CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9000 |
0.9026 |
0.0026 |
0.3% |
0.9166 |
| High |
0.9042 |
0.9099 |
0.0057 |
0.6% |
0.9167 |
| Low |
0.8990 |
0.9012 |
0.0022 |
0.2% |
0.8990 |
| Close |
0.9029 |
0.9090 |
0.0061 |
0.7% |
0.8995 |
| Range |
0.0052 |
0.0087 |
0.0035 |
67.3% |
0.0177 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.2% |
0.0000 |
| Volume |
61,161 |
75,195 |
14,034 |
22.9% |
179,375 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9328 |
0.9296 |
0.9138 |
|
| R3 |
0.9241 |
0.9209 |
0.9114 |
|
| R2 |
0.9154 |
0.9154 |
0.9106 |
|
| R1 |
0.9122 |
0.9122 |
0.9098 |
0.9138 |
| PP |
0.9067 |
0.9067 |
0.9067 |
0.9075 |
| S1 |
0.9035 |
0.9035 |
0.9082 |
0.9051 |
| S2 |
0.8980 |
0.8980 |
0.9074 |
|
| S3 |
0.8893 |
0.8948 |
0.9066 |
|
| S4 |
0.8806 |
0.8861 |
0.9042 |
|
|
| 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% |
0.0072 |
0.8% |
74% |
False |
False |
56,455 |
| 10 |
0.9218 |
0.8990 |
0.0228 |
2.5% |
0.0068 |
0.8% |
44% |
False |
False |
32,987 |
| 20 |
0.9226 |
0.8990 |
0.0236 |
2.6% |
0.0058 |
0.6% |
42% |
False |
False |
17,155 |
| 40 |
0.9300 |
0.8990 |
0.0310 |
3.4% |
0.0049 |
0.5% |
32% |
False |
False |
8,723 |
| 60 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0044 |
0.5% |
26% |
False |
False |
5,916 |
| 80 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0040 |
0.4% |
26% |
False |
False |
4,487 |
| 100 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0036 |
0.4% |
26% |
False |
False |
3,602 |
| 120 |
0.9377 |
0.8964 |
0.0413 |
4.5% |
0.0035 |
0.4% |
31% |
False |
False |
3,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9469 |
|
2.618 |
0.9327 |
|
1.618 |
0.9240 |
|
1.000 |
0.9186 |
|
0.618 |
0.9153 |
|
HIGH |
0.9099 |
|
0.618 |
0.9066 |
|
0.500 |
0.9056 |
|
0.382 |
0.9045 |
|
LOW |
0.9012 |
|
0.618 |
0.8958 |
|
1.000 |
0.8925 |
|
1.618 |
0.8871 |
|
2.618 |
0.8784 |
|
4.250 |
0.8642 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9079 |
0.9075 |
| PP |
0.9067 |
0.9060 |
| S1 |
0.9056 |
0.9045 |
|