CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8984 |
0.9019 |
0.0035 |
0.4% |
0.8992 |
| High |
0.8984 |
0.9021 |
0.0037 |
0.4% |
0.9009 |
| Low |
0.8959 |
0.9010 |
0.0051 |
0.6% |
0.8924 |
| Close |
0.8959 |
0.9019 |
0.0060 |
0.7% |
0.8997 |
| Range |
0.0025 |
0.0011 |
-0.0014 |
-56.0% |
0.0085 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
3.2% |
0.0000 |
| Volume |
36 |
52 |
16 |
44.4% |
304 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9050 |
0.9045 |
0.9025 |
|
| R3 |
0.9039 |
0.9034 |
0.9022 |
|
| R2 |
0.9028 |
0.9028 |
0.9021 |
|
| R1 |
0.9023 |
0.9023 |
0.9020 |
0.9025 |
| PP |
0.9017 |
0.9017 |
0.9017 |
0.9017 |
| S1 |
0.9012 |
0.9012 |
0.9018 |
0.9014 |
| S2 |
0.9006 |
0.9006 |
0.9017 |
|
| S3 |
0.8995 |
0.9001 |
0.9016 |
|
| S4 |
0.8984 |
0.8990 |
0.9013 |
|
|
| 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 |
0.9021 |
0.8924 |
0.0097 |
1.1% |
0.0028 |
0.3% |
98% |
True |
False |
58 |
| 10 |
0.9021 |
0.8907 |
0.0114 |
1.3% |
0.0026 |
0.3% |
98% |
True |
False |
52 |
| 20 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0028 |
0.3% |
60% |
False |
False |
55 |
| 40 |
0.9308 |
0.8888 |
0.0420 |
4.7% |
0.0034 |
0.4% |
31% |
False |
False |
74 |
| 60 |
0.9387 |
0.8888 |
0.0499 |
5.5% |
0.0032 |
0.4% |
26% |
False |
False |
59 |
| 80 |
0.9514 |
0.8888 |
0.0626 |
6.9% |
0.0029 |
0.3% |
21% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9068 |
|
2.618 |
0.9050 |
|
1.618 |
0.9039 |
|
1.000 |
0.9032 |
|
0.618 |
0.9028 |
|
HIGH |
0.9021 |
|
0.618 |
0.9017 |
|
0.500 |
0.9016 |
|
0.382 |
0.9014 |
|
LOW |
0.9010 |
|
0.618 |
0.9003 |
|
1.000 |
0.8999 |
|
1.618 |
0.8992 |
|
2.618 |
0.8981 |
|
4.250 |
0.8963 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9018 |
0.9009 |
| PP |
0.9017 |
0.9000 |
| S1 |
0.9016 |
0.8990 |
|