CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8988 |
0.9025 |
0.0037 |
0.4% |
0.9135 |
| High |
0.9020 |
0.9078 |
0.0058 |
0.6% |
0.9135 |
| Low |
0.8977 |
0.9025 |
0.0048 |
0.5% |
0.8971 |
| Close |
0.9010 |
0.9070 |
0.0060 |
0.7% |
0.8976 |
| Range |
0.0043 |
0.0053 |
0.0010 |
23.3% |
0.0164 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
4.8% |
0.0000 |
| Volume |
188 |
113 |
-75 |
-39.9% |
1,637 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9217 |
0.9196 |
0.9099 |
|
| R3 |
0.9164 |
0.9143 |
0.9085 |
|
| R2 |
0.9111 |
0.9111 |
0.9080 |
|
| R1 |
0.9090 |
0.9090 |
0.9075 |
0.9101 |
| PP |
0.9058 |
0.9058 |
0.9058 |
0.9063 |
| S1 |
0.9037 |
0.9037 |
0.9065 |
0.9048 |
| S2 |
0.9005 |
0.9005 |
0.9060 |
|
| S3 |
0.8952 |
0.8984 |
0.9055 |
|
| S4 |
0.8899 |
0.8931 |
0.9041 |
|
|
| 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% |
74% |
False |
False |
372 |
| 10 |
0.9187 |
0.8971 |
0.0216 |
2.4% |
0.0045 |
0.5% |
46% |
False |
False |
220 |
| 20 |
0.9205 |
0.8971 |
0.0234 |
2.6% |
0.0033 |
0.4% |
42% |
False |
False |
142 |
| 40 |
0.9270 |
0.8971 |
0.0299 |
3.3% |
0.0023 |
0.2% |
33% |
False |
False |
86 |
| 60 |
0.9356 |
0.8971 |
0.0385 |
4.2% |
0.0018 |
0.2% |
26% |
False |
False |
68 |
| 80 |
0.9356 |
0.8971 |
0.0385 |
4.2% |
0.0016 |
0.2% |
26% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9303 |
|
2.618 |
0.9217 |
|
1.618 |
0.9164 |
|
1.000 |
0.9131 |
|
0.618 |
0.9111 |
|
HIGH |
0.9078 |
|
0.618 |
0.9058 |
|
0.500 |
0.9052 |
|
0.382 |
0.9045 |
|
LOW |
0.9025 |
|
0.618 |
0.8992 |
|
1.000 |
0.8972 |
|
1.618 |
0.8939 |
|
2.618 |
0.8886 |
|
4.250 |
0.8800 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9064 |
0.9055 |
| PP |
0.9058 |
0.9040 |
| S1 |
0.9052 |
0.9025 |
|