CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8975 |
0.8950 |
-0.0025 |
-0.3% |
0.8985 |
High |
0.8996 |
0.8977 |
-0.0019 |
-0.2% |
0.9085 |
Low |
0.8966 |
0.8930 |
-0.0036 |
-0.4% |
0.8959 |
Close |
0.8966 |
0.8954 |
-0.0012 |
-0.1% |
0.8970 |
Range |
0.0030 |
0.0047 |
0.0017 |
56.7% |
0.0126 |
ATR |
0.0047 |
0.0047 |
0.0000 |
0.1% |
0.0000 |
Volume |
105 |
219 |
114 |
108.6% |
230 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9095 |
0.9071 |
0.8980 |
|
R3 |
0.9048 |
0.9024 |
0.8967 |
|
R2 |
0.9001 |
0.9001 |
0.8963 |
|
R1 |
0.8977 |
0.8977 |
0.8958 |
0.8989 |
PP |
0.8954 |
0.8954 |
0.8954 |
0.8960 |
S1 |
0.8930 |
0.8930 |
0.8950 |
0.8942 |
S2 |
0.8907 |
0.8907 |
0.8945 |
|
S3 |
0.8860 |
0.8883 |
0.8941 |
|
S4 |
0.8813 |
0.8836 |
0.8928 |
|
|
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 |
0.8930 |
0.0155 |
1.7% |
0.0053 |
0.6% |
15% |
False |
True |
141 |
10 |
0.9085 |
0.8924 |
0.0161 |
1.8% |
0.0041 |
0.5% |
19% |
False |
False |
100 |
20 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0034 |
0.4% |
25% |
False |
False |
75 |
40 |
0.9132 |
0.8888 |
0.0244 |
2.7% |
0.0035 |
0.4% |
27% |
False |
False |
68 |
60 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0035 |
0.4% |
13% |
False |
False |
69 |
80 |
0.9514 |
0.8888 |
0.0626 |
7.0% |
0.0031 |
0.3% |
11% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9177 |
2.618 |
0.9100 |
1.618 |
0.9053 |
1.000 |
0.9024 |
0.618 |
0.9006 |
HIGH |
0.8977 |
0.618 |
0.8959 |
0.500 |
0.8954 |
0.382 |
0.8948 |
LOW |
0.8930 |
0.618 |
0.8901 |
1.000 |
0.8883 |
1.618 |
0.8854 |
2.618 |
0.8807 |
4.250 |
0.8730 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8954 |
0.8963 |
PP |
0.8954 |
0.8960 |
S1 |
0.8954 |
0.8957 |
|