CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9039 |
0.9098 |
0.0059 |
0.7% |
0.8988 |
High |
0.9110 |
0.9145 |
0.0035 |
0.4% |
0.9145 |
Low |
0.9035 |
0.9073 |
0.0038 |
0.4% |
0.8977 |
Close |
0.9089 |
0.9086 |
-0.0003 |
0.0% |
0.9086 |
Range |
0.0075 |
0.0072 |
-0.0003 |
-4.0% |
0.0168 |
ATR |
0.0047 |
0.0049 |
0.0002 |
3.8% |
0.0000 |
Volume |
1,570 |
273 |
-1,297 |
-82.6% |
2,301 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9317 |
0.9274 |
0.9126 |
|
R3 |
0.9245 |
0.9202 |
0.9106 |
|
R2 |
0.9173 |
0.9173 |
0.9099 |
|
R1 |
0.9130 |
0.9130 |
0.9093 |
0.9116 |
PP |
0.9101 |
0.9101 |
0.9101 |
0.9094 |
S1 |
0.9058 |
0.9058 |
0.9079 |
0.9044 |
S2 |
0.9029 |
0.9029 |
0.9073 |
|
S3 |
0.8957 |
0.8986 |
0.9066 |
|
S4 |
0.8885 |
0.8914 |
0.9046 |
|
|
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 |
0.8977 |
0.0168 |
1.8% |
0.0064 |
0.7% |
65% |
True |
False |
460 |
10 |
0.9145 |
0.8971 |
0.0174 |
1.9% |
0.0058 |
0.6% |
66% |
True |
False |
393 |
20 |
0.9205 |
0.8971 |
0.0234 |
2.6% |
0.0042 |
0.5% |
49% |
False |
False |
232 |
40 |
0.9230 |
0.8971 |
0.0259 |
2.9% |
0.0028 |
0.3% |
44% |
False |
False |
134 |
60 |
0.9356 |
0.8971 |
0.0385 |
4.2% |
0.0022 |
0.2% |
30% |
False |
False |
101 |
80 |
0.9356 |
0.8971 |
0.0385 |
4.2% |
0.0019 |
0.2% |
30% |
False |
False |
86 |
100 |
0.9356 |
0.8971 |
0.0385 |
4.2% |
0.0016 |
0.2% |
30% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9451 |
2.618 |
0.9333 |
1.618 |
0.9261 |
1.000 |
0.9217 |
0.618 |
0.9189 |
HIGH |
0.9145 |
0.618 |
0.9117 |
0.500 |
0.9109 |
0.382 |
0.9101 |
LOW |
0.9073 |
0.618 |
0.9029 |
1.000 |
0.9001 |
1.618 |
0.8957 |
2.618 |
0.8885 |
4.250 |
0.8767 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9109 |
0.9090 |
PP |
0.9101 |
0.9089 |
S1 |
0.9094 |
0.9087 |
|