CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9020 |
0.9046 |
0.0026 |
0.3% |
0.9186 |
High |
0.9058 |
0.9084 |
0.0026 |
0.3% |
0.9187 |
Low |
0.9009 |
0.9032 |
0.0023 |
0.3% |
0.9010 |
Close |
0.9048 |
0.9076 |
0.0028 |
0.3% |
0.9014 |
Range |
0.0049 |
0.0052 |
0.0003 |
6.1% |
0.0177 |
ATR |
0.0056 |
0.0056 |
0.0000 |
-0.5% |
0.0000 |
Volume |
4,876 |
298 |
-4,578 |
-93.9% |
336,788 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9220 |
0.9200 |
0.9105 |
|
R3 |
0.9168 |
0.9148 |
0.9090 |
|
R2 |
0.9116 |
0.9116 |
0.9086 |
|
R1 |
0.9096 |
0.9096 |
0.9081 |
0.9106 |
PP |
0.9064 |
0.9064 |
0.9064 |
0.9069 |
S1 |
0.9044 |
0.9044 |
0.9071 |
0.9054 |
S2 |
0.9012 |
0.9012 |
0.9066 |
|
S3 |
0.8960 |
0.8992 |
0.9062 |
|
S4 |
0.8908 |
0.8940 |
0.9047 |
|
|
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% |
49% |
False |
False |
38,214 |
10 |
0.9238 |
0.9009 |
0.0229 |
2.5% |
0.0063 |
0.7% |
29% |
False |
False |
51,597 |
20 |
0.9247 |
0.9009 |
0.0238 |
2.6% |
0.0058 |
0.6% |
28% |
False |
False |
52,251 |
40 |
0.9325 |
0.9009 |
0.0316 |
3.5% |
0.0050 |
0.5% |
21% |
False |
False |
50,473 |
60 |
0.9399 |
0.9009 |
0.0390 |
4.3% |
0.0047 |
0.5% |
17% |
False |
False |
49,554 |
80 |
0.9399 |
0.9009 |
0.0390 |
4.3% |
0.0045 |
0.5% |
17% |
False |
False |
42,764 |
100 |
0.9399 |
0.9009 |
0.0390 |
4.3% |
0.0044 |
0.5% |
17% |
False |
False |
34,313 |
120 |
0.9399 |
0.8968 |
0.0431 |
4.7% |
0.0043 |
0.5% |
25% |
False |
False |
28,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9305 |
2.618 |
0.9220 |
1.618 |
0.9168 |
1.000 |
0.9136 |
0.618 |
0.9116 |
HIGH |
0.9084 |
0.618 |
0.9064 |
0.500 |
0.9058 |
0.382 |
0.9052 |
LOW |
0.9032 |
0.618 |
0.9000 |
1.000 |
0.8980 |
1.618 |
0.8948 |
2.618 |
0.8896 |
4.250 |
0.8811 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9070 |
0.9066 |
PP |
0.9064 |
0.9056 |
S1 |
0.9058 |
0.9047 |
|