CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9098 |
0.9097 |
-0.0001 |
0.0% |
0.8988 |
| High |
0.9145 |
0.9113 |
-0.0032 |
-0.3% |
0.9145 |
| Low |
0.9073 |
0.9019 |
-0.0054 |
-0.6% |
0.8977 |
| Close |
0.9086 |
0.9026 |
-0.0060 |
-0.7% |
0.9086 |
| Range |
0.0072 |
0.0094 |
0.0022 |
30.6% |
0.0168 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
6.6% |
0.0000 |
| Volume |
273 |
368 |
95 |
34.8% |
2,301 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9335 |
0.9274 |
0.9078 |
|
| R3 |
0.9241 |
0.9180 |
0.9052 |
|
| R2 |
0.9147 |
0.9147 |
0.9043 |
|
| R1 |
0.9086 |
0.9086 |
0.9035 |
0.9070 |
| PP |
0.9053 |
0.9053 |
0.9053 |
0.9044 |
| S1 |
0.8992 |
0.8992 |
0.9017 |
0.8976 |
| S2 |
0.8959 |
0.8959 |
0.9009 |
|
| S3 |
0.8865 |
0.8898 |
0.9000 |
|
| S4 |
0.8771 |
0.8804 |
0.8974 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9573 |
0.9498 |
0.9178 |
|
| R3 |
0.9405 |
0.9330 |
0.9132 |
|
| R2 |
0.9237 |
0.9237 |
0.9117 |
|
| R1 |
0.9162 |
0.9162 |
0.9101 |
0.9200 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9088 |
| S1 |
0.8994 |
0.8994 |
0.9071 |
0.9032 |
| S2 |
0.8901 |
0.8901 |
0.9055 |
|
| S3 |
0.8733 |
0.8826 |
0.9040 |
|
| S4 |
0.8565 |
0.8658 |
0.8994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9145 |
0.9019 |
0.0126 |
1.4% |
0.0074 |
0.8% |
6% |
False |
True |
496 |
| 10 |
0.9145 |
0.8971 |
0.0174 |
1.9% |
0.0061 |
0.7% |
32% |
False |
False |
429 |
| 20 |
0.9205 |
0.8971 |
0.0234 |
2.6% |
0.0047 |
0.5% |
24% |
False |
False |
249 |
| 40 |
0.9205 |
0.8971 |
0.0234 |
2.6% |
0.0029 |
0.3% |
24% |
False |
False |
143 |
| 60 |
0.9356 |
0.8971 |
0.0385 |
4.3% |
0.0023 |
0.3% |
14% |
False |
False |
107 |
| 80 |
0.9356 |
0.8971 |
0.0385 |
4.3% |
0.0020 |
0.2% |
14% |
False |
False |
90 |
| 100 |
0.9356 |
0.8971 |
0.0385 |
4.3% |
0.0017 |
0.2% |
14% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9513 |
|
2.618 |
0.9359 |
|
1.618 |
0.9265 |
|
1.000 |
0.9207 |
|
0.618 |
0.9171 |
|
HIGH |
0.9113 |
|
0.618 |
0.9077 |
|
0.500 |
0.9066 |
|
0.382 |
0.9055 |
|
LOW |
0.9019 |
|
0.618 |
0.8961 |
|
1.000 |
0.8925 |
|
1.618 |
0.8867 |
|
2.618 |
0.8773 |
|
4.250 |
0.8620 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9066 |
0.9082 |
| PP |
0.9053 |
0.9063 |
| S1 |
0.9039 |
0.9045 |
|