CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9108 |
0.9103 |
-0.0005 |
-0.1% |
0.9193 |
| High |
0.9118 |
0.9145 |
0.0027 |
0.3% |
0.9238 |
| Low |
0.9062 |
0.9077 |
0.0015 |
0.2% |
0.9135 |
| Close |
0.9087 |
0.9133 |
0.0046 |
0.5% |
0.9186 |
| Range |
0.0056 |
0.0068 |
0.0012 |
21.4% |
0.0103 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.2% |
0.0000 |
| Volume |
84,102 |
80,316 |
-3,786 |
-4.5% |
245,250 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9322 |
0.9296 |
0.9170 |
|
| R3 |
0.9254 |
0.9228 |
0.9152 |
|
| R2 |
0.9186 |
0.9186 |
0.9145 |
|
| R1 |
0.9160 |
0.9160 |
0.9139 |
0.9173 |
| PP |
0.9118 |
0.9118 |
0.9118 |
0.9125 |
| S1 |
0.9092 |
0.9092 |
0.9127 |
0.9105 |
| S2 |
0.9050 |
0.9050 |
0.9121 |
|
| S3 |
0.8982 |
0.9024 |
0.9114 |
|
| S4 |
0.8914 |
0.8956 |
0.9096 |
|
|
| 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% |
0.0064 |
0.7% |
40% |
False |
False |
68,803 |
| 10 |
0.9247 |
0.9062 |
0.0185 |
2.0% |
0.0064 |
0.7% |
38% |
False |
False |
68,472 |
| 20 |
0.9247 |
0.9062 |
0.0185 |
2.0% |
0.0051 |
0.6% |
38% |
False |
False |
55,115 |
| 40 |
0.9326 |
0.9062 |
0.0264 |
2.9% |
0.0047 |
0.5% |
27% |
False |
False |
52,354 |
| 60 |
0.9399 |
0.9062 |
0.0337 |
3.7% |
0.0047 |
0.5% |
21% |
False |
False |
51,181 |
| 80 |
0.9399 |
0.9062 |
0.0337 |
3.7% |
0.0044 |
0.5% |
21% |
False |
False |
41,393 |
| 100 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0042 |
0.5% |
30% |
False |
False |
33,211 |
| 120 |
0.9399 |
0.8847 |
0.0552 |
6.0% |
0.0043 |
0.5% |
52% |
False |
False |
27,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9434 |
|
2.618 |
0.9323 |
|
1.618 |
0.9255 |
|
1.000 |
0.9213 |
|
0.618 |
0.9187 |
|
HIGH |
0.9145 |
|
0.618 |
0.9119 |
|
0.500 |
0.9111 |
|
0.382 |
0.9103 |
|
LOW |
0.9077 |
|
0.618 |
0.9035 |
|
1.000 |
0.9009 |
|
1.618 |
0.8967 |
|
2.618 |
0.8899 |
|
4.250 |
0.8788 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9126 |
0.9130 |
| PP |
0.9118 |
0.9127 |
| S1 |
0.9111 |
0.9125 |
|