CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9015 |
0.8973 |
-0.0042 |
-0.5% |
0.9060 |
| High |
0.9015 |
0.8973 |
-0.0042 |
-0.5% |
0.9075 |
| Low |
0.8987 |
0.8957 |
-0.0030 |
-0.3% |
0.8957 |
| Close |
0.8987 |
0.8957 |
-0.0030 |
-0.3% |
0.8957 |
| Range |
0.0028 |
0.0016 |
-0.0012 |
-42.9% |
0.0118 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
98 |
21 |
-77 |
-78.6% |
203 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9010 |
0.9000 |
0.8966 |
|
| R3 |
0.8994 |
0.8984 |
0.8961 |
|
| R2 |
0.8978 |
0.8978 |
0.8960 |
|
| R1 |
0.8968 |
0.8968 |
0.8958 |
0.8965 |
| PP |
0.8962 |
0.8962 |
0.8962 |
0.8961 |
| S1 |
0.8952 |
0.8952 |
0.8956 |
0.8949 |
| S2 |
0.8946 |
0.8946 |
0.8954 |
|
| S3 |
0.8930 |
0.8936 |
0.8953 |
|
| S4 |
0.8914 |
0.8920 |
0.8948 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9350 |
0.9272 |
0.9022 |
|
| R3 |
0.9232 |
0.9154 |
0.8989 |
|
| R2 |
0.9114 |
0.9114 |
0.8979 |
|
| R1 |
0.9036 |
0.9036 |
0.8968 |
0.9016 |
| PP |
0.8996 |
0.8996 |
0.8996 |
0.8987 |
| S1 |
0.8918 |
0.8918 |
0.8946 |
0.8898 |
| S2 |
0.8878 |
0.8878 |
0.8935 |
|
| S3 |
0.8760 |
0.8800 |
0.8925 |
|
| S4 |
0.8642 |
0.8682 |
0.8892 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9041 |
|
2.618 |
0.9015 |
|
1.618 |
0.8999 |
|
1.000 |
0.8989 |
|
0.618 |
0.8983 |
|
HIGH |
0.8973 |
|
0.618 |
0.8967 |
|
0.500 |
0.8965 |
|
0.382 |
0.8963 |
|
LOW |
0.8957 |
|
0.618 |
0.8947 |
|
1.000 |
0.8941 |
|
1.618 |
0.8931 |
|
2.618 |
0.8915 |
|
4.250 |
0.8889 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8965 |
0.9016 |
| PP |
0.8962 |
0.8996 |
| S1 |
0.8960 |
0.8977 |
|