CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8870 |
0.8896 |
0.0026 |
0.3% |
0.9010 |
| High |
0.8901 |
0.8927 |
0.0026 |
0.3% |
0.9045 |
| Low |
0.8865 |
0.8888 |
0.0023 |
0.3% |
0.8815 |
| Close |
0.8898 |
0.8919 |
0.0021 |
0.2% |
0.8885 |
| Range |
0.0036 |
0.0039 |
0.0003 |
8.3% |
0.0230 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
185 |
43 |
-142 |
-76.8% |
1,093 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9028 |
0.9013 |
0.8940 |
|
| R3 |
0.8989 |
0.8974 |
0.8930 |
|
| R2 |
0.8950 |
0.8950 |
0.8926 |
|
| R1 |
0.8935 |
0.8935 |
0.8923 |
0.8943 |
| PP |
0.8911 |
0.8911 |
0.8911 |
0.8915 |
| S1 |
0.8896 |
0.8896 |
0.8915 |
0.8904 |
| S2 |
0.8872 |
0.8872 |
0.8912 |
|
| S3 |
0.8833 |
0.8857 |
0.8908 |
|
| S4 |
0.8794 |
0.8818 |
0.8898 |
|
|
| 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 |
0.8940 |
0.8815 |
0.0125 |
1.4% |
0.0059 |
0.7% |
83% |
False |
False |
241 |
| 10 |
0.9045 |
0.8815 |
0.0230 |
2.6% |
0.0054 |
0.6% |
45% |
False |
False |
226 |
| 20 |
0.9085 |
0.8815 |
0.0270 |
3.0% |
0.0047 |
0.5% |
39% |
False |
False |
153 |
| 40 |
0.9093 |
0.8815 |
0.0278 |
3.1% |
0.0037 |
0.4% |
37% |
False |
False |
106 |
| 60 |
0.9387 |
0.8815 |
0.0572 |
6.4% |
0.0039 |
0.4% |
18% |
False |
False |
97 |
| 80 |
0.9414 |
0.8815 |
0.0599 |
6.7% |
0.0036 |
0.4% |
17% |
False |
False |
82 |
| 100 |
0.9527 |
0.8815 |
0.0712 |
8.0% |
0.0031 |
0.3% |
15% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9093 |
|
2.618 |
0.9029 |
|
1.618 |
0.8990 |
|
1.000 |
0.8966 |
|
0.618 |
0.8951 |
|
HIGH |
0.8927 |
|
0.618 |
0.8912 |
|
0.500 |
0.8908 |
|
0.382 |
0.8903 |
|
LOW |
0.8888 |
|
0.618 |
0.8864 |
|
1.000 |
0.8849 |
|
1.618 |
0.8825 |
|
2.618 |
0.8786 |
|
4.250 |
0.8722 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8915 |
0.8908 |
| PP |
0.8911 |
0.8898 |
| S1 |
0.8908 |
0.8887 |
|