CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9166 |
0.9087 |
-0.0079 |
-0.9% |
0.9175 |
| High |
0.9167 |
0.9098 |
-0.0069 |
-0.8% |
0.9218 |
| Low |
0.9084 |
0.9043 |
-0.0041 |
-0.5% |
0.9116 |
| Close |
0.9099 |
0.9068 |
-0.0031 |
-0.3% |
0.9166 |
| Range |
0.0083 |
0.0055 |
-0.0028 |
-33.7% |
0.0102 |
| ATR |
0.0050 |
0.0051 |
0.0000 |
0.8% |
0.0000 |
| Volume |
13,514 |
19,940 |
6,426 |
47.6% |
16,743 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9235 |
0.9206 |
0.9098 |
|
| R3 |
0.9180 |
0.9151 |
0.9083 |
|
| R2 |
0.9125 |
0.9125 |
0.9078 |
|
| R1 |
0.9096 |
0.9096 |
0.9073 |
0.9083 |
| PP |
0.9070 |
0.9070 |
0.9070 |
0.9063 |
| S1 |
0.9041 |
0.9041 |
0.9063 |
0.9028 |
| S2 |
0.9015 |
0.9015 |
0.9058 |
|
| S3 |
0.8960 |
0.8986 |
0.9053 |
|
| S4 |
0.8905 |
0.8931 |
0.9038 |
|
|
| 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 |
0.9043 |
0.0175 |
1.9% |
0.0065 |
0.7% |
14% |
False |
True |
9,519 |
| 10 |
0.9226 |
0.9043 |
0.0183 |
2.0% |
0.0062 |
0.7% |
14% |
False |
True |
5,887 |
| 20 |
0.9226 |
0.9043 |
0.0183 |
2.0% |
0.0048 |
0.5% |
14% |
False |
True |
3,118 |
| 40 |
0.9304 |
0.9043 |
0.0261 |
2.9% |
0.0044 |
0.5% |
10% |
False |
True |
1,722 |
| 60 |
0.9377 |
0.9043 |
0.0334 |
3.7% |
0.0041 |
0.5% |
7% |
False |
True |
1,239 |
| 80 |
0.9377 |
0.9043 |
0.0334 |
3.7% |
0.0037 |
0.4% |
7% |
False |
True |
963 |
| 100 |
0.9377 |
0.8999 |
0.0378 |
4.2% |
0.0034 |
0.4% |
18% |
False |
False |
782 |
| 120 |
0.9377 |
0.8831 |
0.0546 |
6.0% |
0.0033 |
0.4% |
43% |
False |
False |
659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9332 |
|
2.618 |
0.9242 |
|
1.618 |
0.9187 |
|
1.000 |
0.9153 |
|
0.618 |
0.9132 |
|
HIGH |
0.9098 |
|
0.618 |
0.9077 |
|
0.500 |
0.9071 |
|
0.382 |
0.9064 |
|
LOW |
0.9043 |
|
0.618 |
0.9009 |
|
1.000 |
0.8988 |
|
1.618 |
0.8954 |
|
2.618 |
0.8899 |
|
4.250 |
0.8809 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9071 |
0.9123 |
| PP |
0.9070 |
0.9105 |
| S1 |
0.9069 |
0.9086 |
|