CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9173 |
0.9166 |
-0.0007 |
-0.1% |
0.9175 |
| High |
0.9203 |
0.9167 |
-0.0036 |
-0.4% |
0.9218 |
| Low |
0.9150 |
0.9084 |
-0.0066 |
-0.7% |
0.9116 |
| Close |
0.9166 |
0.9099 |
-0.0067 |
-0.7% |
0.9166 |
| Range |
0.0053 |
0.0083 |
0.0030 |
56.6% |
0.0102 |
| ATR |
0.0048 |
0.0050 |
0.0003 |
5.3% |
0.0000 |
| Volume |
3,163 |
13,514 |
10,351 |
327.3% |
16,743 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9366 |
0.9315 |
0.9145 |
|
| R3 |
0.9283 |
0.9232 |
0.9122 |
|
| R2 |
0.9200 |
0.9200 |
0.9114 |
|
| R1 |
0.9149 |
0.9149 |
0.9107 |
0.9133 |
| PP |
0.9117 |
0.9117 |
0.9117 |
0.9109 |
| S1 |
0.9066 |
0.9066 |
0.9091 |
0.9050 |
| S2 |
0.9034 |
0.9034 |
0.9084 |
|
| S3 |
0.8951 |
0.8983 |
0.9076 |
|
| S4 |
0.8868 |
0.8900 |
0.9053 |
|
|
| 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 |
0.9218 |
0.9084 |
0.0134 |
1.5% |
0.0066 |
0.7% |
11% |
False |
True |
6,051 |
| 10 |
0.9226 |
0.9070 |
0.0156 |
1.7% |
0.0059 |
0.7% |
19% |
False |
False |
3,961 |
| 20 |
0.9226 |
0.9070 |
0.0156 |
1.7% |
0.0047 |
0.5% |
19% |
False |
False |
2,141 |
| 40 |
0.9304 |
0.9070 |
0.0234 |
2.6% |
0.0043 |
0.5% |
12% |
False |
False |
1,238 |
| 60 |
0.9377 |
0.9070 |
0.0307 |
3.4% |
0.0041 |
0.4% |
9% |
False |
False |
911 |
| 80 |
0.9377 |
0.9070 |
0.0307 |
3.4% |
0.0036 |
0.4% |
9% |
False |
False |
715 |
| 100 |
0.9377 |
0.8999 |
0.0378 |
4.2% |
0.0033 |
0.4% |
26% |
False |
False |
583 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0033 |
0.4% |
49% |
False |
False |
495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9520 |
|
2.618 |
0.9384 |
|
1.618 |
0.9301 |
|
1.000 |
0.9250 |
|
0.618 |
0.9218 |
|
HIGH |
0.9167 |
|
0.618 |
0.9135 |
|
0.500 |
0.9126 |
|
0.382 |
0.9116 |
|
LOW |
0.9084 |
|
0.618 |
0.9033 |
|
1.000 |
0.9001 |
|
1.618 |
0.8950 |
|
2.618 |
0.8867 |
|
4.250 |
0.8731 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9126 |
0.9151 |
| PP |
0.9117 |
0.9134 |
| S1 |
0.9108 |
0.9116 |
|