CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
0.9463 |
0.9470 |
0.0007 |
0.1% |
0.9623 |
High |
0.9475 |
0.9503 |
0.0028 |
0.3% |
0.9641 |
Low |
0.9463 |
0.9454 |
-0.0009 |
-0.1% |
0.9420 |
Close |
0.9475 |
0.9489 |
0.0014 |
0.1% |
0.9468 |
Range |
0.0012 |
0.0049 |
0.0037 |
308.3% |
0.0221 |
ATR |
0.0047 |
0.0047 |
0.0000 |
0.2% |
0.0000 |
Volume |
109 |
23 |
-86 |
-78.9% |
232 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9629 |
0.9608 |
0.9516 |
|
R3 |
0.9580 |
0.9559 |
0.9502 |
|
R2 |
0.9531 |
0.9531 |
0.9498 |
|
R1 |
0.9510 |
0.9510 |
0.9493 |
0.9521 |
PP |
0.9482 |
0.9482 |
0.9482 |
0.9487 |
S1 |
0.9461 |
0.9461 |
0.9485 |
0.9472 |
S2 |
0.9433 |
0.9433 |
0.9480 |
|
S3 |
0.9384 |
0.9412 |
0.9476 |
|
S4 |
0.9335 |
0.9363 |
0.9462 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0173 |
1.0041 |
0.9590 |
|
R3 |
0.9952 |
0.9820 |
0.9529 |
|
R2 |
0.9731 |
0.9731 |
0.9509 |
|
R1 |
0.9599 |
0.9599 |
0.9488 |
0.9555 |
PP |
0.9510 |
0.9510 |
0.9510 |
0.9487 |
S1 |
0.9378 |
0.9378 |
0.9448 |
0.9334 |
S2 |
0.9289 |
0.9289 |
0.9427 |
|
S3 |
0.9068 |
0.9157 |
0.9407 |
|
S4 |
0.8847 |
0.8936 |
0.9346 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9541 |
0.9420 |
0.0121 |
1.3% |
0.0040 |
0.4% |
57% |
False |
False |
66 |
10 |
0.9658 |
0.9420 |
0.0238 |
2.5% |
0.0035 |
0.4% |
29% |
False |
False |
38 |
20 |
0.9700 |
0.9420 |
0.0280 |
3.0% |
0.0033 |
0.3% |
25% |
False |
False |
71 |
40 |
0.9700 |
0.9360 |
0.0340 |
3.6% |
0.0032 |
0.3% |
38% |
False |
False |
56 |
60 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0032 |
0.3% |
31% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9711 |
2.618 |
0.9631 |
1.618 |
0.9582 |
1.000 |
0.9552 |
0.618 |
0.9533 |
HIGH |
0.9503 |
0.618 |
0.9484 |
0.500 |
0.9479 |
0.382 |
0.9473 |
LOW |
0.9454 |
0.618 |
0.9424 |
1.000 |
0.9405 |
1.618 |
0.9375 |
2.618 |
0.9326 |
4.250 |
0.9246 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9486 |
0.9480 |
PP |
0.9482 |
0.9471 |
S1 |
0.9479 |
0.9462 |
|