CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9073 |
0.9039 |
-0.0034 |
-0.4% |
0.9135 |
High |
0.9110 |
0.9110 |
0.0000 |
0.0% |
0.9135 |
Low |
0.9035 |
0.9035 |
0.0000 |
0.0% |
0.8971 |
Close |
0.9074 |
0.9089 |
0.0015 |
0.2% |
0.8976 |
Range |
0.0075 |
0.0075 |
0.0000 |
0.0% |
0.0164 |
ATR |
0.0045 |
0.0047 |
0.0002 |
4.8% |
0.0000 |
Volume |
157 |
1,570 |
1,413 |
900.0% |
1,637 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9303 |
0.9271 |
0.9130 |
|
R3 |
0.9228 |
0.9196 |
0.9110 |
|
R2 |
0.9153 |
0.9153 |
0.9103 |
|
R1 |
0.9121 |
0.9121 |
0.9096 |
0.9137 |
PP |
0.9078 |
0.9078 |
0.9078 |
0.9086 |
S1 |
0.9046 |
0.9046 |
0.9082 |
0.9062 |
S2 |
0.9003 |
0.9003 |
0.9075 |
|
S3 |
0.8928 |
0.8971 |
0.9068 |
|
S4 |
0.8853 |
0.8896 |
0.9048 |
|
|
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 |
0.9110 |
0.8971 |
0.0139 |
1.5% |
0.0057 |
0.6% |
85% |
True |
False |
480 |
10 |
0.9145 |
0.8971 |
0.0174 |
1.9% |
0.0052 |
0.6% |
68% |
False |
False |
367 |
20 |
0.9205 |
0.8971 |
0.0234 |
2.6% |
0.0038 |
0.4% |
50% |
False |
False |
220 |
40 |
0.9270 |
0.8971 |
0.0299 |
3.3% |
0.0026 |
0.3% |
39% |
False |
False |
128 |
60 |
0.9356 |
0.8971 |
0.0385 |
4.2% |
0.0020 |
0.2% |
31% |
False |
False |
97 |
80 |
0.9356 |
0.8971 |
0.0385 |
4.2% |
0.0018 |
0.2% |
31% |
False |
False |
82 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9429 |
2.618 |
0.9306 |
1.618 |
0.9231 |
1.000 |
0.9185 |
0.618 |
0.9156 |
HIGH |
0.9110 |
0.618 |
0.9081 |
0.500 |
0.9073 |
0.382 |
0.9064 |
LOW |
0.9035 |
0.618 |
0.8989 |
1.000 |
0.8960 |
1.618 |
0.8914 |
2.618 |
0.8839 |
4.250 |
0.8716 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9084 |
0.9082 |
PP |
0.9078 |
0.9075 |
S1 |
0.9073 |
0.9068 |
|