CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9135 |
0.9048 |
-0.0087 |
-1.0% |
0.9130 |
| High |
0.9135 |
0.9075 |
-0.0060 |
-0.7% |
0.9187 |
| Low |
0.9065 |
0.9025 |
-0.0040 |
-0.4% |
0.9107 |
| Close |
0.9079 |
0.9048 |
-0.0031 |
-0.3% |
0.9145 |
| Range |
0.0070 |
0.0050 |
-0.0020 |
-28.6% |
0.0080 |
| ATR |
0.0034 |
0.0036 |
0.0001 |
4.2% |
0.0000 |
| Volume |
16 |
59 |
43 |
268.8% |
280 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9199 |
0.9174 |
0.9076 |
|
| R3 |
0.9149 |
0.9124 |
0.9062 |
|
| R2 |
0.9099 |
0.9099 |
0.9057 |
|
| R1 |
0.9074 |
0.9074 |
0.9053 |
0.9073 |
| PP |
0.9049 |
0.9049 |
0.9049 |
0.9049 |
| S1 |
0.9024 |
0.9024 |
0.9043 |
0.9023 |
| S2 |
0.8999 |
0.8999 |
0.9039 |
|
| S3 |
0.8949 |
0.8974 |
0.9034 |
|
| S4 |
0.8899 |
0.8924 |
0.9021 |
|
|
| 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 |
0.9025 |
0.0162 |
1.8% |
0.0041 |
0.4% |
14% |
False |
True |
68 |
| 10 |
0.9205 |
0.9025 |
0.0180 |
2.0% |
0.0037 |
0.4% |
13% |
False |
True |
74 |
| 20 |
0.9205 |
0.9025 |
0.0180 |
2.0% |
0.0024 |
0.3% |
13% |
False |
True |
58 |
| 40 |
0.9270 |
0.9025 |
0.0245 |
2.7% |
0.0017 |
0.2% |
9% |
False |
True |
46 |
| 60 |
0.9356 |
0.9025 |
0.0331 |
3.7% |
0.0015 |
0.2% |
7% |
False |
True |
45 |
| 80 |
0.9356 |
0.9025 |
0.0331 |
3.7% |
0.0013 |
0.1% |
7% |
False |
True |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9288 |
|
2.618 |
0.9206 |
|
1.618 |
0.9156 |
|
1.000 |
0.9125 |
|
0.618 |
0.9106 |
|
HIGH |
0.9075 |
|
0.618 |
0.9056 |
|
0.500 |
0.9050 |
|
0.382 |
0.9044 |
|
LOW |
0.9025 |
|
0.618 |
0.8994 |
|
1.000 |
0.8975 |
|
1.618 |
0.8944 |
|
2.618 |
0.8894 |
|
4.250 |
0.8813 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9050 |
0.9085 |
| PP |
0.9049 |
0.9073 |
| S1 |
0.9049 |
0.9060 |
|