CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.8928 |
0.8927 |
-0.0001 |
0.0% |
0.9097 |
High |
0.8946 |
0.8938 |
-0.0008 |
-0.1% |
0.9113 |
Low |
0.8913 |
0.8878 |
-0.0035 |
-0.4% |
0.8918 |
Close |
0.8934 |
0.8889 |
-0.0045 |
-0.5% |
0.8928 |
Range |
0.0033 |
0.0060 |
0.0027 |
81.8% |
0.0195 |
ATR |
0.0052 |
0.0053 |
0.0001 |
1.1% |
0.0000 |
Volume |
426 |
290 |
-136 |
-31.9% |
1,108 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9082 |
0.9045 |
0.8922 |
|
R3 |
0.9022 |
0.8985 |
0.8906 |
|
R2 |
0.8962 |
0.8962 |
0.8900 |
|
R1 |
0.8925 |
0.8925 |
0.8895 |
0.8914 |
PP |
0.8902 |
0.8902 |
0.8902 |
0.8896 |
S1 |
0.8865 |
0.8865 |
0.8884 |
0.8854 |
S2 |
0.8842 |
0.8842 |
0.8878 |
|
S3 |
0.8782 |
0.8805 |
0.8873 |
|
S4 |
0.8722 |
0.8745 |
0.8856 |
|
|
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 |
0.9008 |
0.8878 |
0.0130 |
1.5% |
0.0049 |
0.6% |
8% |
False |
True |
240 |
10 |
0.9145 |
0.8878 |
0.0267 |
3.0% |
0.0064 |
0.7% |
4% |
False |
True |
382 |
20 |
0.9187 |
0.8878 |
0.0309 |
3.5% |
0.0054 |
0.6% |
4% |
False |
True |
301 |
40 |
0.9205 |
0.8878 |
0.0327 |
3.7% |
0.0036 |
0.4% |
3% |
False |
True |
178 |
60 |
0.9337 |
0.8878 |
0.0459 |
5.2% |
0.0027 |
0.3% |
2% |
False |
True |
130 |
80 |
0.9356 |
0.8878 |
0.0478 |
5.4% |
0.0023 |
0.3% |
2% |
False |
True |
106 |
100 |
0.9356 |
0.8878 |
0.0478 |
5.4% |
0.0020 |
0.2% |
2% |
False |
True |
88 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9193 |
2.618 |
0.9095 |
1.618 |
0.9035 |
1.000 |
0.8998 |
0.618 |
0.8975 |
HIGH |
0.8938 |
0.618 |
0.8915 |
0.500 |
0.8908 |
0.382 |
0.8901 |
LOW |
0.8878 |
0.618 |
0.8841 |
1.000 |
0.8818 |
1.618 |
0.8781 |
2.618 |
0.8721 |
4.250 |
0.8623 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8908 |
0.8927 |
PP |
0.8902 |
0.8914 |
S1 |
0.8895 |
0.8902 |
|