CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9039 |
0.9009 |
-0.0030 |
-0.3% |
0.9000 |
| High |
0.9083 |
0.9030 |
-0.0053 |
-0.6% |
0.9167 |
| Low |
0.9003 |
0.8974 |
-0.0029 |
-0.3% |
0.8990 |
| Close |
0.9013 |
0.9018 |
0.0005 |
0.1% |
0.9106 |
| Range |
0.0080 |
0.0056 |
-0.0024 |
-30.0% |
0.0177 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
71,923 |
73,097 |
1,174 |
1.6% |
346,544 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9175 |
0.9153 |
0.9049 |
|
| R3 |
0.9119 |
0.9097 |
0.9033 |
|
| R2 |
0.9063 |
0.9063 |
0.9028 |
|
| R1 |
0.9041 |
0.9041 |
0.9023 |
0.9052 |
| PP |
0.9007 |
0.9007 |
0.9007 |
0.9013 |
| S1 |
0.8985 |
0.8985 |
0.9013 |
0.8996 |
| S2 |
0.8951 |
0.8951 |
0.9008 |
|
| S3 |
0.8895 |
0.8929 |
0.9003 |
|
| S4 |
0.8839 |
0.8873 |
0.8987 |
|
|
| 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 |
0.8974 |
0.0193 |
2.1% |
0.0078 |
0.9% |
23% |
False |
True |
64,750 |
| 10 |
0.9167 |
0.8974 |
0.0193 |
2.1% |
0.0076 |
0.8% |
23% |
False |
True |
66,157 |
| 20 |
0.9226 |
0.8974 |
0.0252 |
2.8% |
0.0070 |
0.8% |
17% |
False |
True |
37,411 |
| 40 |
0.9226 |
0.8974 |
0.0252 |
2.8% |
0.0055 |
0.6% |
17% |
False |
True |
18,892 |
| 60 |
0.9377 |
0.8974 |
0.0403 |
4.5% |
0.0049 |
0.5% |
11% |
False |
True |
12,689 |
| 80 |
0.9377 |
0.8974 |
0.0403 |
4.5% |
0.0044 |
0.5% |
11% |
False |
True |
9,575 |
| 100 |
0.9377 |
0.8974 |
0.0403 |
4.5% |
0.0040 |
0.4% |
11% |
False |
True |
7,679 |
| 120 |
0.9377 |
0.8974 |
0.0403 |
4.5% |
0.0037 |
0.4% |
11% |
False |
True |
6,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9268 |
|
2.618 |
0.9177 |
|
1.618 |
0.9121 |
|
1.000 |
0.9086 |
|
0.618 |
0.9065 |
|
HIGH |
0.9030 |
|
0.618 |
0.9009 |
|
0.500 |
0.9002 |
|
0.382 |
0.8995 |
|
LOW |
0.8974 |
|
0.618 |
0.8939 |
|
1.000 |
0.8918 |
|
1.618 |
0.8883 |
|
2.618 |
0.8827 |
|
4.250 |
0.8736 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9013 |
0.9054 |
| PP |
0.9007 |
0.9042 |
| S1 |
0.9002 |
0.9030 |
|