CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8940 |
0.8850 |
-0.0090 |
-1.0% |
0.8965 |
| High |
0.8940 |
0.8863 |
-0.0077 |
-0.9% |
0.9015 |
| Low |
0.8815 |
0.8834 |
0.0019 |
0.2% |
0.8930 |
| Close |
0.8863 |
0.8858 |
-0.0005 |
-0.1% |
0.8972 |
| Range |
0.0125 |
0.0029 |
-0.0096 |
-76.8% |
0.0085 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
194 |
500 |
306 |
157.7% |
1,330 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8939 |
0.8927 |
0.8874 |
|
| R3 |
0.8910 |
0.8898 |
0.8866 |
|
| R2 |
0.8881 |
0.8881 |
0.8863 |
|
| R1 |
0.8869 |
0.8869 |
0.8861 |
0.8875 |
| PP |
0.8852 |
0.8852 |
0.8852 |
0.8855 |
| S1 |
0.8840 |
0.8840 |
0.8855 |
0.8846 |
| S2 |
0.8823 |
0.8823 |
0.8853 |
|
| S3 |
0.8794 |
0.8811 |
0.8850 |
|
| S4 |
0.8765 |
0.8782 |
0.8842 |
|
|
| 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 |
0.8815 |
0.0230 |
2.6% |
0.0060 |
0.7% |
19% |
False |
False |
247 |
| 10 |
0.9062 |
0.8815 |
0.0247 |
2.8% |
0.0055 |
0.6% |
17% |
False |
False |
223 |
| 20 |
0.9085 |
0.8815 |
0.0270 |
3.0% |
0.0043 |
0.5% |
16% |
False |
False |
135 |
| 40 |
0.9093 |
0.8815 |
0.0278 |
3.1% |
0.0038 |
0.4% |
15% |
False |
False |
99 |
| 60 |
0.9387 |
0.8815 |
0.0572 |
6.5% |
0.0037 |
0.4% |
8% |
False |
False |
89 |
| 80 |
0.9426 |
0.8815 |
0.0611 |
6.9% |
0.0035 |
0.4% |
7% |
False |
False |
77 |
| 100 |
0.9527 |
0.8815 |
0.0712 |
8.0% |
0.0030 |
0.3% |
6% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8986 |
|
2.618 |
0.8939 |
|
1.618 |
0.8910 |
|
1.000 |
0.8892 |
|
0.618 |
0.8881 |
|
HIGH |
0.8863 |
|
0.618 |
0.8852 |
|
0.500 |
0.8849 |
|
0.382 |
0.8845 |
|
LOW |
0.8834 |
|
0.618 |
0.8816 |
|
1.000 |
0.8805 |
|
1.618 |
0.8787 |
|
2.618 |
0.8758 |
|
4.250 |
0.8711 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8855 |
0.8930 |
| PP |
0.8852 |
0.8906 |
| S1 |
0.8849 |
0.8882 |
|