CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9009 |
0.9022 |
0.0013 |
0.1% |
0.9000 |
| High |
0.9030 |
0.9023 |
-0.0007 |
-0.1% |
0.9167 |
| Low |
0.8974 |
0.8968 |
-0.0006 |
-0.1% |
0.8990 |
| Close |
0.9018 |
0.8992 |
-0.0026 |
-0.3% |
0.9106 |
| Range |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0177 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
73,097 |
75,747 |
2,650 |
3.6% |
346,544 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9159 |
0.9131 |
0.9022 |
|
| R3 |
0.9104 |
0.9076 |
0.9007 |
|
| R2 |
0.9049 |
0.9049 |
0.9002 |
|
| R1 |
0.9021 |
0.9021 |
0.8997 |
0.9008 |
| PP |
0.8994 |
0.8994 |
0.8994 |
0.8988 |
| S1 |
0.8966 |
0.8966 |
0.8987 |
0.8953 |
| S2 |
0.8939 |
0.8939 |
0.8982 |
|
| S3 |
0.8884 |
0.8911 |
0.8977 |
|
| S4 |
0.8829 |
0.8856 |
0.8962 |
|
|
| 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 |
0.8968 |
0.0199 |
2.2% |
0.0073 |
0.8% |
12% |
False |
True |
69,060 |
| 10 |
0.9167 |
0.8968 |
0.0199 |
2.2% |
0.0072 |
0.8% |
12% |
False |
True |
69,066 |
| 20 |
0.9226 |
0.8968 |
0.0258 |
2.9% |
0.0067 |
0.8% |
9% |
False |
True |
40,920 |
| 40 |
0.9226 |
0.8968 |
0.0258 |
2.9% |
0.0055 |
0.6% |
9% |
False |
True |
20,768 |
| 60 |
0.9377 |
0.8968 |
0.0409 |
4.5% |
0.0049 |
0.5% |
6% |
False |
True |
13,946 |
| 80 |
0.9377 |
0.8968 |
0.0409 |
4.5% |
0.0044 |
0.5% |
6% |
False |
True |
10,521 |
| 100 |
0.9377 |
0.8968 |
0.0409 |
4.5% |
0.0041 |
0.5% |
6% |
False |
True |
8,436 |
| 120 |
0.9377 |
0.8968 |
0.0409 |
4.5% |
0.0037 |
0.4% |
6% |
False |
True |
7,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9257 |
|
2.618 |
0.9167 |
|
1.618 |
0.9112 |
|
1.000 |
0.9078 |
|
0.618 |
0.9057 |
|
HIGH |
0.9023 |
|
0.618 |
0.9002 |
|
0.500 |
0.8996 |
|
0.382 |
0.8989 |
|
LOW |
0.8968 |
|
0.618 |
0.8934 |
|
1.000 |
0.8913 |
|
1.618 |
0.8879 |
|
2.618 |
0.8824 |
|
4.250 |
0.8734 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8996 |
0.9026 |
| PP |
0.8994 |
0.9014 |
| S1 |
0.8993 |
0.9003 |
|