CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9080 |
0.9008 |
-0.0072 |
-0.8% |
0.9135 |
High |
0.9080 |
0.9008 |
-0.0072 |
-0.8% |
0.9135 |
Low |
0.9005 |
0.8971 |
-0.0034 |
-0.4% |
0.8971 |
Close |
0.9006 |
0.8976 |
-0.0030 |
-0.3% |
0.8976 |
Range |
0.0075 |
0.0037 |
-0.0038 |
-50.7% |
0.0164 |
ATR |
0.0041 |
0.0040 |
0.0000 |
-0.7% |
0.0000 |
Volume |
1,083 |
375 |
-708 |
-65.4% |
1,637 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9096 |
0.9073 |
0.8996 |
|
R3 |
0.9059 |
0.9036 |
0.8986 |
|
R2 |
0.9022 |
0.9022 |
0.8983 |
|
R1 |
0.8999 |
0.8999 |
0.8979 |
0.8992 |
PP |
0.8985 |
0.8985 |
0.8985 |
0.8982 |
S1 |
0.8962 |
0.8962 |
0.8973 |
0.8955 |
S2 |
0.8948 |
0.8948 |
0.8969 |
|
S3 |
0.8911 |
0.8925 |
0.8966 |
|
S4 |
0.8874 |
0.8888 |
0.8956 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9519 |
0.9412 |
0.9066 |
|
R3 |
0.9355 |
0.9248 |
0.9021 |
|
R2 |
0.9191 |
0.9191 |
0.9006 |
|
R1 |
0.9084 |
0.9084 |
0.8991 |
0.9056 |
PP |
0.9027 |
0.9027 |
0.9027 |
0.9013 |
S1 |
0.8920 |
0.8920 |
0.8961 |
0.8892 |
S2 |
0.8863 |
0.8863 |
0.8946 |
|
S3 |
0.8699 |
0.8756 |
0.8931 |
|
S4 |
0.8535 |
0.8592 |
0.8886 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9135 |
0.8971 |
0.0164 |
1.8% |
0.0053 |
0.6% |
3% |
False |
True |
327 |
10 |
0.9205 |
0.8971 |
0.0234 |
2.6% |
0.0043 |
0.5% |
2% |
False |
True |
194 |
20 |
0.9205 |
0.8971 |
0.0234 |
2.6% |
0.0029 |
0.3% |
2% |
False |
True |
133 |
40 |
0.9270 |
0.8971 |
0.0299 |
3.3% |
0.0020 |
0.2% |
2% |
False |
True |
85 |
60 |
0.9356 |
0.8971 |
0.0385 |
4.3% |
0.0018 |
0.2% |
1% |
False |
True |
64 |
80 |
0.9356 |
0.8971 |
0.0385 |
4.3% |
0.0015 |
0.2% |
1% |
False |
True |
58 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9165 |
2.618 |
0.9105 |
1.618 |
0.9068 |
1.000 |
0.9045 |
0.618 |
0.9031 |
HIGH |
0.9008 |
0.618 |
0.8994 |
0.500 |
0.8990 |
0.382 |
0.8985 |
LOW |
0.8971 |
0.618 |
0.8948 |
1.000 |
0.8934 |
1.618 |
0.8911 |
2.618 |
0.8874 |
4.250 |
0.8814 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8990 |
0.9038 |
PP |
0.8985 |
0.9017 |
S1 |
0.8981 |
0.8997 |
|