CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9008 |
0.8988 |
-0.0020 |
-0.2% |
0.9135 |
| High |
0.9008 |
0.9020 |
0.0012 |
0.1% |
0.9135 |
| Low |
0.8971 |
0.8977 |
0.0006 |
0.1% |
0.8971 |
| Close |
0.8976 |
0.9010 |
0.0034 |
0.4% |
0.8976 |
| Range |
0.0037 |
0.0043 |
0.0006 |
16.2% |
0.0164 |
| ATR |
0.0040 |
0.0041 |
0.0000 |
0.6% |
0.0000 |
| Volume |
375 |
188 |
-187 |
-49.9% |
1,637 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9131 |
0.9114 |
0.9034 |
|
| R3 |
0.9088 |
0.9071 |
0.9022 |
|
| R2 |
0.9045 |
0.9045 |
0.9018 |
|
| R1 |
0.9028 |
0.9028 |
0.9014 |
0.9037 |
| PP |
0.9002 |
0.9002 |
0.9002 |
0.9007 |
| S1 |
0.8985 |
0.8985 |
0.9006 |
0.8994 |
| S2 |
0.8959 |
0.8959 |
0.9002 |
|
| S3 |
0.8916 |
0.8942 |
0.8998 |
|
| S4 |
0.8873 |
0.8899 |
0.8986 |
|
|
| 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 |
0.9104 |
0.8971 |
0.0133 |
1.5% |
0.0048 |
0.5% |
29% |
False |
False |
361 |
| 10 |
0.9187 |
0.8971 |
0.0216 |
2.4% |
0.0042 |
0.5% |
18% |
False |
False |
210 |
| 20 |
0.9205 |
0.8971 |
0.0234 |
2.6% |
0.0031 |
0.3% |
17% |
False |
False |
141 |
| 40 |
0.9270 |
0.8971 |
0.0299 |
3.3% |
0.0021 |
0.2% |
13% |
False |
False |
85 |
| 60 |
0.9356 |
0.8971 |
0.0385 |
4.3% |
0.0018 |
0.2% |
10% |
False |
False |
67 |
| 80 |
0.9356 |
0.8971 |
0.0385 |
4.3% |
0.0015 |
0.2% |
10% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9203 |
|
2.618 |
0.9133 |
|
1.618 |
0.9090 |
|
1.000 |
0.9063 |
|
0.618 |
0.9047 |
|
HIGH |
0.9020 |
|
0.618 |
0.9004 |
|
0.500 |
0.8999 |
|
0.382 |
0.8993 |
|
LOW |
0.8977 |
|
0.618 |
0.8950 |
|
1.000 |
0.8934 |
|
1.618 |
0.8907 |
|
2.618 |
0.8864 |
|
4.250 |
0.8794 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9006 |
0.9026 |
| PP |
0.9002 |
0.9020 |
| S1 |
0.8999 |
0.9015 |
|