CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9122 |
0.9103 |
-0.0019 |
-0.2% |
0.9000 |
| High |
0.9167 |
0.9133 |
-0.0034 |
-0.4% |
0.9167 |
| Low |
0.9088 |
0.9037 |
-0.0051 |
-0.6% |
0.8990 |
| Close |
0.9106 |
0.9046 |
-0.0060 |
-0.7% |
0.9106 |
| Range |
0.0079 |
0.0096 |
0.0017 |
21.5% |
0.0177 |
| ATR |
0.0061 |
0.0064 |
0.0002 |
4.0% |
0.0000 |
| Volume |
71,731 |
52,806 |
-18,925 |
-26.4% |
346,544 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9360 |
0.9299 |
0.9099 |
|
| R3 |
0.9264 |
0.9203 |
0.9072 |
|
| R2 |
0.9168 |
0.9168 |
0.9064 |
|
| R1 |
0.9107 |
0.9107 |
0.9055 |
0.9090 |
| PP |
0.9072 |
0.9072 |
0.9072 |
0.9063 |
| S1 |
0.9011 |
0.9011 |
0.9037 |
0.8994 |
| S2 |
0.8976 |
0.8976 |
0.9028 |
|
| S3 |
0.8880 |
0.8915 |
0.9020 |
|
| S4 |
0.8784 |
0.8819 |
0.8993 |
|
|
| 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 |
0.9012 |
0.0155 |
1.7% |
0.0084 |
0.9% |
22% |
False |
False |
67,637 |
| 10 |
0.9167 |
0.8990 |
0.0177 |
2.0% |
0.0075 |
0.8% |
32% |
False |
False |
56,521 |
| 20 |
0.9226 |
0.8990 |
0.0236 |
2.6% |
0.0067 |
0.7% |
24% |
False |
False |
30,241 |
| 40 |
0.9250 |
0.8990 |
0.0260 |
2.9% |
0.0054 |
0.6% |
22% |
False |
False |
15,286 |
| 60 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0048 |
0.5% |
14% |
False |
False |
10,281 |
| 80 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0043 |
0.5% |
14% |
False |
False |
7,767 |
| 100 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0039 |
0.4% |
14% |
False |
False |
6,230 |
| 120 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0036 |
0.4% |
14% |
False |
False |
5,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9541 |
|
2.618 |
0.9384 |
|
1.618 |
0.9288 |
|
1.000 |
0.9229 |
|
0.618 |
0.9192 |
|
HIGH |
0.9133 |
|
0.618 |
0.9096 |
|
0.500 |
0.9085 |
|
0.382 |
0.9074 |
|
LOW |
0.9037 |
|
0.618 |
0.8978 |
|
1.000 |
0.8941 |
|
1.618 |
0.8882 |
|
2.618 |
0.8786 |
|
4.250 |
0.8629 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9085 |
0.9102 |
| PP |
0.9072 |
0.9083 |
| S1 |
0.9059 |
0.9065 |
|