CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8947 |
0.8942 |
-0.0005 |
-0.1% |
0.9103 |
| High |
0.8967 |
0.8964 |
-0.0003 |
0.0% |
0.9133 |
| Low |
0.8929 |
0.8897 |
-0.0032 |
-0.4% |
0.8936 |
| Close |
0.8953 |
0.8908 |
-0.0045 |
-0.5% |
0.8947 |
| Range |
0.0038 |
0.0067 |
0.0029 |
76.3% |
0.0197 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.6% |
0.0000 |
| Volume |
62,781 |
76,695 |
13,914 |
22.2% |
335,525 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9124 |
0.9083 |
0.8945 |
|
| R3 |
0.9057 |
0.9016 |
0.8926 |
|
| R2 |
0.8990 |
0.8990 |
0.8920 |
|
| R1 |
0.8949 |
0.8949 |
0.8914 |
0.8936 |
| PP |
0.8923 |
0.8923 |
0.8923 |
0.8917 |
| S1 |
0.8882 |
0.8882 |
0.8902 |
0.8869 |
| S2 |
0.8856 |
0.8856 |
0.8896 |
|
| S3 |
0.8789 |
0.8815 |
0.8890 |
|
| S4 |
0.8722 |
0.8748 |
0.8871 |
|
|
| 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 |
0.9030 |
0.8897 |
0.0133 |
1.5% |
0.0056 |
0.6% |
8% |
False |
True |
70,054 |
| 10 |
0.9167 |
0.8897 |
0.0270 |
3.0% |
0.0069 |
0.8% |
4% |
False |
True |
68,518 |
| 20 |
0.9218 |
0.8897 |
0.0321 |
3.6% |
0.0069 |
0.8% |
3% |
False |
True |
50,753 |
| 40 |
0.9226 |
0.8897 |
0.0329 |
3.7% |
0.0056 |
0.6% |
3% |
False |
True |
25,785 |
| 60 |
0.9370 |
0.8897 |
0.0473 |
5.3% |
0.0050 |
0.6% |
2% |
False |
True |
17,292 |
| 80 |
0.9377 |
0.8897 |
0.0480 |
5.4% |
0.0045 |
0.5% |
2% |
False |
True |
13,036 |
| 100 |
0.9377 |
0.8897 |
0.0480 |
5.4% |
0.0041 |
0.5% |
2% |
False |
True |
10,449 |
| 120 |
0.9377 |
0.8897 |
0.0480 |
5.4% |
0.0038 |
0.4% |
2% |
False |
True |
8,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9249 |
|
2.618 |
0.9139 |
|
1.618 |
0.9072 |
|
1.000 |
0.9031 |
|
0.618 |
0.9005 |
|
HIGH |
0.8964 |
|
0.618 |
0.8938 |
|
0.500 |
0.8931 |
|
0.382 |
0.8923 |
|
LOW |
0.8897 |
|
0.618 |
0.8856 |
|
1.000 |
0.8830 |
|
1.618 |
0.8789 |
|
2.618 |
0.8722 |
|
4.250 |
0.8612 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8931 |
0.8948 |
| PP |
0.8923 |
0.8934 |
| S1 |
0.8916 |
0.8921 |
|