CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.8994 |
0.8959 |
-0.0035 |
-0.4% |
0.9097 |
High |
0.8994 |
0.8975 |
-0.0019 |
-0.2% |
0.9113 |
Low |
0.8950 |
0.8918 |
-0.0032 |
-0.4% |
0.8918 |
Close |
0.8973 |
0.8928 |
-0.0045 |
-0.5% |
0.8928 |
Range |
0.0044 |
0.0057 |
0.0013 |
29.5% |
0.0195 |
ATR |
0.0053 |
0.0054 |
0.0000 |
0.5% |
0.0000 |
Volume |
164 |
125 |
-39 |
-23.8% |
1,108 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9111 |
0.9077 |
0.8959 |
|
R3 |
0.9054 |
0.9020 |
0.8944 |
|
R2 |
0.8997 |
0.8997 |
0.8938 |
|
R1 |
0.8963 |
0.8963 |
0.8933 |
0.8952 |
PP |
0.8940 |
0.8940 |
0.8940 |
0.8935 |
S1 |
0.8906 |
0.8906 |
0.8923 |
0.8895 |
S2 |
0.8883 |
0.8883 |
0.8918 |
|
S3 |
0.8826 |
0.8849 |
0.8912 |
|
S4 |
0.8769 |
0.8792 |
0.8897 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9571 |
0.9445 |
0.9035 |
|
R3 |
0.9376 |
0.9250 |
0.8982 |
|
R2 |
0.9181 |
0.9181 |
0.8964 |
|
R1 |
0.9055 |
0.9055 |
0.8946 |
0.9021 |
PP |
0.8986 |
0.8986 |
0.8986 |
0.8969 |
S1 |
0.8860 |
0.8860 |
0.8910 |
0.8826 |
S2 |
0.8791 |
0.8791 |
0.8892 |
|
S3 |
0.8596 |
0.8665 |
0.8874 |
|
S4 |
0.8401 |
0.8470 |
0.8821 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9113 |
0.8918 |
0.0195 |
2.2% |
0.0065 |
0.7% |
5% |
False |
True |
221 |
10 |
0.9145 |
0.8918 |
0.0227 |
2.5% |
0.0064 |
0.7% |
4% |
False |
True |
340 |
20 |
0.9205 |
0.8918 |
0.0287 |
3.2% |
0.0054 |
0.6% |
3% |
False |
True |
267 |
40 |
0.9205 |
0.8918 |
0.0287 |
3.2% |
0.0034 |
0.4% |
3% |
False |
True |
160 |
60 |
0.9356 |
0.8918 |
0.0438 |
4.9% |
0.0026 |
0.3% |
2% |
False |
True |
119 |
80 |
0.9356 |
0.8918 |
0.0438 |
4.9% |
0.0022 |
0.2% |
2% |
False |
True |
98 |
100 |
0.9356 |
0.8918 |
0.0438 |
4.9% |
0.0019 |
0.2% |
2% |
False |
True |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9217 |
2.618 |
0.9124 |
1.618 |
0.9067 |
1.000 |
0.9032 |
0.618 |
0.9010 |
HIGH |
0.8975 |
0.618 |
0.8953 |
0.500 |
0.8947 |
0.382 |
0.8940 |
LOW |
0.8918 |
0.618 |
0.8883 |
1.000 |
0.8861 |
1.618 |
0.8826 |
2.618 |
0.8769 |
4.250 |
0.8676 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8947 |
0.8963 |
PP |
0.8940 |
0.8951 |
S1 |
0.8934 |
0.8940 |
|