CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9082 |
0.9080 |
-0.0002 |
0.0% |
0.9130 |
| High |
0.9104 |
0.9080 |
-0.0024 |
-0.3% |
0.9187 |
| Low |
0.9070 |
0.9005 |
-0.0065 |
-0.7% |
0.9107 |
| Close |
0.9094 |
0.9006 |
-0.0088 |
-1.0% |
0.9145 |
| Range |
0.0034 |
0.0075 |
0.0041 |
120.6% |
0.0080 |
| ATR |
0.0037 |
0.0041 |
0.0004 |
10.0% |
0.0000 |
| Volume |
104 |
1,083 |
979 |
941.3% |
280 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9255 |
0.9206 |
0.9047 |
|
| R3 |
0.9180 |
0.9131 |
0.9027 |
|
| R2 |
0.9105 |
0.9105 |
0.9020 |
|
| R1 |
0.9056 |
0.9056 |
0.9013 |
0.9043 |
| PP |
0.9030 |
0.9030 |
0.9030 |
0.9024 |
| S1 |
0.8981 |
0.8981 |
0.8999 |
0.8968 |
| S2 |
0.8955 |
0.8955 |
0.8992 |
|
| S3 |
0.8880 |
0.8906 |
0.8985 |
|
| S4 |
0.8805 |
0.8831 |
0.8965 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9386 |
0.9346 |
0.9189 |
|
| R3 |
0.9306 |
0.9266 |
0.9167 |
|
| R2 |
0.9226 |
0.9226 |
0.9160 |
|
| R1 |
0.9186 |
0.9186 |
0.9152 |
0.9206 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9157 |
| S1 |
0.9106 |
0.9106 |
0.9138 |
0.9126 |
| S2 |
0.9066 |
0.9066 |
0.9130 |
|
| S3 |
0.8986 |
0.9026 |
0.9123 |
|
| S4 |
0.8906 |
0.8946 |
0.9101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9145 |
0.9005 |
0.0140 |
1.6% |
0.0047 |
0.5% |
1% |
False |
True |
254 |
| 10 |
0.9205 |
0.9005 |
0.0200 |
2.2% |
0.0040 |
0.4% |
1% |
False |
True |
179 |
| 20 |
0.9205 |
0.9005 |
0.0200 |
2.2% |
0.0028 |
0.3% |
1% |
False |
True |
117 |
| 40 |
0.9270 |
0.9005 |
0.0265 |
2.9% |
0.0020 |
0.2% |
0% |
False |
True |
76 |
| 60 |
0.9356 |
0.9005 |
0.0351 |
3.9% |
0.0017 |
0.2% |
0% |
False |
True |
57 |
| 80 |
0.9356 |
0.9005 |
0.0351 |
3.9% |
0.0014 |
0.2% |
0% |
False |
True |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9399 |
|
2.618 |
0.9276 |
|
1.618 |
0.9201 |
|
1.000 |
0.9155 |
|
0.618 |
0.9126 |
|
HIGH |
0.9080 |
|
0.618 |
0.9051 |
|
0.500 |
0.9043 |
|
0.382 |
0.9034 |
|
LOW |
0.9005 |
|
0.618 |
0.8959 |
|
1.000 |
0.8930 |
|
1.618 |
0.8884 |
|
2.618 |
0.8809 |
|
4.250 |
0.8686 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9043 |
0.9055 |
| PP |
0.9030 |
0.9038 |
| S1 |
0.9018 |
0.9022 |
|