CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9060 |
0.9122 |
0.0062 |
0.7% |
0.9000 |
| High |
0.9131 |
0.9167 |
0.0036 |
0.4% |
0.9167 |
| Low |
0.9051 |
0.9088 |
0.0037 |
0.4% |
0.8990 |
| Close |
0.9109 |
0.9106 |
-0.0003 |
0.0% |
0.9106 |
| Range |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0177 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
2.2% |
0.0000 |
| Volume |
54,197 |
71,731 |
17,534 |
32.4% |
346,544 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9357 |
0.9311 |
0.9149 |
|
| R3 |
0.9278 |
0.9232 |
0.9128 |
|
| R2 |
0.9199 |
0.9199 |
0.9120 |
|
| R1 |
0.9153 |
0.9153 |
0.9113 |
0.9137 |
| PP |
0.9120 |
0.9120 |
0.9120 |
0.9112 |
| S1 |
0.9074 |
0.9074 |
0.9099 |
0.9058 |
| S2 |
0.9041 |
0.9041 |
0.9092 |
|
| S3 |
0.8962 |
0.8995 |
0.9084 |
|
| S4 |
0.8883 |
0.8916 |
0.9063 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9619 |
0.9539 |
0.9203 |
|
| R3 |
0.9442 |
0.9362 |
0.9155 |
|
| R2 |
0.9265 |
0.9265 |
0.9138 |
|
| R1 |
0.9185 |
0.9185 |
0.9122 |
0.9225 |
| PP |
0.9088 |
0.9088 |
0.9088 |
0.9108 |
| S1 |
0.9008 |
0.9008 |
0.9090 |
0.9048 |
| S2 |
0.8911 |
0.8911 |
0.9074 |
|
| S3 |
0.8734 |
0.8831 |
0.9057 |
|
| S4 |
0.8557 |
0.8654 |
0.9009 |
|
|
| 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 |
1.9% |
0.0075 |
0.8% |
66% |
True |
False |
69,308 |
| 10 |
0.9167 |
0.8990 |
0.0177 |
1.9% |
0.0073 |
0.8% |
66% |
True |
False |
52,591 |
| 20 |
0.9226 |
0.8990 |
0.0236 |
2.6% |
0.0064 |
0.7% |
49% |
False |
False |
27,620 |
| 40 |
0.9283 |
0.8990 |
0.0293 |
3.2% |
0.0053 |
0.6% |
40% |
False |
False |
13,968 |
| 60 |
0.9377 |
0.8990 |
0.0387 |
4.2% |
0.0047 |
0.5% |
30% |
False |
False |
9,403 |
| 80 |
0.9377 |
0.8990 |
0.0387 |
4.2% |
0.0042 |
0.5% |
30% |
False |
False |
7,108 |
| 100 |
0.9377 |
0.8990 |
0.0387 |
4.2% |
0.0038 |
0.4% |
30% |
False |
False |
5,702 |
| 120 |
0.9377 |
0.8990 |
0.0387 |
4.2% |
0.0036 |
0.4% |
30% |
False |
False |
4,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9503 |
|
2.618 |
0.9374 |
|
1.618 |
0.9295 |
|
1.000 |
0.9246 |
|
0.618 |
0.9216 |
|
HIGH |
0.9167 |
|
0.618 |
0.9137 |
|
0.500 |
0.9128 |
|
0.382 |
0.9118 |
|
LOW |
0.9088 |
|
0.618 |
0.9039 |
|
1.000 |
0.9009 |
|
1.618 |
0.8960 |
|
2.618 |
0.8881 |
|
4.250 |
0.8752 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9128 |
0.9109 |
| PP |
0.9120 |
0.9108 |
| S1 |
0.9113 |
0.9107 |
|