CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8970 |
0.8965 |
-0.0005 |
-0.1% |
0.8997 |
| High |
0.8975 |
0.8987 |
0.0012 |
0.1% |
0.9120 |
| Low |
0.8970 |
0.8955 |
-0.0015 |
-0.2% |
0.8990 |
| Close |
0.8975 |
0.8979 |
0.0004 |
0.0% |
0.9067 |
| Range |
0.0005 |
0.0032 |
0.0027 |
540.0% |
0.0130 |
| ATR |
0.0038 |
0.0037 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
6 |
5 |
-1 |
-16.7% |
37 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9070 |
0.9056 |
0.8997 |
|
| R3 |
0.9038 |
0.9024 |
0.8988 |
|
| R2 |
0.9006 |
0.9006 |
0.8985 |
|
| R1 |
0.8992 |
0.8992 |
0.8982 |
0.8999 |
| PP |
0.8974 |
0.8974 |
0.8974 |
0.8977 |
| S1 |
0.8960 |
0.8960 |
0.8976 |
0.8967 |
| S2 |
0.8942 |
0.8942 |
0.8973 |
|
| S3 |
0.8910 |
0.8928 |
0.8970 |
|
| S4 |
0.8878 |
0.8896 |
0.8961 |
|
|
| 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 |
0.9123 |
|
2.618 |
0.9071 |
|
1.618 |
0.9039 |
|
1.000 |
0.9019 |
|
0.618 |
0.9007 |
|
HIGH |
0.8987 |
|
0.618 |
0.8975 |
|
0.500 |
0.8971 |
|
0.382 |
0.8967 |
|
LOW |
0.8955 |
|
0.618 |
0.8935 |
|
1.000 |
0.8923 |
|
1.618 |
0.8903 |
|
2.618 |
0.8871 |
|
4.250 |
0.8819 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8976 |
0.8983 |
| PP |
0.8974 |
0.8982 |
| S1 |
0.8971 |
0.8980 |
|