CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8896 |
0.8925 |
0.0029 |
0.3% |
0.9010 |
| High |
0.8927 |
0.8987 |
0.0060 |
0.7% |
0.9045 |
| Low |
0.8888 |
0.8919 |
0.0031 |
0.3% |
0.8815 |
| Close |
0.8919 |
0.8963 |
0.0044 |
0.5% |
0.8885 |
| Range |
0.0039 |
0.0068 |
0.0029 |
74.4% |
0.0230 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.1% |
0.0000 |
| Volume |
43 |
374 |
331 |
769.8% |
1,093 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9160 |
0.9130 |
0.9000 |
|
| R3 |
0.9092 |
0.9062 |
0.8982 |
|
| R2 |
0.9024 |
0.9024 |
0.8975 |
|
| R1 |
0.8994 |
0.8994 |
0.8969 |
0.9009 |
| PP |
0.8956 |
0.8956 |
0.8956 |
0.8964 |
| S1 |
0.8926 |
0.8926 |
0.8957 |
0.8941 |
| S2 |
0.8888 |
0.8888 |
0.8951 |
|
| S3 |
0.8820 |
0.8858 |
0.8944 |
|
| S4 |
0.8752 |
0.8790 |
0.8926 |
|
|
| 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 |
0.8987 |
0.8834 |
0.0153 |
1.7% |
0.0047 |
0.5% |
84% |
True |
False |
277 |
| 10 |
0.9045 |
0.8815 |
0.0230 |
2.6% |
0.0056 |
0.6% |
64% |
False |
False |
242 |
| 20 |
0.9085 |
0.8815 |
0.0270 |
3.0% |
0.0049 |
0.5% |
55% |
False |
False |
171 |
| 40 |
0.9093 |
0.8815 |
0.0278 |
3.1% |
0.0038 |
0.4% |
53% |
False |
False |
112 |
| 60 |
0.9387 |
0.8815 |
0.0572 |
6.4% |
0.0039 |
0.4% |
26% |
False |
False |
103 |
| 80 |
0.9387 |
0.8815 |
0.0572 |
6.4% |
0.0036 |
0.4% |
26% |
False |
False |
87 |
| 100 |
0.9527 |
0.8815 |
0.0712 |
7.9% |
0.0032 |
0.4% |
21% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9276 |
|
2.618 |
0.9165 |
|
1.618 |
0.9097 |
|
1.000 |
0.9055 |
|
0.618 |
0.9029 |
|
HIGH |
0.8987 |
|
0.618 |
0.8961 |
|
0.500 |
0.8953 |
|
0.382 |
0.8945 |
|
LOW |
0.8919 |
|
0.618 |
0.8877 |
|
1.000 |
0.8851 |
|
1.618 |
0.8809 |
|
2.618 |
0.8741 |
|
4.250 |
0.8630 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8960 |
0.8951 |
| PP |
0.8956 |
0.8938 |
| S1 |
0.8953 |
0.8926 |
|