CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9095 |
0.9060 |
-0.0035 |
-0.4% |
0.9166 |
| High |
0.9132 |
0.9131 |
-0.0001 |
0.0% |
0.9167 |
| Low |
0.9056 |
0.9051 |
-0.0005 |
-0.1% |
0.8990 |
| Close |
0.9094 |
0.9109 |
0.0015 |
0.2% |
0.8995 |
| Range |
0.0076 |
0.0080 |
0.0004 |
5.3% |
0.0177 |
| ATR |
0.0059 |
0.0060 |
0.0002 |
2.6% |
0.0000 |
| Volume |
84,260 |
54,197 |
-30,063 |
-35.7% |
179,375 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9337 |
0.9303 |
0.9153 |
|
| R3 |
0.9257 |
0.9223 |
0.9131 |
|
| R2 |
0.9177 |
0.9177 |
0.9124 |
|
| R1 |
0.9143 |
0.9143 |
0.9116 |
0.9160 |
| PP |
0.9097 |
0.9097 |
0.9097 |
0.9106 |
| S1 |
0.9063 |
0.9063 |
0.9102 |
0.9080 |
| S2 |
0.9017 |
0.9017 |
0.9094 |
|
| S3 |
0.8937 |
0.8983 |
0.9087 |
|
| S4 |
0.8857 |
0.8903 |
0.9065 |
|
|
| 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% |
0.0070 |
0.8% |
84% |
False |
False |
69,073 |
| 10 |
0.9203 |
0.8990 |
0.0213 |
2.3% |
0.0071 |
0.8% |
56% |
False |
False |
45,735 |
| 20 |
0.9226 |
0.8990 |
0.0236 |
2.6% |
0.0062 |
0.7% |
50% |
False |
False |
24,054 |
| 40 |
0.9287 |
0.8990 |
0.0297 |
3.3% |
0.0051 |
0.6% |
40% |
False |
False |
12,177 |
| 60 |
0.9377 |
0.8990 |
0.0387 |
4.2% |
0.0046 |
0.5% |
31% |
False |
False |
8,211 |
| 80 |
0.9377 |
0.8990 |
0.0387 |
4.2% |
0.0041 |
0.5% |
31% |
False |
False |
6,214 |
| 100 |
0.9377 |
0.8990 |
0.0387 |
4.2% |
0.0038 |
0.4% |
31% |
False |
False |
4,986 |
| 120 |
0.9377 |
0.8990 |
0.0387 |
4.2% |
0.0035 |
0.4% |
31% |
False |
False |
4,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9471 |
|
2.618 |
0.9340 |
|
1.618 |
0.9260 |
|
1.000 |
0.9211 |
|
0.618 |
0.9180 |
|
HIGH |
0.9131 |
|
0.618 |
0.9100 |
|
0.500 |
0.9091 |
|
0.382 |
0.9082 |
|
LOW |
0.9051 |
|
0.618 |
0.9002 |
|
1.000 |
0.8971 |
|
1.618 |
0.8922 |
|
2.618 |
0.8842 |
|
4.250 |
0.8711 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9103 |
0.9097 |
| PP |
0.9097 |
0.9084 |
| S1 |
0.9091 |
0.9072 |
|