CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9115 |
0.9043 |
-0.0072 |
-0.8% |
0.9166 |
| High |
0.9121 |
0.9045 |
-0.0076 |
-0.8% |
0.9167 |
| Low |
0.9022 |
0.8990 |
-0.0032 |
-0.4% |
0.8990 |
| Close |
0.9025 |
0.8995 |
-0.0030 |
-0.3% |
0.8995 |
| Range |
0.0099 |
0.0055 |
-0.0044 |
-44.4% |
0.0177 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0000 |
| Volume |
46,654 |
70,552 |
23,898 |
51.2% |
179,375 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9175 |
0.9140 |
0.9025 |
|
| R3 |
0.9120 |
0.9085 |
0.9010 |
|
| R2 |
0.9065 |
0.9065 |
0.9005 |
|
| R1 |
0.9030 |
0.9030 |
0.9000 |
0.9020 |
| PP |
0.9010 |
0.9010 |
0.9010 |
0.9005 |
| S1 |
0.8975 |
0.8975 |
0.8990 |
0.8965 |
| S2 |
0.8955 |
0.8955 |
0.8985 |
|
| S3 |
0.8900 |
0.8920 |
0.8980 |
|
| S4 |
0.8845 |
0.8865 |
0.8965 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9582 |
0.9465 |
0.9092 |
|
| R3 |
0.9405 |
0.9288 |
0.9044 |
|
| R2 |
0.9228 |
0.9228 |
0.9027 |
|
| R1 |
0.9111 |
0.9111 |
0.9011 |
0.9081 |
| PP |
0.9051 |
0.9051 |
0.9051 |
0.9036 |
| S1 |
0.8934 |
0.8934 |
0.8979 |
0.8904 |
| S2 |
0.8874 |
0.8874 |
0.8963 |
|
| S3 |
0.8697 |
0.8757 |
0.8946 |
|
| S4 |
0.8520 |
0.8580 |
0.8898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9167 |
0.8990 |
0.0177 |
2.0% |
0.0072 |
0.8% |
3% |
False |
True |
35,875 |
| 10 |
0.9226 |
0.8990 |
0.0236 |
2.6% |
0.0066 |
0.7% |
2% |
False |
True |
19,725 |
| 20 |
0.9226 |
0.8990 |
0.0236 |
2.6% |
0.0055 |
0.6% |
2% |
False |
True |
10,376 |
| 40 |
0.9304 |
0.8990 |
0.0314 |
3.5% |
0.0046 |
0.5% |
2% |
False |
True |
5,354 |
| 60 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0043 |
0.5% |
1% |
False |
True |
3,658 |
| 80 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0039 |
0.4% |
1% |
False |
True |
2,784 |
| 100 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0035 |
0.4% |
1% |
False |
True |
2,240 |
| 120 |
0.9377 |
0.8881 |
0.0496 |
5.5% |
0.0034 |
0.4% |
23% |
False |
False |
1,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9279 |
|
2.618 |
0.9189 |
|
1.618 |
0.9134 |
|
1.000 |
0.9100 |
|
0.618 |
0.9079 |
|
HIGH |
0.9045 |
|
0.618 |
0.9024 |
|
0.500 |
0.9018 |
|
0.382 |
0.9011 |
|
LOW |
0.8990 |
|
0.618 |
0.8956 |
|
1.000 |
0.8935 |
|
1.618 |
0.8901 |
|
2.618 |
0.8846 |
|
4.250 |
0.8756 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9018 |
0.9058 |
| PP |
0.9010 |
0.9037 |
| S1 |
0.9003 |
0.9016 |
|