CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9103 |
0.9039 |
-0.0064 |
-0.7% |
0.9000 |
| High |
0.9133 |
0.9083 |
-0.0050 |
-0.5% |
0.9167 |
| Low |
0.9037 |
0.9003 |
-0.0034 |
-0.4% |
0.8990 |
| Close |
0.9046 |
0.9013 |
-0.0033 |
-0.4% |
0.9106 |
| Range |
0.0096 |
0.0080 |
-0.0016 |
-16.7% |
0.0177 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.8% |
0.0000 |
| Volume |
52,806 |
71,923 |
19,117 |
36.2% |
346,544 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9273 |
0.9223 |
0.9057 |
|
| R3 |
0.9193 |
0.9143 |
0.9035 |
|
| R2 |
0.9113 |
0.9113 |
0.9028 |
|
| R1 |
0.9063 |
0.9063 |
0.9020 |
0.9048 |
| PP |
0.9033 |
0.9033 |
0.9033 |
0.9026 |
| S1 |
0.8983 |
0.8983 |
0.9006 |
0.8968 |
| S2 |
0.8953 |
0.8953 |
0.8998 |
|
| S3 |
0.8873 |
0.8903 |
0.8991 |
|
| S4 |
0.8793 |
0.8823 |
0.8969 |
|
|
| 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 |
0.9003 |
0.0164 |
1.8% |
0.0082 |
0.9% |
6% |
False |
True |
66,983 |
| 10 |
0.9167 |
0.8990 |
0.0177 |
2.0% |
0.0077 |
0.9% |
13% |
False |
False |
61,719 |
| 20 |
0.9226 |
0.8990 |
0.0236 |
2.6% |
0.0069 |
0.8% |
10% |
False |
False |
33,803 |
| 40 |
0.9226 |
0.8990 |
0.0236 |
2.6% |
0.0055 |
0.6% |
10% |
False |
False |
17,071 |
| 60 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0049 |
0.5% |
6% |
False |
False |
11,475 |
| 80 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0043 |
0.5% |
6% |
False |
False |
8,662 |
| 100 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0040 |
0.4% |
6% |
False |
False |
6,949 |
| 120 |
0.9377 |
0.8990 |
0.0387 |
4.3% |
0.0037 |
0.4% |
6% |
False |
False |
5,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9423 |
|
2.618 |
0.9292 |
|
1.618 |
0.9212 |
|
1.000 |
0.9163 |
|
0.618 |
0.9132 |
|
HIGH |
0.9083 |
|
0.618 |
0.9052 |
|
0.500 |
0.9043 |
|
0.382 |
0.9034 |
|
LOW |
0.9003 |
|
0.618 |
0.8954 |
|
1.000 |
0.8923 |
|
1.618 |
0.8874 |
|
2.618 |
0.8794 |
|
4.250 |
0.8663 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9043 |
0.9085 |
| PP |
0.9033 |
0.9061 |
| S1 |
0.9023 |
0.9037 |
|