CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9015 |
0.8986 |
-0.0029 |
-0.3% |
0.8988 |
| High |
0.9061 |
0.9008 |
-0.0053 |
-0.6% |
0.9145 |
| Low |
0.8985 |
0.8955 |
-0.0030 |
-0.3% |
0.8977 |
| Close |
0.8993 |
0.8999 |
0.0006 |
0.1% |
0.9086 |
| Range |
0.0076 |
0.0053 |
-0.0023 |
-30.3% |
0.0168 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
253 |
198 |
-55 |
-21.7% |
2,301 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9146 |
0.9126 |
0.9028 |
|
| R3 |
0.9093 |
0.9073 |
0.9014 |
|
| R2 |
0.9040 |
0.9040 |
0.9009 |
|
| R1 |
0.9020 |
0.9020 |
0.9004 |
0.9030 |
| PP |
0.8987 |
0.8987 |
0.8987 |
0.8993 |
| S1 |
0.8967 |
0.8967 |
0.8994 |
0.8977 |
| S2 |
0.8934 |
0.8934 |
0.8989 |
|
| S3 |
0.8881 |
0.8914 |
0.8984 |
|
| S4 |
0.8828 |
0.8861 |
0.8970 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9573 |
0.9498 |
0.9178 |
|
| R3 |
0.9405 |
0.9330 |
0.9132 |
|
| R2 |
0.9237 |
0.9237 |
0.9117 |
|
| R1 |
0.9162 |
0.9162 |
0.9101 |
0.9200 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9088 |
| S1 |
0.8994 |
0.8994 |
0.9071 |
0.9032 |
| S2 |
0.8901 |
0.8901 |
0.9055 |
|
| S3 |
0.8733 |
0.8826 |
0.9040 |
|
| S4 |
0.8565 |
0.8658 |
0.8994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9145 |
0.8955 |
0.0190 |
2.1% |
0.0074 |
0.8% |
23% |
False |
True |
532 |
| 10 |
0.9145 |
0.8955 |
0.0190 |
2.1% |
0.0065 |
0.7% |
23% |
False |
True |
457 |
| 20 |
0.9205 |
0.8955 |
0.0250 |
2.8% |
0.0052 |
0.6% |
18% |
False |
True |
269 |
| 40 |
0.9205 |
0.8955 |
0.0250 |
2.8% |
0.0032 |
0.4% |
18% |
False |
True |
153 |
| 60 |
0.9356 |
0.8955 |
0.0401 |
4.5% |
0.0025 |
0.3% |
11% |
False |
True |
114 |
| 80 |
0.9356 |
0.8955 |
0.0401 |
4.5% |
0.0021 |
0.2% |
11% |
False |
True |
94 |
| 100 |
0.9356 |
0.8955 |
0.0401 |
4.5% |
0.0018 |
0.2% |
11% |
False |
True |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9233 |
|
2.618 |
0.9147 |
|
1.618 |
0.9094 |
|
1.000 |
0.9061 |
|
0.618 |
0.9041 |
|
HIGH |
0.9008 |
|
0.618 |
0.8988 |
|
0.500 |
0.8982 |
|
0.382 |
0.8975 |
|
LOW |
0.8955 |
|
0.618 |
0.8922 |
|
1.000 |
0.8902 |
|
1.618 |
0.8869 |
|
2.618 |
0.8816 |
|
4.250 |
0.8730 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8993 |
0.9034 |
| PP |
0.8987 |
0.9022 |
| S1 |
0.8982 |
0.9011 |
|