CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9186 |
0.9108 |
-0.0078 |
-0.8% |
0.9193 |
| High |
0.9187 |
0.9118 |
-0.0069 |
-0.8% |
0.9238 |
| Low |
0.9103 |
0.9062 |
-0.0041 |
-0.5% |
0.9135 |
| Close |
0.9119 |
0.9087 |
-0.0032 |
-0.4% |
0.9186 |
| Range |
0.0084 |
0.0056 |
-0.0028 |
-33.3% |
0.0103 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.7% |
0.0000 |
| Volume |
66,790 |
84,102 |
17,312 |
25.9% |
245,250 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9257 |
0.9228 |
0.9118 |
|
| R3 |
0.9201 |
0.9172 |
0.9102 |
|
| R2 |
0.9145 |
0.9145 |
0.9097 |
|
| R1 |
0.9116 |
0.9116 |
0.9092 |
0.9103 |
| PP |
0.9089 |
0.9089 |
0.9089 |
0.9082 |
| S1 |
0.9060 |
0.9060 |
0.9082 |
0.9047 |
| S2 |
0.9033 |
0.9033 |
0.9077 |
|
| S3 |
0.8977 |
0.9004 |
0.9072 |
|
| S4 |
0.8921 |
0.8948 |
0.9056 |
|
|
| 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 |
0.9062 |
0.0176 |
1.9% |
0.0062 |
0.7% |
14% |
False |
True |
64,981 |
| 10 |
0.9247 |
0.9062 |
0.0185 |
2.0% |
0.0062 |
0.7% |
14% |
False |
True |
64,700 |
| 20 |
0.9247 |
0.9062 |
0.0185 |
2.0% |
0.0050 |
0.5% |
14% |
False |
True |
52,969 |
| 40 |
0.9326 |
0.9062 |
0.0264 |
2.9% |
0.0047 |
0.5% |
9% |
False |
True |
51,702 |
| 60 |
0.9399 |
0.9062 |
0.0337 |
3.7% |
0.0046 |
0.5% |
7% |
False |
True |
50,564 |
| 80 |
0.9399 |
0.9062 |
0.0337 |
3.7% |
0.0043 |
0.5% |
7% |
False |
True |
40,396 |
| 100 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0042 |
0.5% |
18% |
False |
False |
32,410 |
| 120 |
0.9399 |
0.8834 |
0.0565 |
6.2% |
0.0043 |
0.5% |
45% |
False |
False |
27,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9356 |
|
2.618 |
0.9265 |
|
1.618 |
0.9209 |
|
1.000 |
0.9174 |
|
0.618 |
0.9153 |
|
HIGH |
0.9118 |
|
0.618 |
0.9097 |
|
0.500 |
0.9090 |
|
0.382 |
0.9083 |
|
LOW |
0.9062 |
|
0.618 |
0.9027 |
|
1.000 |
0.9006 |
|
1.618 |
0.8971 |
|
2.618 |
0.8915 |
|
4.250 |
0.8824 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9090 |
0.9134 |
| PP |
0.9089 |
0.9118 |
| S1 |
0.9088 |
0.9103 |
|