CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8965 |
0.8975 |
0.0010 |
0.1% |
0.8985 |
| High |
0.8974 |
0.8996 |
0.0022 |
0.2% |
0.9085 |
| Low |
0.8950 |
0.8966 |
0.0016 |
0.2% |
0.8959 |
| Close |
0.8964 |
0.8966 |
0.0002 |
0.0% |
0.8970 |
| Range |
0.0024 |
0.0030 |
0.0006 |
25.0% |
0.0126 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
277 |
105 |
-172 |
-62.1% |
230 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9066 |
0.9046 |
0.8983 |
|
| R3 |
0.9036 |
0.9016 |
0.8974 |
|
| R2 |
0.9006 |
0.9006 |
0.8972 |
|
| R1 |
0.8986 |
0.8986 |
0.8969 |
0.8981 |
| PP |
0.8976 |
0.8976 |
0.8976 |
0.8974 |
| S1 |
0.8956 |
0.8956 |
0.8963 |
0.8951 |
| S2 |
0.8946 |
0.8946 |
0.8961 |
|
| S3 |
0.8916 |
0.8926 |
0.8958 |
|
| S4 |
0.8886 |
0.8896 |
0.8950 |
|
|
| 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% |
0.0046 |
0.5% |
12% |
False |
False |
108 |
| 10 |
0.9085 |
0.8924 |
0.0161 |
1.8% |
0.0040 |
0.4% |
26% |
False |
False |
80 |
| 20 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0033 |
0.4% |
32% |
False |
False |
66 |
| 40 |
0.9169 |
0.8888 |
0.0281 |
3.1% |
0.0035 |
0.4% |
28% |
False |
False |
66 |
| 60 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0034 |
0.4% |
16% |
False |
False |
66 |
| 80 |
0.9514 |
0.8888 |
0.0626 |
7.0% |
0.0031 |
0.3% |
12% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9124 |
|
2.618 |
0.9075 |
|
1.618 |
0.9045 |
|
1.000 |
0.9026 |
|
0.618 |
0.9015 |
|
HIGH |
0.8996 |
|
0.618 |
0.8985 |
|
0.500 |
0.8981 |
|
0.382 |
0.8977 |
|
LOW |
0.8966 |
|
0.618 |
0.8947 |
|
1.000 |
0.8936 |
|
1.618 |
0.8917 |
|
2.618 |
0.8887 |
|
4.250 |
0.8839 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8981 |
0.9006 |
| PP |
0.8976 |
0.8993 |
| S1 |
0.8971 |
0.8979 |
|