CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9087 |
0.9085 |
-0.0002 |
0.0% |
0.9175 |
| High |
0.9098 |
0.9125 |
0.0027 |
0.3% |
0.9218 |
| Low |
0.9043 |
0.9058 |
0.0015 |
0.2% |
0.9116 |
| Close |
0.9068 |
0.9114 |
0.0046 |
0.5% |
0.9166 |
| Range |
0.0055 |
0.0067 |
0.0012 |
21.8% |
0.0102 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.3% |
0.0000 |
| Volume |
19,940 |
28,715 |
8,775 |
44.0% |
16,743 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9300 |
0.9274 |
0.9151 |
|
| R3 |
0.9233 |
0.9207 |
0.9132 |
|
| R2 |
0.9166 |
0.9166 |
0.9126 |
|
| R1 |
0.9140 |
0.9140 |
0.9120 |
0.9153 |
| PP |
0.9099 |
0.9099 |
0.9099 |
0.9106 |
| S1 |
0.9073 |
0.9073 |
0.9108 |
0.9086 |
| S2 |
0.9032 |
0.9032 |
0.9102 |
|
| S3 |
0.8965 |
0.9006 |
0.9096 |
|
| S4 |
0.8898 |
0.8939 |
0.9077 |
|
|
| 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% |
0.0066 |
0.7% |
41% |
False |
False |
14,315 |
| 10 |
0.9226 |
0.9043 |
0.0183 |
2.0% |
0.0064 |
0.7% |
39% |
False |
False |
8,666 |
| 20 |
0.9226 |
0.9043 |
0.0183 |
2.0% |
0.0049 |
0.5% |
39% |
False |
False |
4,539 |
| 40 |
0.9304 |
0.9043 |
0.0261 |
2.9% |
0.0045 |
0.5% |
27% |
False |
False |
2,437 |
| 60 |
0.9377 |
0.9043 |
0.0334 |
3.7% |
0.0042 |
0.5% |
21% |
False |
False |
1,715 |
| 80 |
0.9377 |
0.9043 |
0.0334 |
3.7% |
0.0037 |
0.4% |
21% |
False |
False |
1,322 |
| 100 |
0.9377 |
0.8999 |
0.0378 |
4.1% |
0.0034 |
0.4% |
30% |
False |
False |
1,068 |
| 120 |
0.9377 |
0.8836 |
0.0541 |
5.9% |
0.0034 |
0.4% |
51% |
False |
False |
897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9410 |
|
2.618 |
0.9300 |
|
1.618 |
0.9233 |
|
1.000 |
0.9192 |
|
0.618 |
0.9166 |
|
HIGH |
0.9125 |
|
0.618 |
0.9099 |
|
0.500 |
0.9092 |
|
0.382 |
0.9084 |
|
LOW |
0.9058 |
|
0.618 |
0.9017 |
|
1.000 |
0.8991 |
|
1.618 |
0.8950 |
|
2.618 |
0.8883 |
|
4.250 |
0.8773 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9107 |
0.9111 |
| PP |
0.9099 |
0.9108 |
| S1 |
0.9092 |
0.9105 |
|