CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9085 |
0.9115 |
0.0030 |
0.3% |
0.9175 |
| High |
0.9125 |
0.9121 |
-0.0004 |
0.0% |
0.9218 |
| Low |
0.9058 |
0.9022 |
-0.0036 |
-0.4% |
0.9116 |
| Close |
0.9114 |
0.9025 |
-0.0089 |
-1.0% |
0.9166 |
| Range |
0.0067 |
0.0099 |
0.0032 |
47.8% |
0.0102 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
6.5% |
0.0000 |
| Volume |
28,715 |
46,654 |
17,939 |
62.5% |
16,743 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9353 |
0.9288 |
0.9079 |
|
| R3 |
0.9254 |
0.9189 |
0.9052 |
|
| R2 |
0.9155 |
0.9155 |
0.9043 |
|
| R1 |
0.9090 |
0.9090 |
0.9034 |
0.9073 |
| PP |
0.9056 |
0.9056 |
0.9056 |
0.9048 |
| S1 |
0.8991 |
0.8991 |
0.9016 |
0.8974 |
| S2 |
0.8957 |
0.8957 |
0.9007 |
|
| S3 |
0.8858 |
0.8892 |
0.8998 |
|
| S4 |
0.8759 |
0.8793 |
0.8971 |
|
|
| 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 |
0.9203 |
0.9022 |
0.0181 |
2.0% |
0.0071 |
0.8% |
2% |
False |
True |
22,397 |
| 10 |
0.9226 |
0.9022 |
0.0204 |
2.3% |
0.0063 |
0.7% |
1% |
False |
True |
12,773 |
| 20 |
0.9226 |
0.9022 |
0.0204 |
2.3% |
0.0053 |
0.6% |
1% |
False |
True |
6,857 |
| 40 |
0.9304 |
0.9022 |
0.0282 |
3.1% |
0.0046 |
0.5% |
1% |
False |
True |
3,600 |
| 60 |
0.9377 |
0.9022 |
0.0355 |
3.9% |
0.0043 |
0.5% |
1% |
False |
True |
2,483 |
| 80 |
0.9377 |
0.9022 |
0.0355 |
3.9% |
0.0039 |
0.4% |
1% |
False |
True |
1,902 |
| 100 |
0.9377 |
0.8999 |
0.0378 |
4.2% |
0.0035 |
0.4% |
7% |
False |
False |
1,534 |
| 120 |
0.9377 |
0.8857 |
0.0520 |
5.8% |
0.0034 |
0.4% |
32% |
False |
False |
1,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9542 |
|
2.618 |
0.9380 |
|
1.618 |
0.9281 |
|
1.000 |
0.9220 |
|
0.618 |
0.9182 |
|
HIGH |
0.9121 |
|
0.618 |
0.9083 |
|
0.500 |
0.9072 |
|
0.382 |
0.9060 |
|
LOW |
0.9022 |
|
0.618 |
0.8961 |
|
1.000 |
0.8923 |
|
1.618 |
0.8862 |
|
2.618 |
0.8763 |
|
4.250 |
0.8601 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9072 |
0.9074 |
| PP |
0.9056 |
0.9057 |
| S1 |
0.9041 |
0.9041 |
|