CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9182 |
0.9141 |
-0.0041 |
-0.4% |
0.9130 |
| High |
0.9187 |
0.9145 |
-0.0042 |
-0.5% |
0.9187 |
| Low |
0.9149 |
0.9141 |
-0.0008 |
-0.1% |
0.9107 |
| Close |
0.9149 |
0.9145 |
-0.0004 |
0.0% |
0.9145 |
| Range |
0.0038 |
0.0004 |
-0.0034 |
-89.5% |
0.0080 |
| ATR |
0.0032 |
0.0031 |
-0.0002 |
-5.4% |
0.0000 |
| Volume |
6 |
10 |
4 |
66.7% |
280 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9156 |
0.9154 |
0.9147 |
|
| R3 |
0.9152 |
0.9150 |
0.9146 |
|
| R2 |
0.9148 |
0.9148 |
0.9146 |
|
| R1 |
0.9146 |
0.9146 |
0.9145 |
0.9147 |
| PP |
0.9144 |
0.9144 |
0.9144 |
0.9144 |
| S1 |
0.9142 |
0.9142 |
0.9145 |
0.9143 |
| S2 |
0.9140 |
0.9140 |
0.9144 |
|
| S3 |
0.9136 |
0.9138 |
0.9144 |
|
| S4 |
0.9132 |
0.9134 |
0.9143 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9386 |
0.9346 |
0.9189 |
|
| R3 |
0.9306 |
0.9266 |
0.9167 |
|
| R2 |
0.9226 |
0.9226 |
0.9160 |
|
| R1 |
0.9186 |
0.9186 |
0.9152 |
0.9206 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9157 |
| S1 |
0.9106 |
0.9106 |
0.9138 |
0.9126 |
| S2 |
0.9066 |
0.9066 |
0.9130 |
|
| S3 |
0.8986 |
0.9026 |
0.9123 |
|
| S4 |
0.8906 |
0.8946 |
0.9101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9205 |
0.9107 |
0.0098 |
1.1% |
0.0032 |
0.4% |
39% |
False |
False |
61 |
| 10 |
0.9205 |
0.9061 |
0.0144 |
1.6% |
0.0025 |
0.3% |
58% |
False |
False |
71 |
| 20 |
0.9205 |
0.9060 |
0.0145 |
1.6% |
0.0020 |
0.2% |
59% |
False |
False |
63 |
| 40 |
0.9300 |
0.9060 |
0.0240 |
2.6% |
0.0015 |
0.2% |
35% |
False |
False |
46 |
| 60 |
0.9356 |
0.9060 |
0.0296 |
3.2% |
0.0014 |
0.1% |
29% |
False |
False |
45 |
| 80 |
0.9356 |
0.9060 |
0.0296 |
3.2% |
0.0012 |
0.1% |
29% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9162 |
|
2.618 |
0.9155 |
|
1.618 |
0.9151 |
|
1.000 |
0.9149 |
|
0.618 |
0.9147 |
|
HIGH |
0.9145 |
|
0.618 |
0.9143 |
|
0.500 |
0.9143 |
|
0.382 |
0.9143 |
|
LOW |
0.9141 |
|
0.618 |
0.9139 |
|
1.000 |
0.9137 |
|
1.618 |
0.9135 |
|
2.618 |
0.9131 |
|
4.250 |
0.9124 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9144 |
0.9149 |
| PP |
0.9144 |
0.9147 |
| S1 |
0.9143 |
0.9146 |
|