |
-0.0040 |
-53.3% |
0.0103 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
64,108 |
48,702 |
-15,406 |
-24.0% |
245,250 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9292 |
0.9274 |
0.9205 |
|
| R3 |
0.9257 |
0.9239 |
0.9196 |
|
| R2 |
0.9222 |
0.9222 |
0.9192 |
|
| R1 |
0.9204 |
0.9204 |
0.9189 |
0.9196 |
| PP |
0.9187 |
0.9187 |
0.9187 |
0.9183 |
| S1 |
0.9169 |
0.9169 |
0.9183 |
0.9161 |
| S2 |
0.9152 |
0.9152 |
0.9180 |
|
| S3 |
0.9117 |
0.9134 |
0.9176 |
|
| S4 |
0.9082 |
0.9099 |
0.9167 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9495 |
0.9444 |
0.9243 |
|
| R3 |
0.9392 |
0.9341 |
0.9214 |
|
| R2 |
0.9289 |
0.9289 |
0.9205 |
|
| R1 |
0.9238 |
0.9238 |
0.9195 |
0.9212 |
| PP |
0.9186 |
0.9186 |
0.9186 |
0.9174 |
| S1 |
0.9135 |
0.9135 |
0.9177 |
0.9109 |
| S2 |
0.9083 |
0.9083 |
0.9167 |
|
| S3 |
0.8980 |
0.9032 |
0.9158 |
|
| S4 |
0.8877 |
0.8929 |
0.9129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9247 |
0.9135 |
0.0112 |
1.2% |
0.0059 |
0.6% |
46% |
False |
False |
59,719 |
| 10 |
0.9247 |
0.9088 |
0.0159 |
1.7% |
0.0056 |
0.6% |
62% |
False |
False |
57,904 |
| 20 |
0.9247 |
0.9088 |
0.0159 |
1.7% |
0.0048 |
0.5% |
62% |
False |
False |
51,014 |
| 40 |
0.9392 |
0.9088 |
0.0304 |
3.3% |
0.0047 |
0.5% |
32% |
False |
False |
50,930 |
| 60 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0045 |
0.5% |
32% |
False |
False |
49,583 |
| 80 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0042 |
0.5% |
32% |
False |
False |
38,520 |
| 100 |
0.9399 |
0.9018 |
0.0381 |
4.1% |
0.0041 |
0.4% |
44% |
False |
False |
30,906 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0043 |
0.5% |
64% |
False |
False |
25,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9354 |
|
2.618 |
0.9297 |
|
1.618 |
0.9262 |
|
1.000 |
0.9240 |
|
0.618 |
0.9227 |
|
HIGH |
0.9205 |
|
0.618 |
0.9192 |
|
0.500 |
0.9188 |
|
0.382 |
0.9183 |
|
LOW |
0.9170 |
|
0.618 |
0.9148 |
|
1.000 |
0.9135 |
|
1.618 |
0.9113 |
|
2.618 |
0.9078 |
|
4.250 |
0.9021 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9188 |
0.9187 |
| PP |
0.9187 |
0.9186 |
| S1 |
0.9187 |
0.9186 |
|