CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9192 |
0.9186 |
-0.0006 |
-0.1% |
0.9193 |
| High |
0.9205 |
0.9187 |
-0.0018 |
-0.2% |
0.9238 |
| Low |
0.9170 |
0.9103 |
-0.0067 |
-0.7% |
0.9135 |
| Close |
0.9186 |
0.9119 |
-0.0067 |
-0.7% |
0.9186 |
| Range |
0.0035 |
0.0084 |
0.0049 |
140.0% |
0.0103 |
| ATR |
0.0049 |
0.0052 |
0.0002 |
5.0% |
0.0000 |
| Volume |
48,702 |
66,790 |
18,088 |
37.1% |
245,250 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9388 |
0.9338 |
0.9165 |
|
| R3 |
0.9304 |
0.9254 |
0.9142 |
|
| R2 |
0.9220 |
0.9220 |
0.9134 |
|
| R1 |
0.9170 |
0.9170 |
0.9127 |
0.9153 |
| PP |
0.9136 |
0.9136 |
0.9136 |
0.9128 |
| S1 |
0.9086 |
0.9086 |
0.9111 |
0.9069 |
| S2 |
0.9052 |
0.9052 |
0.9104 |
|
| S3 |
0.8968 |
0.9002 |
0.9096 |
|
| S4 |
0.8884 |
0.8918 |
0.9073 |
|
|
| 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 |
0.9238 |
0.9103 |
0.0135 |
1.5% |
0.0064 |
0.7% |
12% |
False |
True |
62,408 |
| 10 |
0.9247 |
0.9088 |
0.0159 |
1.7% |
0.0060 |
0.7% |
19% |
False |
False |
59,345 |
| 20 |
0.9247 |
0.9088 |
0.0159 |
1.7% |
0.0049 |
0.5% |
19% |
False |
False |
51,174 |
| 40 |
0.9326 |
0.9088 |
0.0238 |
2.6% |
0.0047 |
0.5% |
13% |
False |
False |
50,700 |
| 60 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0046 |
0.5% |
10% |
False |
False |
49,869 |
| 80 |
0.9399 |
0.9088 |
0.0311 |
3.4% |
0.0043 |
0.5% |
10% |
False |
False |
39,347 |
| 100 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0042 |
0.5% |
27% |
False |
False |
31,573 |
| 120 |
0.9399 |
0.8815 |
0.0584 |
6.4% |
0.0043 |
0.5% |
52% |
False |
False |
26,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9544 |
|
2.618 |
0.9407 |
|
1.618 |
0.9323 |
|
1.000 |
0.9271 |
|
0.618 |
0.9239 |
|
HIGH |
0.9187 |
|
0.618 |
0.9155 |
|
0.500 |
0.9145 |
|
0.382 |
0.9135 |
|
LOW |
0.9103 |
|
0.618 |
0.9051 |
|
1.000 |
0.9019 |
|
1.618 |
0.8967 |
|
2.618 |
0.8883 |
|
4.250 |
0.8746 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9145 |
0.9171 |
| PP |
0.9136 |
0.9153 |
| S1 |
0.9128 |
0.9136 |
|