CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8980 |
0.8947 |
-0.0033 |
-0.4% |
0.9103 |
| High |
0.8998 |
0.8967 |
-0.0031 |
-0.3% |
0.9133 |
| Low |
0.8936 |
0.8929 |
-0.0007 |
-0.1% |
0.8936 |
| Close |
0.8947 |
0.8953 |
0.0006 |
0.1% |
0.8947 |
| Range |
0.0062 |
0.0038 |
-0.0024 |
-38.7% |
0.0197 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
61,952 |
62,781 |
829 |
1.3% |
335,525 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9064 |
0.9046 |
0.8974 |
|
| R3 |
0.9026 |
0.9008 |
0.8963 |
|
| R2 |
0.8988 |
0.8988 |
0.8960 |
|
| R1 |
0.8970 |
0.8970 |
0.8956 |
0.8979 |
| PP |
0.8950 |
0.8950 |
0.8950 |
0.8954 |
| S1 |
0.8932 |
0.8932 |
0.8950 |
0.8941 |
| S2 |
0.8912 |
0.8912 |
0.8946 |
|
| S3 |
0.8874 |
0.8894 |
0.8943 |
|
| S4 |
0.8836 |
0.8856 |
0.8932 |
|
|
| 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 |
0.9083 |
0.8929 |
0.0154 |
1.7% |
0.0058 |
0.7% |
16% |
False |
True |
69,100 |
| 10 |
0.9167 |
0.8929 |
0.0238 |
2.7% |
0.0071 |
0.8% |
10% |
False |
True |
68,368 |
| 20 |
0.9218 |
0.8929 |
0.0289 |
3.2% |
0.0068 |
0.8% |
8% |
False |
True |
47,048 |
| 40 |
0.9226 |
0.8929 |
0.0297 |
3.3% |
0.0055 |
0.6% |
8% |
False |
True |
23,872 |
| 60 |
0.9370 |
0.8929 |
0.0441 |
4.9% |
0.0050 |
0.6% |
5% |
False |
True |
16,020 |
| 80 |
0.9377 |
0.8929 |
0.0448 |
5.0% |
0.0045 |
0.5% |
5% |
False |
True |
12,078 |
| 100 |
0.9377 |
0.8929 |
0.0448 |
5.0% |
0.0041 |
0.5% |
5% |
False |
True |
9,682 |
| 120 |
0.9377 |
0.8929 |
0.0448 |
5.0% |
0.0038 |
0.4% |
5% |
False |
True |
8,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9129 |
|
2.618 |
0.9066 |
|
1.618 |
0.9028 |
|
1.000 |
0.9005 |
|
0.618 |
0.8990 |
|
HIGH |
0.8967 |
|
0.618 |
0.8952 |
|
0.500 |
0.8948 |
|
0.382 |
0.8944 |
|
LOW |
0.8929 |
|
0.618 |
0.8906 |
|
1.000 |
0.8891 |
|
1.618 |
0.8868 |
|
2.618 |
0.8830 |
|
4.250 |
0.8768 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8951 |
0.8976 |
| PP |
0.8950 |
0.8968 |
| S1 |
0.8948 |
0.8961 |
|