CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9141 |
0.9135 |
-0.0006 |
-0.1% |
0.9130 |
| High |
0.9145 |
0.9135 |
-0.0010 |
-0.1% |
0.9187 |
| Low |
0.9141 |
0.9065 |
-0.0076 |
-0.8% |
0.9107 |
| Close |
0.9145 |
0.9079 |
-0.0066 |
-0.7% |
0.9145 |
| Range |
0.0004 |
0.0070 |
0.0066 |
1,650.0% |
0.0080 |
| ATR |
0.0031 |
0.0034 |
0.0004 |
11.5% |
0.0000 |
| Volume |
10 |
16 |
6 |
60.0% |
280 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9303 |
0.9261 |
0.9118 |
|
| R3 |
0.9233 |
0.9191 |
0.9098 |
|
| R2 |
0.9163 |
0.9163 |
0.9092 |
|
| R1 |
0.9121 |
0.9121 |
0.9085 |
0.9107 |
| PP |
0.9093 |
0.9093 |
0.9093 |
0.9086 |
| S1 |
0.9051 |
0.9051 |
0.9073 |
0.9037 |
| S2 |
0.9023 |
0.9023 |
0.9066 |
|
| S3 |
0.8953 |
0.8981 |
0.9060 |
|
| S4 |
0.8883 |
0.8911 |
0.9041 |
|
|
| 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 |
0.9187 |
0.9065 |
0.0122 |
1.3% |
0.0036 |
0.4% |
11% |
False |
True |
59 |
| 10 |
0.9205 |
0.9061 |
0.0144 |
1.6% |
0.0032 |
0.4% |
13% |
False |
False |
69 |
| 20 |
0.9205 |
0.9061 |
0.0144 |
1.6% |
0.0022 |
0.2% |
13% |
False |
False |
57 |
| 40 |
0.9278 |
0.9060 |
0.0218 |
2.4% |
0.0016 |
0.2% |
9% |
False |
False |
46 |
| 60 |
0.9356 |
0.9060 |
0.0296 |
3.3% |
0.0015 |
0.2% |
6% |
False |
False |
45 |
| 80 |
0.9356 |
0.9060 |
0.0296 |
3.3% |
0.0013 |
0.1% |
6% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9433 |
|
2.618 |
0.9318 |
|
1.618 |
0.9248 |
|
1.000 |
0.9205 |
|
0.618 |
0.9178 |
|
HIGH |
0.9135 |
|
0.618 |
0.9108 |
|
0.500 |
0.9100 |
|
0.382 |
0.9092 |
|
LOW |
0.9065 |
|
0.618 |
0.9022 |
|
1.000 |
0.8995 |
|
1.618 |
0.8952 |
|
2.618 |
0.8882 |
|
4.250 |
0.8768 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9100 |
0.9126 |
| PP |
0.9093 |
0.9110 |
| S1 |
0.9086 |
0.9095 |
|