CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8950 |
0.8960 |
0.0010 |
0.1% |
0.8985 |
| High |
0.8977 |
0.9015 |
0.0038 |
0.4% |
0.9085 |
| Low |
0.8930 |
0.8960 |
0.0030 |
0.3% |
0.8959 |
| Close |
0.8954 |
0.8998 |
0.0044 |
0.5% |
0.8970 |
| Range |
0.0047 |
0.0055 |
0.0008 |
17.0% |
0.0126 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.2% |
0.0000 |
| Volume |
219 |
302 |
83 |
37.9% |
230 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9156 |
0.9132 |
0.9028 |
|
| R3 |
0.9101 |
0.9077 |
0.9013 |
|
| R2 |
0.9046 |
0.9046 |
0.9008 |
|
| R1 |
0.9022 |
0.9022 |
0.9003 |
0.9034 |
| PP |
0.8991 |
0.8991 |
0.8991 |
0.8997 |
| S1 |
0.8967 |
0.8967 |
0.8993 |
0.8979 |
| S2 |
0.8936 |
0.8936 |
0.8988 |
|
| S3 |
0.8881 |
0.8912 |
0.8983 |
|
| S4 |
0.8826 |
0.8857 |
0.8968 |
|
|
| 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 |
0.9062 |
0.8930 |
0.0132 |
1.5% |
0.0050 |
0.6% |
52% |
False |
False |
199 |
| 10 |
0.9085 |
0.8930 |
0.0155 |
1.7% |
0.0045 |
0.5% |
44% |
False |
False |
119 |
| 20 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0036 |
0.4% |
49% |
False |
False |
86 |
| 40 |
0.9117 |
0.8888 |
0.0229 |
2.5% |
0.0035 |
0.4% |
48% |
False |
False |
73 |
| 60 |
0.9387 |
0.8888 |
0.0499 |
5.5% |
0.0035 |
0.4% |
22% |
False |
False |
72 |
| 80 |
0.9514 |
0.8888 |
0.0626 |
7.0% |
0.0032 |
0.4% |
18% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9249 |
|
2.618 |
0.9159 |
|
1.618 |
0.9104 |
|
1.000 |
0.9070 |
|
0.618 |
0.9049 |
|
HIGH |
0.9015 |
|
0.618 |
0.8994 |
|
0.500 |
0.8988 |
|
0.382 |
0.8981 |
|
LOW |
0.8960 |
|
0.618 |
0.8926 |
|
1.000 |
0.8905 |
|
1.618 |
0.8871 |
|
2.618 |
0.8816 |
|
4.250 |
0.8726 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8995 |
0.8990 |
| PP |
0.8991 |
0.8981 |
| S1 |
0.8988 |
0.8973 |
|