CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8941 |
0.8950 |
0.0009 |
0.1% |
0.8992 |
| High |
0.8941 |
0.9009 |
0.0068 |
0.8% |
0.9009 |
| Low |
0.8924 |
0.8947 |
0.0023 |
0.3% |
0.8924 |
| Close |
0.8932 |
0.8997 |
0.0065 |
0.7% |
0.8997 |
| Range |
0.0017 |
0.0062 |
0.0045 |
264.7% |
0.0085 |
| ATR |
0.0042 |
0.0045 |
0.0002 |
5.9% |
0.0000 |
| Volume |
107 |
62 |
-45 |
-42.1% |
304 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9170 |
0.9146 |
0.9031 |
|
| R3 |
0.9108 |
0.9084 |
0.9014 |
|
| R2 |
0.9046 |
0.9046 |
0.9008 |
|
| R1 |
0.9022 |
0.9022 |
0.9003 |
0.9034 |
| PP |
0.8984 |
0.8984 |
0.8984 |
0.8991 |
| S1 |
0.8960 |
0.8960 |
0.8991 |
0.8972 |
| S2 |
0.8922 |
0.8922 |
0.8986 |
|
| S3 |
0.8860 |
0.8898 |
0.8980 |
|
| S4 |
0.8798 |
0.8836 |
0.8963 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9232 |
0.9199 |
0.9044 |
|
| R3 |
0.9147 |
0.9114 |
0.9020 |
|
| R2 |
0.9062 |
0.9062 |
0.9013 |
|
| R1 |
0.9029 |
0.9029 |
0.9005 |
0.9046 |
| PP |
0.8977 |
0.8977 |
0.8977 |
0.8985 |
| S1 |
0.8944 |
0.8944 |
0.8989 |
0.8961 |
| S2 |
0.8892 |
0.8892 |
0.8981 |
|
| S3 |
0.8807 |
0.8859 |
0.8974 |
|
| S4 |
0.8722 |
0.8774 |
0.8950 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9009 |
0.8924 |
0.0085 |
0.9% |
0.0027 |
0.3% |
86% |
True |
False |
60 |
| 10 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0030 |
0.3% |
48% |
False |
False |
57 |
| 20 |
0.9093 |
0.8888 |
0.0205 |
2.3% |
0.0031 |
0.3% |
53% |
False |
False |
61 |
| 40 |
0.9387 |
0.8888 |
0.0499 |
5.5% |
0.0035 |
0.4% |
22% |
False |
False |
72 |
| 60 |
0.9387 |
0.8888 |
0.0499 |
5.5% |
0.0032 |
0.4% |
22% |
False |
False |
61 |
| 80 |
0.9527 |
0.8888 |
0.0639 |
7.1% |
0.0028 |
0.3% |
17% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9273 |
|
2.618 |
0.9171 |
|
1.618 |
0.9109 |
|
1.000 |
0.9071 |
|
0.618 |
0.9047 |
|
HIGH |
0.9009 |
|
0.618 |
0.8985 |
|
0.500 |
0.8978 |
|
0.382 |
0.8971 |
|
LOW |
0.8947 |
|
0.618 |
0.8909 |
|
1.000 |
0.8885 |
|
1.618 |
0.8847 |
|
2.618 |
0.8785 |
|
4.250 |
0.8684 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8991 |
0.8987 |
| PP |
0.8984 |
0.8977 |
| S1 |
0.8978 |
0.8967 |
|