CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9103 |
0.9136 |
0.0033 |
0.4% |
0.9193 |
| High |
0.9145 |
0.9140 |
-0.0005 |
-0.1% |
0.9238 |
| Low |
0.9077 |
0.9041 |
-0.0036 |
-0.4% |
0.9135 |
| Close |
0.9133 |
0.9044 |
-0.0089 |
-1.0% |
0.9186 |
| Range |
0.0068 |
0.0099 |
0.0031 |
45.6% |
0.0103 |
| ATR |
0.0053 |
0.0057 |
0.0003 |
6.1% |
0.0000 |
| Volume |
80,316 |
83,785 |
3,469 |
4.3% |
245,250 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9372 |
0.9307 |
0.9098 |
|
| R3 |
0.9273 |
0.9208 |
0.9071 |
|
| R2 |
0.9174 |
0.9174 |
0.9062 |
|
| R1 |
0.9109 |
0.9109 |
0.9053 |
0.9092 |
| PP |
0.9075 |
0.9075 |
0.9075 |
0.9067 |
| S1 |
0.9010 |
0.9010 |
0.9035 |
0.8993 |
| S2 |
0.8976 |
0.8976 |
0.9026 |
|
| S3 |
0.8877 |
0.8911 |
0.9017 |
|
| S4 |
0.8778 |
0.8812 |
0.8990 |
|
|
| 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 |
0.9205 |
0.9041 |
0.0164 |
1.8% |
0.0068 |
0.8% |
2% |
False |
True |
72,739 |
| 10 |
0.9247 |
0.9041 |
0.0206 |
2.3% |
0.0063 |
0.7% |
1% |
False |
True |
67,034 |
| 20 |
0.9247 |
0.9041 |
0.0206 |
2.3% |
0.0055 |
0.6% |
1% |
False |
True |
56,952 |
| 40 |
0.9326 |
0.9041 |
0.0285 |
3.2% |
0.0048 |
0.5% |
1% |
False |
True |
52,714 |
| 60 |
0.9399 |
0.9041 |
0.0358 |
4.0% |
0.0048 |
0.5% |
1% |
False |
True |
52,050 |
| 80 |
0.9399 |
0.9041 |
0.0358 |
4.0% |
0.0045 |
0.5% |
1% |
False |
True |
42,437 |
| 100 |
0.9399 |
0.9018 |
0.0381 |
4.2% |
0.0043 |
0.5% |
7% |
False |
False |
34,048 |
| 120 |
0.9399 |
0.8865 |
0.0534 |
5.9% |
0.0043 |
0.5% |
34% |
False |
False |
28,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9561 |
|
2.618 |
0.9399 |
|
1.618 |
0.9300 |
|
1.000 |
0.9239 |
|
0.618 |
0.9201 |
|
HIGH |
0.9140 |
|
0.618 |
0.9102 |
|
0.500 |
0.9091 |
|
0.382 |
0.9079 |
|
LOW |
0.9041 |
|
0.618 |
0.8980 |
|
1.000 |
0.8942 |
|
1.618 |
0.8881 |
|
2.618 |
0.8782 |
|
4.250 |
0.8620 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9091 |
0.9093 |
| PP |
0.9075 |
0.9077 |
| S1 |
0.9060 |
0.9060 |
|