CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9025 |
0.9073 |
0.0048 |
0.5% |
0.9135 |
| High |
0.9078 |
0.9110 |
0.0032 |
0.4% |
0.9135 |
| Low |
0.9025 |
0.9035 |
0.0010 |
0.1% |
0.8971 |
| Close |
0.9070 |
0.9074 |
0.0004 |
0.0% |
0.8976 |
| Range |
0.0053 |
0.0075 |
0.0022 |
41.5% |
0.0164 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
5.4% |
0.0000 |
| Volume |
113 |
157 |
44 |
38.9% |
1,637 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9298 |
0.9261 |
0.9115 |
|
| R3 |
0.9223 |
0.9186 |
0.9095 |
|
| R2 |
0.9148 |
0.9148 |
0.9088 |
|
| R1 |
0.9111 |
0.9111 |
0.9081 |
0.9130 |
| PP |
0.9073 |
0.9073 |
0.9073 |
0.9082 |
| S1 |
0.9036 |
0.9036 |
0.9067 |
0.9055 |
| S2 |
0.8998 |
0.8998 |
0.9060 |
|
| S3 |
0.8923 |
0.8961 |
0.9053 |
|
| S4 |
0.8848 |
0.8886 |
0.9033 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9519 |
0.9412 |
0.9066 |
|
| R3 |
0.9355 |
0.9248 |
0.9021 |
|
| R2 |
0.9191 |
0.9191 |
0.9006 |
|
| R1 |
0.9084 |
0.9084 |
0.8991 |
0.9056 |
| PP |
0.9027 |
0.9027 |
0.9027 |
0.9013 |
| S1 |
0.8920 |
0.8920 |
0.8961 |
0.8892 |
| S2 |
0.8863 |
0.8863 |
0.8946 |
|
| S3 |
0.8699 |
0.8756 |
0.8931 |
|
| S4 |
0.8535 |
0.8592 |
0.8886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9110 |
0.8971 |
0.0139 |
1.5% |
0.0057 |
0.6% |
74% |
True |
False |
383 |
| 10 |
0.9187 |
0.8971 |
0.0216 |
2.4% |
0.0048 |
0.5% |
48% |
False |
False |
211 |
| 20 |
0.9205 |
0.8971 |
0.0234 |
2.6% |
0.0036 |
0.4% |
44% |
False |
False |
147 |
| 40 |
0.9270 |
0.8971 |
0.0299 |
3.3% |
0.0025 |
0.3% |
34% |
False |
False |
89 |
| 60 |
0.9356 |
0.8971 |
0.0385 |
4.2% |
0.0019 |
0.2% |
27% |
False |
False |
71 |
| 80 |
0.9356 |
0.8971 |
0.0385 |
4.2% |
0.0017 |
0.2% |
27% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9429 |
|
2.618 |
0.9306 |
|
1.618 |
0.9231 |
|
1.000 |
0.9185 |
|
0.618 |
0.9156 |
|
HIGH |
0.9110 |
|
0.618 |
0.9081 |
|
0.500 |
0.9073 |
|
0.382 |
0.9064 |
|
LOW |
0.9035 |
|
0.618 |
0.8989 |
|
1.000 |
0.8960 |
|
1.618 |
0.8914 |
|
2.618 |
0.8839 |
|
4.250 |
0.8716 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9074 |
0.9064 |
| PP |
0.9073 |
0.9054 |
| S1 |
0.9073 |
0.9044 |
|