CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9162 |
0.9173 |
0.0011 |
0.1% |
0.9175 |
| High |
0.9218 |
0.9203 |
-0.0015 |
-0.2% |
0.9218 |
| Low |
0.9145 |
0.9150 |
0.0005 |
0.1% |
0.9116 |
| Close |
0.9169 |
0.9166 |
-0.0003 |
0.0% |
0.9166 |
| Range |
0.0073 |
0.0053 |
-0.0020 |
-27.4% |
0.0102 |
| ATR |
0.0047 |
0.0048 |
0.0000 |
0.9% |
0.0000 |
| Volume |
6,245 |
3,163 |
-3,082 |
-49.4% |
16,743 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9332 |
0.9302 |
0.9195 |
|
| R3 |
0.9279 |
0.9249 |
0.9181 |
|
| R2 |
0.9226 |
0.9226 |
0.9176 |
|
| R1 |
0.9196 |
0.9196 |
0.9171 |
0.9185 |
| PP |
0.9173 |
0.9173 |
0.9173 |
0.9167 |
| S1 |
0.9143 |
0.9143 |
0.9161 |
0.9132 |
| S2 |
0.9120 |
0.9120 |
0.9156 |
|
| S3 |
0.9067 |
0.9090 |
0.9151 |
|
| S4 |
0.9014 |
0.9037 |
0.9137 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9473 |
0.9421 |
0.9222 |
|
| R3 |
0.9371 |
0.9319 |
0.9194 |
|
| R2 |
0.9269 |
0.9269 |
0.9185 |
|
| R1 |
0.9217 |
0.9217 |
0.9175 |
0.9192 |
| PP |
0.9167 |
0.9167 |
0.9167 |
0.9154 |
| S1 |
0.9115 |
0.9115 |
0.9157 |
0.9090 |
| S2 |
0.9065 |
0.9065 |
0.9147 |
|
| S3 |
0.8963 |
0.9013 |
0.9138 |
|
| S4 |
0.8861 |
0.8911 |
0.9110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9226 |
0.9116 |
0.0110 |
1.2% |
0.0060 |
0.7% |
45% |
False |
False |
3,575 |
| 10 |
0.9226 |
0.9070 |
0.0156 |
1.7% |
0.0056 |
0.6% |
62% |
False |
False |
2,648 |
| 20 |
0.9226 |
0.9070 |
0.0156 |
1.7% |
0.0047 |
0.5% |
62% |
False |
False |
1,478 |
| 40 |
0.9370 |
0.9070 |
0.0300 |
3.3% |
0.0043 |
0.5% |
32% |
False |
False |
904 |
| 60 |
0.9377 |
0.9070 |
0.0307 |
3.3% |
0.0039 |
0.4% |
31% |
False |
False |
688 |
| 80 |
0.9377 |
0.9070 |
0.0307 |
3.3% |
0.0035 |
0.4% |
31% |
False |
False |
546 |
| 100 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0033 |
0.4% |
44% |
False |
False |
448 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0034 |
0.4% |
61% |
False |
False |
382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9428 |
|
2.618 |
0.9342 |
|
1.618 |
0.9289 |
|
1.000 |
0.9256 |
|
0.618 |
0.9236 |
|
HIGH |
0.9203 |
|
0.618 |
0.9183 |
|
0.500 |
0.9177 |
|
0.382 |
0.9170 |
|
LOW |
0.9150 |
|
0.618 |
0.9117 |
|
1.000 |
0.9097 |
|
1.618 |
0.9064 |
|
2.618 |
0.9011 |
|
4.250 |
0.8925 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9177 |
0.9167 |
| PP |
0.9173 |
0.9167 |
| S1 |
0.9170 |
0.9166 |
|