CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9060 |
0.9020 |
-0.0040 |
-0.4% |
0.9186 |
High |
0.9065 |
0.9058 |
-0.0007 |
-0.1% |
0.9187 |
Low |
0.9010 |
0.9009 |
-0.0001 |
0.0% |
0.9010 |
Close |
0.9014 |
0.9048 |
0.0034 |
0.4% |
0.9014 |
Range |
0.0055 |
0.0049 |
-0.0006 |
-10.9% |
0.0177 |
ATR |
0.0056 |
0.0056 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
21,795 |
4,876 |
-16,919 |
-77.6% |
336,788 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9185 |
0.9166 |
0.9075 |
|
R3 |
0.9136 |
0.9117 |
0.9061 |
|
R2 |
0.9087 |
0.9087 |
0.9057 |
|
R1 |
0.9068 |
0.9068 |
0.9052 |
0.9078 |
PP |
0.9038 |
0.9038 |
0.9038 |
0.9043 |
S1 |
0.9019 |
0.9019 |
0.9044 |
0.9029 |
S2 |
0.8989 |
0.8989 |
0.9039 |
|
S3 |
0.8940 |
0.8970 |
0.9035 |
|
S4 |
0.8891 |
0.8921 |
0.9021 |
|
|
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 |
0.9145 |
0.9009 |
0.0136 |
1.5% |
0.0065 |
0.7% |
29% |
False |
True |
54,974 |
10 |
0.9238 |
0.9009 |
0.0229 |
2.5% |
0.0065 |
0.7% |
17% |
False |
True |
58,691 |
20 |
0.9247 |
0.9009 |
0.0238 |
2.6% |
0.0056 |
0.6% |
16% |
False |
True |
53,581 |
40 |
0.9325 |
0.9009 |
0.0316 |
3.5% |
0.0049 |
0.5% |
12% |
False |
True |
51,201 |
60 |
0.9399 |
0.9009 |
0.0390 |
4.3% |
0.0047 |
0.5% |
10% |
False |
True |
50,738 |
80 |
0.9399 |
0.9009 |
0.0390 |
4.3% |
0.0045 |
0.5% |
10% |
False |
True |
42,766 |
100 |
0.9399 |
0.9009 |
0.0390 |
4.3% |
0.0044 |
0.5% |
10% |
False |
True |
34,313 |
120 |
0.9399 |
0.8919 |
0.0480 |
5.3% |
0.0044 |
0.5% |
27% |
False |
False |
28,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9266 |
2.618 |
0.9186 |
1.618 |
0.9137 |
1.000 |
0.9107 |
0.618 |
0.9088 |
HIGH |
0.9058 |
0.618 |
0.9039 |
0.500 |
0.9034 |
0.382 |
0.9028 |
LOW |
0.9009 |
0.618 |
0.8979 |
1.000 |
0.8960 |
1.618 |
0.8930 |
2.618 |
0.8881 |
4.250 |
0.8801 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9043 |
0.9075 |
PP |
0.9038 |
0.9066 |
S1 |
0.9034 |
0.9057 |
|