CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8976 |
0.9010 |
0.0034 |
0.4% |
0.8965 |
| High |
0.8992 |
0.9015 |
0.0023 |
0.3% |
0.9015 |
| Low |
0.8970 |
0.9000 |
0.0030 |
0.3% |
0.8930 |
| Close |
0.8972 |
0.9010 |
0.0038 |
0.4% |
0.8972 |
| Range |
0.0022 |
0.0015 |
-0.0007 |
-31.8% |
0.0085 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
427 |
86 |
-341 |
-79.9% |
1,330 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9053 |
0.9047 |
0.9018 |
|
| R3 |
0.9038 |
0.9032 |
0.9014 |
|
| R2 |
0.9023 |
0.9023 |
0.9013 |
|
| R1 |
0.9017 |
0.9017 |
0.9011 |
0.9018 |
| PP |
0.9008 |
0.9008 |
0.9008 |
0.9009 |
| S1 |
0.9002 |
0.9002 |
0.9009 |
0.9003 |
| S2 |
0.8993 |
0.8993 |
0.9007 |
|
| S3 |
0.8978 |
0.8987 |
0.9006 |
|
| S4 |
0.8963 |
0.8972 |
0.9002 |
|
|
| 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% |
0.0034 |
0.4% |
94% |
True |
False |
227 |
| 10 |
0.9085 |
0.8930 |
0.0155 |
1.7% |
0.0039 |
0.4% |
52% |
False |
False |
161 |
| 20 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0035 |
0.4% |
55% |
False |
False |
106 |
| 40 |
0.9093 |
0.8888 |
0.0205 |
2.3% |
0.0035 |
0.4% |
60% |
False |
False |
84 |
| 60 |
0.9387 |
0.8888 |
0.0499 |
5.5% |
0.0035 |
0.4% |
24% |
False |
False |
80 |
| 80 |
0.9500 |
0.8888 |
0.0612 |
6.8% |
0.0032 |
0.4% |
20% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9079 |
|
2.618 |
0.9054 |
|
1.618 |
0.9039 |
|
1.000 |
0.9030 |
|
0.618 |
0.9024 |
|
HIGH |
0.9015 |
|
0.618 |
0.9009 |
|
0.500 |
0.9008 |
|
0.382 |
0.9006 |
|
LOW |
0.9000 |
|
0.618 |
0.8991 |
|
1.000 |
0.8985 |
|
1.618 |
0.8976 |
|
2.618 |
0.8961 |
|
4.250 |
0.8936 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9009 |
0.9003 |
| PP |
0.9008 |
0.8995 |
| S1 |
0.9008 |
0.8988 |
|