CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8979 |
0.8970 |
-0.0009 |
-0.1% |
0.9075 |
| High |
0.8982 |
0.8970 |
-0.0012 |
-0.1% |
0.9093 |
| Low |
0.8977 |
0.8932 |
-0.0045 |
-0.5% |
0.8907 |
| Close |
0.8981 |
0.8940 |
-0.0041 |
-0.5% |
0.8944 |
| Range |
0.0005 |
0.0038 |
0.0033 |
660.0% |
0.0186 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.9% |
0.0000 |
| Volume |
54 |
24 |
-30 |
-55.6% |
185 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9061 |
0.9039 |
0.8961 |
|
| R3 |
0.9023 |
0.9001 |
0.8950 |
|
| R2 |
0.8985 |
0.8985 |
0.8947 |
|
| R1 |
0.8963 |
0.8963 |
0.8943 |
0.8955 |
| PP |
0.8947 |
0.8947 |
0.8947 |
0.8944 |
| S1 |
0.8925 |
0.8925 |
0.8937 |
0.8917 |
| S2 |
0.8909 |
0.8909 |
0.8933 |
|
| S3 |
0.8871 |
0.8887 |
0.8930 |
|
| S4 |
0.8833 |
0.8849 |
0.8919 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9539 |
0.9428 |
0.9046 |
|
| R3 |
0.9353 |
0.9242 |
0.8995 |
|
| R2 |
0.9167 |
0.9167 |
0.8978 |
|
| R1 |
0.9056 |
0.9056 |
0.8961 |
0.9019 |
| PP |
0.8981 |
0.8981 |
0.8981 |
0.8963 |
| S1 |
0.8870 |
0.8870 |
0.8927 |
0.8833 |
| S2 |
0.8795 |
0.8795 |
0.8910 |
|
| S3 |
0.8609 |
0.8684 |
0.8893 |
|
| S4 |
0.8423 |
0.8498 |
0.8842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9003 |
0.8907 |
0.0096 |
1.1% |
0.0024 |
0.3% |
34% |
False |
False |
45 |
| 10 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0026 |
0.3% |
18% |
False |
False |
50 |
| 20 |
0.9093 |
0.8888 |
0.0205 |
2.3% |
0.0028 |
0.3% |
25% |
False |
False |
54 |
| 40 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0035 |
0.4% |
10% |
False |
False |
68 |
| 60 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0032 |
0.4% |
10% |
False |
False |
59 |
| 80 |
0.9527 |
0.8888 |
0.0639 |
7.1% |
0.0027 |
0.3% |
8% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9132 |
|
2.618 |
0.9069 |
|
1.618 |
0.9031 |
|
1.000 |
0.9008 |
|
0.618 |
0.8993 |
|
HIGH |
0.8970 |
|
0.618 |
0.8955 |
|
0.500 |
0.8951 |
|
0.382 |
0.8947 |
|
LOW |
0.8932 |
|
0.618 |
0.8909 |
|
1.000 |
0.8894 |
|
1.618 |
0.8871 |
|
2.618 |
0.8833 |
|
4.250 |
0.8771 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8951 |
0.8968 |
| PP |
0.8947 |
0.8958 |
| S1 |
0.8944 |
0.8949 |
|