CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8850 |
0.8847 |
-0.0003 |
0.0% |
0.9010 |
| High |
0.8863 |
0.8912 |
0.0049 |
0.6% |
0.9045 |
| Low |
0.8834 |
0.8847 |
0.0013 |
0.1% |
0.8815 |
| Close |
0.8858 |
0.8885 |
0.0027 |
0.3% |
0.8885 |
| Range |
0.0029 |
0.0065 |
0.0036 |
124.1% |
0.0230 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.5% |
0.0000 |
| Volume |
500 |
284 |
-216 |
-43.2% |
1,093 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9076 |
0.9046 |
0.8921 |
|
| R3 |
0.9011 |
0.8981 |
0.8903 |
|
| R2 |
0.8946 |
0.8946 |
0.8897 |
|
| R1 |
0.8916 |
0.8916 |
0.8891 |
0.8931 |
| PP |
0.8881 |
0.8881 |
0.8881 |
0.8889 |
| S1 |
0.8851 |
0.8851 |
0.8879 |
0.8866 |
| S2 |
0.8816 |
0.8816 |
0.8873 |
|
| S3 |
0.8751 |
0.8786 |
0.8867 |
|
| S4 |
0.8686 |
0.8721 |
0.8849 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9605 |
0.9475 |
0.9012 |
|
| R3 |
0.9375 |
0.9245 |
0.8948 |
|
| R2 |
0.9145 |
0.9145 |
0.8927 |
|
| R1 |
0.9015 |
0.9015 |
0.8906 |
0.8965 |
| PP |
0.8915 |
0.8915 |
0.8915 |
0.8890 |
| S1 |
0.8785 |
0.8785 |
0.8864 |
0.8735 |
| S2 |
0.8685 |
0.8685 |
0.8843 |
|
| S3 |
0.8455 |
0.8555 |
0.8822 |
|
| S4 |
0.8225 |
0.8325 |
0.8759 |
|
|
| 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% |
0.0069 |
0.8% |
30% |
False |
False |
218 |
| 10 |
0.9045 |
0.8815 |
0.0230 |
2.6% |
0.0052 |
0.6% |
30% |
False |
False |
242 |
| 20 |
0.9085 |
0.8815 |
0.0270 |
3.0% |
0.0044 |
0.5% |
26% |
False |
False |
147 |
| 40 |
0.9093 |
0.8815 |
0.0278 |
3.1% |
0.0038 |
0.4% |
25% |
False |
False |
103 |
| 60 |
0.9387 |
0.8815 |
0.0572 |
6.4% |
0.0038 |
0.4% |
12% |
False |
False |
93 |
| 80 |
0.9421 |
0.8815 |
0.0606 |
6.8% |
0.0035 |
0.4% |
12% |
False |
False |
81 |
| 100 |
0.9527 |
0.8815 |
0.0712 |
8.0% |
0.0031 |
0.3% |
10% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9188 |
|
2.618 |
0.9082 |
|
1.618 |
0.9017 |
|
1.000 |
0.8977 |
|
0.618 |
0.8952 |
|
HIGH |
0.8912 |
|
0.618 |
0.8887 |
|
0.500 |
0.8880 |
|
0.382 |
0.8872 |
|
LOW |
0.8847 |
|
0.618 |
0.8807 |
|
1.000 |
0.8782 |
|
1.618 |
0.8742 |
|
2.618 |
0.8677 |
|
4.250 |
0.8571 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8883 |
0.8883 |
| PP |
0.8881 |
0.8880 |
| S1 |
0.8880 |
0.8878 |
|