CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9048 |
0.9082 |
0.0034 |
0.4% |
0.9130 |
| High |
0.9075 |
0.9104 |
0.0029 |
0.3% |
0.9187 |
| Low |
0.9025 |
0.9070 |
0.0045 |
0.5% |
0.9107 |
| Close |
0.9048 |
0.9094 |
0.0046 |
0.5% |
0.9145 |
| Range |
0.0050 |
0.0034 |
-0.0016 |
-32.0% |
0.0080 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
4.1% |
0.0000 |
| Volume |
59 |
104 |
45 |
76.3% |
280 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9191 |
0.9177 |
0.9113 |
|
| R3 |
0.9157 |
0.9143 |
0.9103 |
|
| R2 |
0.9123 |
0.9123 |
0.9100 |
|
| R1 |
0.9109 |
0.9109 |
0.9097 |
0.9116 |
| PP |
0.9089 |
0.9089 |
0.9089 |
0.9093 |
| S1 |
0.9075 |
0.9075 |
0.9091 |
0.9082 |
| S2 |
0.9055 |
0.9055 |
0.9088 |
|
| S3 |
0.9021 |
0.9041 |
0.9085 |
|
| S4 |
0.8987 |
0.9007 |
0.9075 |
|
|
| 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% |
0.0039 |
0.4% |
43% |
False |
False |
39 |
| 10 |
0.9205 |
0.9025 |
0.0180 |
2.0% |
0.0039 |
0.4% |
38% |
False |
False |
81 |
| 20 |
0.9205 |
0.9025 |
0.0180 |
2.0% |
0.0025 |
0.3% |
38% |
False |
False |
63 |
| 40 |
0.9270 |
0.9025 |
0.0245 |
2.7% |
0.0018 |
0.2% |
28% |
False |
False |
49 |
| 60 |
0.9356 |
0.9025 |
0.0331 |
3.6% |
0.0016 |
0.2% |
21% |
False |
False |
43 |
| 80 |
0.9356 |
0.9025 |
0.0331 |
3.6% |
0.0014 |
0.1% |
21% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9249 |
|
2.618 |
0.9193 |
|
1.618 |
0.9159 |
|
1.000 |
0.9138 |
|
0.618 |
0.9125 |
|
HIGH |
0.9104 |
|
0.618 |
0.9091 |
|
0.500 |
0.9087 |
|
0.382 |
0.9083 |
|
LOW |
0.9070 |
|
0.618 |
0.9049 |
|
1.000 |
0.9036 |
|
1.618 |
0.9015 |
|
2.618 |
0.8981 |
|
4.250 |
0.8926 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9092 |
0.9089 |
| PP |
0.9089 |
0.9085 |
| S1 |
0.9087 |
0.9080 |
|