CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8973 |
0.8997 |
0.0024 |
0.3% |
0.9060 |
| High |
0.8973 |
0.8997 |
0.0024 |
0.3% |
0.9075 |
| Low |
0.8957 |
0.8990 |
0.0033 |
0.4% |
0.8957 |
| Close |
0.8957 |
0.8990 |
0.0033 |
0.4% |
0.8957 |
| Range |
0.0016 |
0.0007 |
-0.0009 |
-56.3% |
0.0118 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
1.2% |
0.0000 |
| Volume |
21 |
14 |
-7 |
-33.3% |
203 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9013 |
0.9009 |
0.8994 |
|
| R3 |
0.9006 |
0.9002 |
0.8992 |
|
| R2 |
0.8999 |
0.8999 |
0.8991 |
|
| R1 |
0.8995 |
0.8995 |
0.8991 |
0.8994 |
| PP |
0.8992 |
0.8992 |
0.8992 |
0.8992 |
| S1 |
0.8988 |
0.8988 |
0.8989 |
0.8987 |
| S2 |
0.8985 |
0.8985 |
0.8989 |
|
| S3 |
0.8978 |
0.8981 |
0.8988 |
|
| S4 |
0.8971 |
0.8974 |
0.8986 |
|
|
| 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 |
0.9027 |
|
2.618 |
0.9015 |
|
1.618 |
0.9008 |
|
1.000 |
0.9004 |
|
0.618 |
0.9001 |
|
HIGH |
0.8997 |
|
0.618 |
0.8994 |
|
0.500 |
0.8994 |
|
0.382 |
0.8993 |
|
LOW |
0.8990 |
|
0.618 |
0.8986 |
|
1.000 |
0.8983 |
|
1.618 |
0.8979 |
|
2.618 |
0.8972 |
|
4.250 |
0.8960 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8994 |
0.8989 |
| PP |
0.8992 |
0.8987 |
| S1 |
0.8991 |
0.8986 |
|