CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9043 |
0.9000 |
-0.0043 |
-0.5% |
0.9166 |
High |
0.9045 |
0.9042 |
-0.0003 |
0.0% |
0.9167 |
Low |
0.8990 |
0.8990 |
0.0000 |
0.0% |
0.8990 |
Close |
0.8995 |
0.9029 |
0.0034 |
0.4% |
0.8995 |
Range |
0.0055 |
0.0052 |
-0.0003 |
-5.5% |
0.0177 |
ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
Volume |
70,552 |
61,161 |
-9,391 |
-13.3% |
179,375 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9176 |
0.9155 |
0.9058 |
|
R3 |
0.9124 |
0.9103 |
0.9043 |
|
R2 |
0.9072 |
0.9072 |
0.9039 |
|
R1 |
0.9051 |
0.9051 |
0.9034 |
0.9062 |
PP |
0.9020 |
0.9020 |
0.9020 |
0.9026 |
S1 |
0.8999 |
0.8999 |
0.9024 |
0.9010 |
S2 |
0.8968 |
0.8968 |
0.9019 |
|
S3 |
0.8916 |
0.8947 |
0.9015 |
|
S4 |
0.8864 |
0.8895 |
0.9000 |
|
|
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 |
0.9125 |
0.8990 |
0.0135 |
1.5% |
0.0066 |
0.7% |
29% |
False |
True |
45,404 |
10 |
0.9218 |
0.8990 |
0.0228 |
2.5% |
0.0066 |
0.7% |
17% |
False |
True |
25,727 |
20 |
0.9226 |
0.8990 |
0.0236 |
2.6% |
0.0055 |
0.6% |
17% |
False |
True |
13,423 |
40 |
0.9300 |
0.8990 |
0.0310 |
3.4% |
0.0047 |
0.5% |
13% |
False |
True |
6,848 |
60 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0044 |
0.5% |
10% |
False |
True |
4,667 |
80 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0039 |
0.4% |
10% |
False |
True |
3,548 |
100 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0036 |
0.4% |
10% |
False |
True |
2,851 |
120 |
0.9377 |
0.8896 |
0.0481 |
5.3% |
0.0035 |
0.4% |
28% |
False |
False |
2,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9263 |
2.618 |
0.9178 |
1.618 |
0.9126 |
1.000 |
0.9094 |
0.618 |
0.9074 |
HIGH |
0.9042 |
0.618 |
0.9022 |
0.500 |
0.9016 |
0.382 |
0.9010 |
LOW |
0.8990 |
0.618 |
0.8958 |
1.000 |
0.8938 |
1.618 |
0.8906 |
2.618 |
0.8854 |
4.250 |
0.8769 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9025 |
0.9056 |
PP |
0.9020 |
0.9047 |
S1 |
0.9016 |
0.9038 |
|