CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9050 |
0.9015 |
-0.0035 |
-0.4% |
0.9097 |
| High |
0.9075 |
0.9015 |
-0.0060 |
-0.7% |
0.9129 |
| Low |
0.9050 |
0.8987 |
-0.0063 |
-0.7% |
0.9092 |
| Close |
0.9075 |
0.8987 |
-0.0088 |
-1.0% |
0.9127 |
| Range |
0.0025 |
0.0028 |
0.0003 |
12.0% |
0.0037 |
| ATR |
0.0030 |
0.0034 |
0.0004 |
13.6% |
0.0000 |
| Volume |
50 |
98 |
48 |
96.0% |
33 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9080 |
0.9062 |
0.9002 |
|
| R3 |
0.9052 |
0.9034 |
0.8995 |
|
| R2 |
0.9024 |
0.9024 |
0.8992 |
|
| R1 |
0.9006 |
0.9006 |
0.8990 |
0.9001 |
| PP |
0.8996 |
0.8996 |
0.8996 |
0.8994 |
| S1 |
0.8978 |
0.8978 |
0.8984 |
0.8973 |
| S2 |
0.8968 |
0.8968 |
0.8982 |
|
| S3 |
0.8940 |
0.8950 |
0.8979 |
|
| S4 |
0.8912 |
0.8922 |
0.8972 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9227 |
0.9214 |
0.9147 |
|
| R3 |
0.9190 |
0.9177 |
0.9137 |
|
| R2 |
0.9153 |
0.9153 |
0.9134 |
|
| R1 |
0.9140 |
0.9140 |
0.9130 |
0.9147 |
| PP |
0.9116 |
0.9116 |
0.9116 |
0.9119 |
| S1 |
0.9103 |
0.9103 |
0.9124 |
0.9110 |
| S2 |
0.9079 |
0.9079 |
0.9120 |
|
| S3 |
0.9042 |
0.9066 |
0.9117 |
|
| S4 |
0.9005 |
0.9029 |
0.9107 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9134 |
|
2.618 |
0.9088 |
|
1.618 |
0.9060 |
|
1.000 |
0.9043 |
|
0.618 |
0.9032 |
|
HIGH |
0.9015 |
|
0.618 |
0.9004 |
|
0.500 |
0.9001 |
|
0.382 |
0.8998 |
|
LOW |
0.8987 |
|
0.618 |
0.8970 |
|
1.000 |
0.8959 |
|
1.618 |
0.8942 |
|
2.618 |
0.8914 |
|
4.250 |
0.8868 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9001 |
0.9031 |
| PP |
0.8996 |
0.9016 |
| S1 |
0.8992 |
0.9002 |
|