CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8960 |
0.8976 |
0.0016 |
0.2% |
0.8965 |
| High |
0.9015 |
0.8992 |
-0.0023 |
-0.3% |
0.9015 |
| Low |
0.8960 |
0.8970 |
0.0010 |
0.1% |
0.8930 |
| Close |
0.8998 |
0.8972 |
-0.0026 |
-0.3% |
0.8972 |
| Range |
0.0055 |
0.0022 |
-0.0033 |
-60.0% |
0.0085 |
| ATR |
0.0048 |
0.0046 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
302 |
427 |
125 |
41.4% |
1,330 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9044 |
0.9030 |
0.8984 |
|
| R3 |
0.9022 |
0.9008 |
0.8978 |
|
| R2 |
0.9000 |
0.9000 |
0.8976 |
|
| R1 |
0.8986 |
0.8986 |
0.8974 |
0.8982 |
| PP |
0.8978 |
0.8978 |
0.8978 |
0.8976 |
| S1 |
0.8964 |
0.8964 |
0.8970 |
0.8960 |
| S2 |
0.8956 |
0.8956 |
0.8968 |
|
| S3 |
0.8934 |
0.8942 |
0.8966 |
|
| S4 |
0.8912 |
0.8920 |
0.8960 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9227 |
0.9185 |
0.9019 |
|
| R3 |
0.9142 |
0.9100 |
0.8995 |
|
| R2 |
0.9057 |
0.9057 |
0.8988 |
|
| R1 |
0.9015 |
0.9015 |
0.8980 |
0.9036 |
| PP |
0.8972 |
0.8972 |
0.8972 |
0.8983 |
| S1 |
0.8930 |
0.8930 |
0.8964 |
0.8951 |
| S2 |
0.8887 |
0.8887 |
0.8956 |
|
| S3 |
0.8802 |
0.8845 |
0.8949 |
|
| S4 |
0.8717 |
0.8760 |
0.8925 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9015 |
0.8930 |
0.0085 |
0.9% |
0.0036 |
0.4% |
49% |
False |
False |
266 |
| 10 |
0.9085 |
0.8930 |
0.0155 |
1.7% |
0.0041 |
0.5% |
27% |
False |
False |
156 |
| 20 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0035 |
0.4% |
35% |
False |
False |
106 |
| 40 |
0.9117 |
0.8888 |
0.0229 |
2.6% |
0.0035 |
0.4% |
37% |
False |
False |
82 |
| 60 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0035 |
0.4% |
17% |
False |
False |
79 |
| 80 |
0.9514 |
0.8888 |
0.0626 |
7.0% |
0.0032 |
0.4% |
13% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9086 |
|
2.618 |
0.9050 |
|
1.618 |
0.9028 |
|
1.000 |
0.9014 |
|
0.618 |
0.9006 |
|
HIGH |
0.8992 |
|
0.618 |
0.8984 |
|
0.500 |
0.8981 |
|
0.382 |
0.8978 |
|
LOW |
0.8970 |
|
0.618 |
0.8956 |
|
1.000 |
0.8948 |
|
1.618 |
0.8934 |
|
2.618 |
0.8912 |
|
4.250 |
0.8877 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8981 |
0.8973 |
| PP |
0.8978 |
0.8972 |
| S1 |
0.8975 |
0.8972 |
|