CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9010 |
0.9001 |
-0.0009 |
-0.1% |
0.8965 |
| High |
0.9015 |
0.9045 |
0.0030 |
0.3% |
0.9015 |
| Low |
0.9000 |
0.8935 |
-0.0065 |
-0.7% |
0.8930 |
| Close |
0.9010 |
0.8936 |
-0.0074 |
-0.8% |
0.8972 |
| Range |
0.0015 |
0.0110 |
0.0095 |
633.3% |
0.0085 |
| ATR |
0.0046 |
0.0051 |
0.0005 |
10.0% |
0.0000 |
| Volume |
86 |
29 |
-57 |
-66.3% |
1,330 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9302 |
0.9229 |
0.8997 |
|
| R3 |
0.9192 |
0.9119 |
0.8966 |
|
| R2 |
0.9082 |
0.9082 |
0.8956 |
|
| R1 |
0.9009 |
0.9009 |
0.8946 |
0.8991 |
| PP |
0.8972 |
0.8972 |
0.8972 |
0.8963 |
| S1 |
0.8899 |
0.8899 |
0.8926 |
0.8881 |
| S2 |
0.8862 |
0.8862 |
0.8916 |
|
| S3 |
0.8752 |
0.8789 |
0.8906 |
|
| S4 |
0.8642 |
0.8679 |
0.8876 |
|
|
| 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 |
0.9045 |
0.8930 |
0.0115 |
1.3% |
0.0050 |
0.6% |
5% |
True |
False |
212 |
| 10 |
0.9085 |
0.8930 |
0.0155 |
1.7% |
0.0048 |
0.5% |
4% |
False |
False |
160 |
| 20 |
0.9085 |
0.8907 |
0.0178 |
2.0% |
0.0039 |
0.4% |
16% |
False |
False |
105 |
| 40 |
0.9093 |
0.8888 |
0.0205 |
2.3% |
0.0037 |
0.4% |
23% |
False |
False |
83 |
| 60 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0036 |
0.4% |
10% |
False |
False |
80 |
| 80 |
0.9500 |
0.8888 |
0.0612 |
6.8% |
0.0033 |
0.4% |
8% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9513 |
|
2.618 |
0.9333 |
|
1.618 |
0.9223 |
|
1.000 |
0.9155 |
|
0.618 |
0.9113 |
|
HIGH |
0.9045 |
|
0.618 |
0.9003 |
|
0.500 |
0.8990 |
|
0.382 |
0.8977 |
|
LOW |
0.8935 |
|
0.618 |
0.8867 |
|
1.000 |
0.8825 |
|
1.618 |
0.8757 |
|
2.618 |
0.8647 |
|
4.250 |
0.8468 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8990 |
0.8990 |
| PP |
0.8972 |
0.8972 |
| S1 |
0.8954 |
0.8954 |
|