CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9019 |
0.9012 |
-0.0007 |
-0.1% |
0.8992 |
| High |
0.9021 |
0.9085 |
0.0064 |
0.7% |
0.9009 |
| Low |
0.9010 |
0.9012 |
0.0002 |
0.0% |
0.8924 |
| Close |
0.9019 |
0.9063 |
0.0044 |
0.5% |
0.8997 |
| Range |
0.0011 |
0.0073 |
0.0062 |
563.6% |
0.0085 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
4.7% |
0.0000 |
| Volume |
52 |
14 |
-38 |
-73.1% |
304 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9272 |
0.9241 |
0.9103 |
|
| R3 |
0.9199 |
0.9168 |
0.9083 |
|
| R2 |
0.9126 |
0.9126 |
0.9076 |
|
| R1 |
0.9095 |
0.9095 |
0.9070 |
0.9111 |
| PP |
0.9053 |
0.9053 |
0.9053 |
0.9061 |
| S1 |
0.9022 |
0.9022 |
0.9056 |
0.9038 |
| S2 |
0.8980 |
0.8980 |
0.9050 |
|
| S3 |
0.8907 |
0.8949 |
0.9043 |
|
| S4 |
0.8834 |
0.8876 |
0.9023 |
|
|
| 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 |
0.9085 |
0.8947 |
0.0138 |
1.5% |
0.0040 |
0.4% |
84% |
True |
False |
40 |
| 10 |
0.9085 |
0.8907 |
0.0178 |
2.0% |
0.0031 |
0.3% |
88% |
True |
False |
47 |
| 20 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0029 |
0.3% |
84% |
False |
False |
53 |
| 40 |
0.9210 |
0.8888 |
0.0322 |
3.6% |
0.0034 |
0.4% |
54% |
False |
False |
73 |
| 60 |
0.9387 |
0.8888 |
0.0499 |
5.5% |
0.0033 |
0.4% |
35% |
False |
False |
59 |
| 80 |
0.9514 |
0.8888 |
0.0626 |
6.9% |
0.0029 |
0.3% |
28% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9395 |
|
2.618 |
0.9276 |
|
1.618 |
0.9203 |
|
1.000 |
0.9158 |
|
0.618 |
0.9130 |
|
HIGH |
0.9085 |
|
0.618 |
0.9057 |
|
0.500 |
0.9049 |
|
0.382 |
0.9040 |
|
LOW |
0.9012 |
|
0.618 |
0.8967 |
|
1.000 |
0.8939 |
|
1.618 |
0.8894 |
|
2.618 |
0.8821 |
|
4.250 |
0.8702 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9058 |
0.9049 |
| PP |
0.9053 |
0.9036 |
| S1 |
0.9049 |
0.9022 |
|