CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.8959 |
0.8928 |
-0.0031 |
-0.3% |
0.9097 |
High |
0.8975 |
0.8946 |
-0.0029 |
-0.3% |
0.9113 |
Low |
0.8918 |
0.8913 |
-0.0005 |
-0.1% |
0.8918 |
Close |
0.8928 |
0.8934 |
0.0006 |
0.1% |
0.8928 |
Range |
0.0057 |
0.0033 |
-0.0024 |
-42.1% |
0.0195 |
ATR |
0.0054 |
0.0052 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
125 |
426 |
301 |
240.8% |
1,108 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9030 |
0.9015 |
0.8952 |
|
R3 |
0.8997 |
0.8982 |
0.8943 |
|
R2 |
0.8964 |
0.8964 |
0.8940 |
|
R1 |
0.8949 |
0.8949 |
0.8937 |
0.8957 |
PP |
0.8931 |
0.8931 |
0.8931 |
0.8935 |
S1 |
0.8916 |
0.8916 |
0.8931 |
0.8924 |
S2 |
0.8898 |
0.8898 |
0.8928 |
|
S3 |
0.8865 |
0.8883 |
0.8925 |
|
S4 |
0.8832 |
0.8850 |
0.8916 |
|
|
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 |
0.9061 |
0.8913 |
0.0148 |
1.7% |
0.0053 |
0.6% |
14% |
False |
True |
233 |
10 |
0.9145 |
0.8913 |
0.0232 |
2.6% |
0.0063 |
0.7% |
9% |
False |
True |
364 |
20 |
0.9187 |
0.8913 |
0.0274 |
3.1% |
0.0053 |
0.6% |
8% |
False |
True |
287 |
40 |
0.9205 |
0.8913 |
0.0292 |
3.3% |
0.0035 |
0.4% |
7% |
False |
True |
170 |
60 |
0.9337 |
0.8913 |
0.0424 |
4.7% |
0.0026 |
0.3% |
5% |
False |
True |
126 |
80 |
0.9356 |
0.8913 |
0.0443 |
5.0% |
0.0022 |
0.2% |
5% |
False |
True |
103 |
100 |
0.9356 |
0.8913 |
0.0443 |
5.0% |
0.0019 |
0.2% |
5% |
False |
True |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9086 |
2.618 |
0.9032 |
1.618 |
0.8999 |
1.000 |
0.8979 |
0.618 |
0.8966 |
HIGH |
0.8946 |
0.618 |
0.8933 |
0.500 |
0.8930 |
0.382 |
0.8926 |
LOW |
0.8913 |
0.618 |
0.8893 |
1.000 |
0.8880 |
1.618 |
0.8860 |
2.618 |
0.8827 |
4.250 |
0.8773 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8933 |
0.8954 |
PP |
0.8931 |
0.8947 |
S1 |
0.8930 |
0.8941 |
|