CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9022 |
0.8980 |
-0.0042 |
-0.5% |
0.9103 |
High |
0.9023 |
0.8998 |
-0.0025 |
-0.3% |
0.9133 |
Low |
0.8968 |
0.8936 |
-0.0032 |
-0.4% |
0.8936 |
Close |
0.8992 |
0.8947 |
-0.0045 |
-0.5% |
0.8947 |
Range |
0.0055 |
0.0062 |
0.0007 |
12.7% |
0.0197 |
ATR |
0.0064 |
0.0064 |
0.0000 |
-0.2% |
0.0000 |
Volume |
75,747 |
61,952 |
-13,795 |
-18.2% |
335,525 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9146 |
0.9109 |
0.8981 |
|
R3 |
0.9084 |
0.9047 |
0.8964 |
|
R2 |
0.9022 |
0.9022 |
0.8958 |
|
R1 |
0.8985 |
0.8985 |
0.8953 |
0.8973 |
PP |
0.8960 |
0.8960 |
0.8960 |
0.8954 |
S1 |
0.8923 |
0.8923 |
0.8941 |
0.8911 |
S2 |
0.8898 |
0.8898 |
0.8936 |
|
S3 |
0.8836 |
0.8861 |
0.8930 |
|
S4 |
0.8774 |
0.8799 |
0.8913 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9596 |
0.9469 |
0.9055 |
|
R3 |
0.9399 |
0.9272 |
0.9001 |
|
R2 |
0.9202 |
0.9202 |
0.8983 |
|
R1 |
0.9075 |
0.9075 |
0.8965 |
0.9040 |
PP |
0.9005 |
0.9005 |
0.9005 |
0.8988 |
S1 |
0.8878 |
0.8878 |
0.8929 |
0.8843 |
S2 |
0.8808 |
0.8808 |
0.8911 |
|
S3 |
0.8611 |
0.8681 |
0.8893 |
|
S4 |
0.8414 |
0.8484 |
0.8839 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9133 |
0.8936 |
0.0197 |
2.2% |
0.0070 |
0.8% |
6% |
False |
True |
67,105 |
10 |
0.9167 |
0.8936 |
0.0231 |
2.6% |
0.0072 |
0.8% |
5% |
False |
True |
68,206 |
20 |
0.9226 |
0.8936 |
0.0290 |
3.2% |
0.0069 |
0.8% |
4% |
False |
True |
43,966 |
40 |
0.9226 |
0.8936 |
0.0290 |
3.2% |
0.0055 |
0.6% |
4% |
False |
True |
22,307 |
60 |
0.9377 |
0.8936 |
0.0441 |
4.9% |
0.0050 |
0.6% |
2% |
False |
True |
14,978 |
80 |
0.9377 |
0.8936 |
0.0441 |
4.9% |
0.0045 |
0.5% |
2% |
False |
True |
11,295 |
100 |
0.9377 |
0.8936 |
0.0441 |
4.9% |
0.0041 |
0.5% |
2% |
False |
True |
9,055 |
120 |
0.9377 |
0.8936 |
0.0441 |
4.9% |
0.0038 |
0.4% |
2% |
False |
True |
7,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9262 |
2.618 |
0.9160 |
1.618 |
0.9098 |
1.000 |
0.9060 |
0.618 |
0.9036 |
HIGH |
0.8998 |
0.618 |
0.8974 |
0.500 |
0.8967 |
0.382 |
0.8960 |
LOW |
0.8936 |
0.618 |
0.8898 |
1.000 |
0.8874 |
1.618 |
0.8836 |
2.618 |
0.8774 |
4.250 |
0.8673 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8967 |
0.8983 |
PP |
0.8960 |
0.8971 |
S1 |
0.8954 |
0.8959 |
|