CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9026 |
0.9095 |
0.0069 |
0.8% |
0.9166 |
| High |
0.9099 |
0.9132 |
0.0033 |
0.4% |
0.9167 |
| Low |
0.9012 |
0.9056 |
0.0044 |
0.5% |
0.8990 |
| Close |
0.9090 |
0.9094 |
0.0004 |
0.0% |
0.8995 |
| Range |
0.0087 |
0.0076 |
-0.0011 |
-12.6% |
0.0177 |
| ATR |
0.0057 |
0.0059 |
0.0001 |
2.3% |
0.0000 |
| Volume |
75,195 |
84,260 |
9,065 |
12.1% |
179,375 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9322 |
0.9284 |
0.9136 |
|
| R3 |
0.9246 |
0.9208 |
0.9115 |
|
| R2 |
0.9170 |
0.9170 |
0.9108 |
|
| R1 |
0.9132 |
0.9132 |
0.9101 |
0.9113 |
| PP |
0.9094 |
0.9094 |
0.9094 |
0.9085 |
| S1 |
0.9056 |
0.9056 |
0.9087 |
0.9037 |
| S2 |
0.9018 |
0.9018 |
0.9080 |
|
| S3 |
0.8942 |
0.8980 |
0.9073 |
|
| S4 |
0.8866 |
0.8904 |
0.9052 |
|
|
| 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 |
0.9132 |
0.8990 |
0.0142 |
1.6% |
0.0074 |
0.8% |
73% |
True |
False |
67,564 |
| 10 |
0.9218 |
0.8990 |
0.0228 |
2.5% |
0.0070 |
0.8% |
46% |
False |
False |
40,939 |
| 20 |
0.9226 |
0.8990 |
0.0236 |
2.6% |
0.0060 |
0.7% |
44% |
False |
False |
21,356 |
| 40 |
0.9300 |
0.8990 |
0.0310 |
3.4% |
0.0050 |
0.6% |
34% |
False |
False |
10,828 |
| 60 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0045 |
0.5% |
27% |
False |
False |
7,312 |
| 80 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0041 |
0.4% |
27% |
False |
False |
5,539 |
| 100 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0037 |
0.4% |
27% |
False |
False |
4,444 |
| 120 |
0.9377 |
0.8977 |
0.0400 |
4.4% |
0.0035 |
0.4% |
29% |
False |
False |
3,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9455 |
|
2.618 |
0.9331 |
|
1.618 |
0.9255 |
|
1.000 |
0.9208 |
|
0.618 |
0.9179 |
|
HIGH |
0.9132 |
|
0.618 |
0.9103 |
|
0.500 |
0.9094 |
|
0.382 |
0.9085 |
|
LOW |
0.9056 |
|
0.618 |
0.9009 |
|
1.000 |
0.8980 |
|
1.618 |
0.8933 |
|
2.618 |
0.8857 |
|
4.250 |
0.8733 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9094 |
0.9083 |
| PP |
0.9094 |
0.9072 |
| S1 |
0.9094 |
0.9061 |
|