CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8986 |
0.8994 |
0.0008 |
0.1% |
0.8988 |
| High |
0.9008 |
0.8994 |
-0.0014 |
-0.2% |
0.9145 |
| Low |
0.8955 |
0.8950 |
-0.0005 |
-0.1% |
0.8977 |
| Close |
0.8999 |
0.8973 |
-0.0026 |
-0.3% |
0.9086 |
| Range |
0.0053 |
0.0044 |
-0.0009 |
-17.0% |
0.0168 |
| ATR |
0.0054 |
0.0053 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
198 |
164 |
-34 |
-17.2% |
2,301 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9104 |
0.9083 |
0.8997 |
|
| R3 |
0.9060 |
0.9039 |
0.8985 |
|
| R2 |
0.9016 |
0.9016 |
0.8981 |
|
| R1 |
0.8995 |
0.8995 |
0.8977 |
0.8984 |
| PP |
0.8972 |
0.8972 |
0.8972 |
0.8967 |
| S1 |
0.8951 |
0.8951 |
0.8969 |
0.8940 |
| S2 |
0.8928 |
0.8928 |
0.8965 |
|
| S3 |
0.8884 |
0.8907 |
0.8961 |
|
| S4 |
0.8840 |
0.8863 |
0.8949 |
|
|
| 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 |
0.8950 |
0.0195 |
2.2% |
0.0068 |
0.8% |
12% |
False |
True |
251 |
| 10 |
0.9145 |
0.8950 |
0.0195 |
2.2% |
0.0062 |
0.7% |
12% |
False |
True |
365 |
| 20 |
0.9205 |
0.8950 |
0.0255 |
2.8% |
0.0051 |
0.6% |
9% |
False |
True |
272 |
| 40 |
0.9205 |
0.8950 |
0.0255 |
2.8% |
0.0033 |
0.4% |
9% |
False |
True |
157 |
| 60 |
0.9356 |
0.8950 |
0.0406 |
4.5% |
0.0026 |
0.3% |
6% |
False |
True |
117 |
| 80 |
0.9356 |
0.8950 |
0.0406 |
4.5% |
0.0021 |
0.2% |
6% |
False |
True |
96 |
| 100 |
0.9356 |
0.8950 |
0.0406 |
4.5% |
0.0019 |
0.2% |
6% |
False |
True |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9181 |
|
2.618 |
0.9109 |
|
1.618 |
0.9065 |
|
1.000 |
0.9038 |
|
0.618 |
0.9021 |
|
HIGH |
0.8994 |
|
0.618 |
0.8977 |
|
0.500 |
0.8972 |
|
0.382 |
0.8967 |
|
LOW |
0.8950 |
|
0.618 |
0.8923 |
|
1.000 |
0.8906 |
|
1.618 |
0.8879 |
|
2.618 |
0.8835 |
|
4.250 |
0.8763 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8973 |
0.9006 |
| PP |
0.8972 |
0.8995 |
| S1 |
0.8972 |
0.8984 |
|