CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9052 |
0.8965 |
-0.0087 |
-1.0% |
0.8985 |
| High |
0.9062 |
0.8974 |
-0.0088 |
-1.0% |
0.9085 |
| Low |
0.8970 |
0.8950 |
-0.0020 |
-0.2% |
0.8959 |
| Close |
0.8970 |
0.8964 |
-0.0006 |
-0.1% |
0.8970 |
| Range |
0.0092 |
0.0024 |
-0.0068 |
-73.9% |
0.0126 |
| ATR |
0.0049 |
0.0048 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
92 |
277 |
185 |
201.1% |
230 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9035 |
0.9023 |
0.8977 |
|
| R3 |
0.9011 |
0.8999 |
0.8971 |
|
| R2 |
0.8987 |
0.8987 |
0.8968 |
|
| R1 |
0.8975 |
0.8975 |
0.8966 |
0.8969 |
| PP |
0.8963 |
0.8963 |
0.8963 |
0.8960 |
| S1 |
0.8951 |
0.8951 |
0.8962 |
0.8945 |
| S2 |
0.8939 |
0.8939 |
0.8960 |
|
| S3 |
0.8915 |
0.8927 |
0.8957 |
|
| S4 |
0.8891 |
0.8903 |
0.8951 |
|
|
| 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 |
0.8950 |
0.0135 |
1.5% |
0.0045 |
0.5% |
10% |
False |
True |
94 |
| 10 |
0.9085 |
0.8924 |
0.0161 |
1.8% |
0.0037 |
0.4% |
25% |
False |
False |
75 |
| 20 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0032 |
0.4% |
31% |
False |
False |
65 |
| 40 |
0.9174 |
0.8888 |
0.0286 |
3.2% |
0.0036 |
0.4% |
27% |
False |
False |
72 |
| 60 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0034 |
0.4% |
15% |
False |
False |
65 |
| 80 |
0.9514 |
0.8888 |
0.0626 |
7.0% |
0.0031 |
0.3% |
12% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9076 |
|
2.618 |
0.9037 |
|
1.618 |
0.9013 |
|
1.000 |
0.8998 |
|
0.618 |
0.8989 |
|
HIGH |
0.8974 |
|
0.618 |
0.8965 |
|
0.500 |
0.8962 |
|
0.382 |
0.8959 |
|
LOW |
0.8950 |
|
0.618 |
0.8935 |
|
1.000 |
0.8926 |
|
1.618 |
0.8911 |
|
2.618 |
0.8887 |
|
4.250 |
0.8848 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8963 |
0.9018 |
| PP |
0.8963 |
0.9000 |
| S1 |
0.8962 |
0.8982 |
|