CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8847 |
0.8870 |
0.0023 |
0.3% |
0.9010 |
| High |
0.8912 |
0.8901 |
-0.0011 |
-0.1% |
0.9045 |
| Low |
0.8847 |
0.8865 |
0.0018 |
0.2% |
0.8815 |
| Close |
0.8885 |
0.8898 |
0.0013 |
0.1% |
0.8885 |
| Range |
0.0065 |
0.0036 |
-0.0029 |
-44.6% |
0.0230 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
284 |
185 |
-99 |
-34.9% |
1,093 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8996 |
0.8983 |
0.8918 |
|
| R3 |
0.8960 |
0.8947 |
0.8908 |
|
| R2 |
0.8924 |
0.8924 |
0.8905 |
|
| R1 |
0.8911 |
0.8911 |
0.8901 |
0.8918 |
| PP |
0.8888 |
0.8888 |
0.8888 |
0.8891 |
| S1 |
0.8875 |
0.8875 |
0.8895 |
0.8882 |
| S2 |
0.8852 |
0.8852 |
0.8891 |
|
| S3 |
0.8816 |
0.8839 |
0.8888 |
|
| S4 |
0.8780 |
0.8803 |
0.8878 |
|
|
| 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% |
0.0073 |
0.8% |
36% |
False |
False |
238 |
| 10 |
0.9045 |
0.8815 |
0.0230 |
2.6% |
0.0053 |
0.6% |
36% |
False |
False |
233 |
| 20 |
0.9085 |
0.8815 |
0.0270 |
3.0% |
0.0045 |
0.5% |
31% |
False |
False |
154 |
| 40 |
0.9093 |
0.8815 |
0.0278 |
3.1% |
0.0037 |
0.4% |
30% |
False |
False |
107 |
| 60 |
0.9387 |
0.8815 |
0.0572 |
6.4% |
0.0038 |
0.4% |
15% |
False |
False |
96 |
| 80 |
0.9414 |
0.8815 |
0.0599 |
6.7% |
0.0035 |
0.4% |
14% |
False |
False |
83 |
| 100 |
0.9527 |
0.8815 |
0.0712 |
8.0% |
0.0031 |
0.3% |
12% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9054 |
|
2.618 |
0.8995 |
|
1.618 |
0.8959 |
|
1.000 |
0.8937 |
|
0.618 |
0.8923 |
|
HIGH |
0.8901 |
|
0.618 |
0.8887 |
|
0.500 |
0.8883 |
|
0.382 |
0.8879 |
|
LOW |
0.8865 |
|
0.618 |
0.8843 |
|
1.000 |
0.8829 |
|
1.618 |
0.8807 |
|
2.618 |
0.8771 |
|
4.250 |
0.8712 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8893 |
0.8890 |
| PP |
0.8888 |
0.8881 |
| S1 |
0.8883 |
0.8873 |
|