CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9097 |
0.9015 |
-0.0082 |
-0.9% |
0.8988 |
| High |
0.9113 |
0.9061 |
-0.0052 |
-0.6% |
0.9145 |
| Low |
0.9019 |
0.8985 |
-0.0034 |
-0.4% |
0.8977 |
| Close |
0.9026 |
0.8993 |
-0.0033 |
-0.4% |
0.9086 |
| Range |
0.0094 |
0.0076 |
-0.0018 |
-19.1% |
0.0168 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.3% |
0.0000 |
| Volume |
368 |
253 |
-115 |
-31.3% |
2,301 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9241 |
0.9193 |
0.9035 |
|
| R3 |
0.9165 |
0.9117 |
0.9014 |
|
| R2 |
0.9089 |
0.9089 |
0.9007 |
|
| R1 |
0.9041 |
0.9041 |
0.9000 |
0.9027 |
| PP |
0.9013 |
0.9013 |
0.9013 |
0.9006 |
| S1 |
0.8965 |
0.8965 |
0.8986 |
0.8951 |
| S2 |
0.8937 |
0.8937 |
0.8979 |
|
| S3 |
0.8861 |
0.8889 |
0.8972 |
|
| S4 |
0.8785 |
0.8813 |
0.8951 |
|
|
| 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 |
0.8985 |
0.0160 |
1.8% |
0.0078 |
0.9% |
5% |
False |
True |
524 |
| 10 |
0.9145 |
0.8971 |
0.0174 |
1.9% |
0.0063 |
0.7% |
13% |
False |
False |
448 |
| 20 |
0.9205 |
0.8971 |
0.0234 |
2.6% |
0.0050 |
0.6% |
9% |
False |
False |
261 |
| 40 |
0.9205 |
0.8971 |
0.0234 |
2.6% |
0.0031 |
0.3% |
9% |
False |
False |
148 |
| 60 |
0.9356 |
0.8971 |
0.0385 |
4.3% |
0.0024 |
0.3% |
6% |
False |
False |
111 |
| 80 |
0.9356 |
0.8971 |
0.0385 |
4.3% |
0.0020 |
0.2% |
6% |
False |
False |
93 |
| 100 |
0.9356 |
0.8971 |
0.0385 |
4.3% |
0.0018 |
0.2% |
6% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9384 |
|
2.618 |
0.9260 |
|
1.618 |
0.9184 |
|
1.000 |
0.9137 |
|
0.618 |
0.9108 |
|
HIGH |
0.9061 |
|
0.618 |
0.9032 |
|
0.500 |
0.9023 |
|
0.382 |
0.9014 |
|
LOW |
0.8985 |
|
0.618 |
0.8938 |
|
1.000 |
0.8909 |
|
1.618 |
0.8862 |
|
2.618 |
0.8786 |
|
4.250 |
0.8662 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9023 |
0.9065 |
| PP |
0.9013 |
0.9041 |
| S1 |
0.9003 |
0.9017 |
|