CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9136 |
0.9060 |
-0.0076 |
-0.8% |
0.9186 |
High |
0.9140 |
0.9065 |
-0.0075 |
-0.8% |
0.9187 |
Low |
0.9041 |
0.9010 |
-0.0031 |
-0.3% |
0.9010 |
Close |
0.9044 |
0.9014 |
-0.0030 |
-0.3% |
0.9014 |
Range |
0.0099 |
0.0055 |
-0.0044 |
-44.4% |
0.0177 |
ATR |
0.0057 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
Volume |
83,785 |
21,795 |
-61,990 |
-74.0% |
336,788 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9195 |
0.9159 |
0.9044 |
|
R3 |
0.9140 |
0.9104 |
0.9029 |
|
R2 |
0.9085 |
0.9085 |
0.9024 |
|
R1 |
0.9049 |
0.9049 |
0.9019 |
0.9040 |
PP |
0.9030 |
0.9030 |
0.9030 |
0.9025 |
S1 |
0.8994 |
0.8994 |
0.9009 |
0.8985 |
S2 |
0.8975 |
0.8975 |
0.9004 |
|
S3 |
0.8920 |
0.8939 |
0.8999 |
|
S4 |
0.8865 |
0.8884 |
0.8984 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9601 |
0.9485 |
0.9111 |
|
R3 |
0.9424 |
0.9308 |
0.9063 |
|
R2 |
0.9247 |
0.9247 |
0.9046 |
|
R1 |
0.9131 |
0.9131 |
0.9030 |
0.9101 |
PP |
0.9070 |
0.9070 |
0.9070 |
0.9055 |
S1 |
0.8954 |
0.8954 |
0.8998 |
0.8924 |
S2 |
0.8893 |
0.8893 |
0.8982 |
|
S3 |
0.8716 |
0.8777 |
0.8965 |
|
S4 |
0.8539 |
0.8600 |
0.8917 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9187 |
0.9010 |
0.0177 |
2.0% |
0.0072 |
0.8% |
2% |
False |
True |
67,357 |
10 |
0.9247 |
0.9010 |
0.0237 |
2.6% |
0.0066 |
0.7% |
2% |
False |
True |
63,538 |
20 |
0.9247 |
0.9010 |
0.0237 |
2.6% |
0.0056 |
0.6% |
2% |
False |
True |
56,380 |
40 |
0.9326 |
0.9010 |
0.0316 |
3.5% |
0.0049 |
0.5% |
1% |
False |
True |
52,137 |
60 |
0.9399 |
0.9010 |
0.0389 |
4.3% |
0.0047 |
0.5% |
1% |
False |
True |
51,578 |
80 |
0.9399 |
0.9010 |
0.0389 |
4.3% |
0.0045 |
0.5% |
1% |
False |
True |
42,707 |
100 |
0.9399 |
0.9010 |
0.0389 |
4.3% |
0.0043 |
0.5% |
1% |
False |
True |
34,265 |
120 |
0.9399 |
0.8888 |
0.0511 |
5.7% |
0.0043 |
0.5% |
25% |
False |
False |
28,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9299 |
2.618 |
0.9209 |
1.618 |
0.9154 |
1.000 |
0.9120 |
0.618 |
0.9099 |
HIGH |
0.9065 |
0.618 |
0.9044 |
0.500 |
0.9038 |
0.382 |
0.9031 |
LOW |
0.9010 |
0.618 |
0.8976 |
1.000 |
0.8955 |
1.618 |
0.8921 |
2.618 |
0.8866 |
4.250 |
0.8776 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9038 |
0.9078 |
PP |
0.9030 |
0.9056 |
S1 |
0.9022 |
0.9035 |
|