CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8950 |
0.8985 |
0.0035 |
0.4% |
0.8992 |
| High |
0.9009 |
0.8989 |
-0.0020 |
-0.2% |
0.9009 |
| Low |
0.8947 |
0.8962 |
0.0015 |
0.2% |
0.8924 |
| Close |
0.8997 |
0.8980 |
-0.0017 |
-0.2% |
0.8997 |
| Range |
0.0062 |
0.0027 |
-0.0035 |
-56.5% |
0.0085 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
62 |
36 |
-26 |
-41.9% |
304 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9058 |
0.9046 |
0.8995 |
|
| R3 |
0.9031 |
0.9019 |
0.8987 |
|
| R2 |
0.9004 |
0.9004 |
0.8985 |
|
| R1 |
0.8992 |
0.8992 |
0.8982 |
0.8985 |
| PP |
0.8977 |
0.8977 |
0.8977 |
0.8973 |
| S1 |
0.8965 |
0.8965 |
0.8978 |
0.8958 |
| S2 |
0.8950 |
0.8950 |
0.8975 |
|
| S3 |
0.8923 |
0.8938 |
0.8973 |
|
| S4 |
0.8896 |
0.8911 |
0.8965 |
|
|
| 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% |
0.0030 |
0.3% |
66% |
False |
False |
56 |
| 10 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0030 |
0.3% |
39% |
False |
False |
52 |
| 20 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0029 |
0.3% |
39% |
False |
False |
63 |
| 40 |
0.9371 |
0.8888 |
0.0483 |
5.4% |
0.0034 |
0.4% |
19% |
False |
False |
72 |
| 60 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0032 |
0.4% |
18% |
False |
False |
61 |
| 80 |
0.9527 |
0.8888 |
0.0639 |
7.1% |
0.0029 |
0.3% |
14% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9104 |
|
2.618 |
0.9060 |
|
1.618 |
0.9033 |
|
1.000 |
0.9016 |
|
0.618 |
0.9006 |
|
HIGH |
0.8989 |
|
0.618 |
0.8979 |
|
0.500 |
0.8976 |
|
0.382 |
0.8972 |
|
LOW |
0.8962 |
|
0.618 |
0.8945 |
|
1.000 |
0.8935 |
|
1.618 |
0.8918 |
|
2.618 |
0.8891 |
|
4.250 |
0.8847 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8979 |
0.8976 |
| PP |
0.8977 |
0.8971 |
| S1 |
0.8976 |
0.8967 |
|