CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9120 |
0.9010 |
-0.0110 |
-1.2% |
0.8997 |
| High |
0.9120 |
0.9011 |
-0.0109 |
-1.2% |
0.9120 |
| Low |
0.9061 |
0.9007 |
-0.0054 |
-0.6% |
0.8990 |
| Close |
0.9067 |
0.9007 |
-0.0060 |
-0.7% |
0.9067 |
| Range |
0.0059 |
0.0004 |
-0.0055 |
-93.2% |
0.0130 |
| ATR |
0.0036 |
0.0038 |
0.0002 |
4.7% |
0.0000 |
| Volume |
2 |
9 |
7 |
350.0% |
37 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9020 |
0.9018 |
0.9009 |
|
| R3 |
0.9016 |
0.9014 |
0.9008 |
|
| R2 |
0.9012 |
0.9012 |
0.9008 |
|
| R1 |
0.9010 |
0.9010 |
0.9007 |
0.9009 |
| PP |
0.9008 |
0.9008 |
0.9008 |
0.9008 |
| S1 |
0.9006 |
0.9006 |
0.9007 |
0.9005 |
| S2 |
0.9004 |
0.9004 |
0.9006 |
|
| S3 |
0.9000 |
0.9002 |
0.9006 |
|
| S4 |
0.8996 |
0.8998 |
0.9005 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9449 |
0.9388 |
0.9139 |
|
| R3 |
0.9319 |
0.9258 |
0.9103 |
|
| R2 |
0.9189 |
0.9189 |
0.9091 |
|
| R1 |
0.9128 |
0.9128 |
0.9079 |
0.9159 |
| PP |
0.9059 |
0.9059 |
0.9059 |
0.9074 |
| S1 |
0.8998 |
0.8998 |
0.9055 |
0.9029 |
| S2 |
0.8929 |
0.8929 |
0.9043 |
|
| S3 |
0.8799 |
0.8868 |
0.9031 |
|
| S4 |
0.8669 |
0.8738 |
0.8996 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9028 |
|
2.618 |
0.9021 |
|
1.618 |
0.9017 |
|
1.000 |
0.9015 |
|
0.618 |
0.9013 |
|
HIGH |
0.9011 |
|
0.618 |
0.9009 |
|
0.500 |
0.9009 |
|
0.382 |
0.9009 |
|
LOW |
0.9007 |
|
0.618 |
0.9005 |
|
1.000 |
0.9003 |
|
1.618 |
0.9001 |
|
2.618 |
0.8997 |
|
4.250 |
0.8990 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9009 |
0.9064 |
| PP |
0.9008 |
0.9045 |
| S1 |
0.9008 |
0.9026 |
|