CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9012 |
0.9052 |
0.0040 |
0.4% |
0.8985 |
| High |
0.9085 |
0.9062 |
-0.0023 |
-0.3% |
0.9085 |
| Low |
0.9012 |
0.8970 |
-0.0042 |
-0.5% |
0.8959 |
| Close |
0.9063 |
0.8970 |
-0.0093 |
-1.0% |
0.8970 |
| Range |
0.0073 |
0.0092 |
0.0019 |
26.0% |
0.0126 |
| ATR |
0.0046 |
0.0049 |
0.0003 |
7.3% |
0.0000 |
| Volume |
14 |
92 |
78 |
557.1% |
230 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9277 |
0.9215 |
0.9021 |
|
| R3 |
0.9185 |
0.9123 |
0.8995 |
|
| R2 |
0.9093 |
0.9093 |
0.8987 |
|
| R1 |
0.9031 |
0.9031 |
0.8978 |
0.9016 |
| PP |
0.9001 |
0.9001 |
0.9001 |
0.8993 |
| S1 |
0.8939 |
0.8939 |
0.8962 |
0.8924 |
| S2 |
0.8909 |
0.8909 |
0.8953 |
|
| S3 |
0.8817 |
0.8847 |
0.8945 |
|
| S4 |
0.8725 |
0.8755 |
0.8919 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9383 |
0.9302 |
0.9039 |
|
| R3 |
0.9257 |
0.9176 |
0.9005 |
|
| R2 |
0.9131 |
0.9131 |
0.8993 |
|
| R1 |
0.9050 |
0.9050 |
0.8982 |
0.9028 |
| PP |
0.9005 |
0.9005 |
0.9005 |
0.8993 |
| S1 |
0.8924 |
0.8924 |
0.8958 |
0.8902 |
| S2 |
0.8879 |
0.8879 |
0.8947 |
|
| S3 |
0.8753 |
0.8798 |
0.8935 |
|
| S4 |
0.8627 |
0.8672 |
0.8901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9085 |
0.8959 |
0.0126 |
1.4% |
0.0046 |
0.5% |
9% |
False |
False |
46 |
| 10 |
0.9085 |
0.8924 |
0.0161 |
1.8% |
0.0036 |
0.4% |
29% |
False |
False |
53 |
| 20 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0032 |
0.4% |
34% |
False |
False |
55 |
| 40 |
0.9174 |
0.8888 |
0.0286 |
3.2% |
0.0036 |
0.4% |
29% |
False |
False |
68 |
| 60 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0034 |
0.4% |
16% |
False |
False |
60 |
| 80 |
0.9514 |
0.8888 |
0.0626 |
7.0% |
0.0030 |
0.3% |
13% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9453 |
|
2.618 |
0.9303 |
|
1.618 |
0.9211 |
|
1.000 |
0.9154 |
|
0.618 |
0.9119 |
|
HIGH |
0.9062 |
|
0.618 |
0.9027 |
|
0.500 |
0.9016 |
|
0.382 |
0.9005 |
|
LOW |
0.8970 |
|
0.618 |
0.8913 |
|
1.000 |
0.8878 |
|
1.618 |
0.8821 |
|
2.618 |
0.8729 |
|
4.250 |
0.8579 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9016 |
0.9028 |
| PP |
0.9001 |
0.9008 |
| S1 |
0.8985 |
0.8989 |
|