CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8925 |
0.8968 |
0.0043 |
0.5% |
0.9010 |
| High |
0.8987 |
0.9040 |
0.0053 |
0.6% |
0.9045 |
| Low |
0.8919 |
0.8968 |
0.0049 |
0.5% |
0.8815 |
| Close |
0.8963 |
0.9027 |
0.0064 |
0.7% |
0.8885 |
| Range |
0.0068 |
0.0072 |
0.0004 |
5.9% |
0.0230 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.1% |
0.0000 |
| Volume |
374 |
366 |
-8 |
-2.1% |
1,093 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9228 |
0.9199 |
0.9067 |
|
| R3 |
0.9156 |
0.9127 |
0.9047 |
|
| R2 |
0.9084 |
0.9084 |
0.9040 |
|
| R1 |
0.9055 |
0.9055 |
0.9034 |
0.9070 |
| PP |
0.9012 |
0.9012 |
0.9012 |
0.9019 |
| S1 |
0.8983 |
0.8983 |
0.9020 |
0.8998 |
| S2 |
0.8940 |
0.8940 |
0.9014 |
|
| S3 |
0.8868 |
0.8911 |
0.9007 |
|
| S4 |
0.8796 |
0.8839 |
0.8987 |
|
|
| 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 |
0.9040 |
0.8847 |
0.0193 |
2.1% |
0.0056 |
0.6% |
93% |
True |
False |
250 |
| 10 |
0.9045 |
0.8815 |
0.0230 |
2.5% |
0.0058 |
0.6% |
92% |
False |
False |
248 |
| 20 |
0.9085 |
0.8815 |
0.0270 |
3.0% |
0.0051 |
0.6% |
79% |
False |
False |
184 |
| 40 |
0.9093 |
0.8815 |
0.0278 |
3.1% |
0.0040 |
0.4% |
76% |
False |
False |
121 |
| 60 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0039 |
0.4% |
37% |
False |
False |
108 |
| 80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0036 |
0.4% |
37% |
False |
False |
91 |
| 100 |
0.9527 |
0.8815 |
0.0712 |
7.9% |
0.0032 |
0.4% |
30% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9346 |
|
2.618 |
0.9228 |
|
1.618 |
0.9156 |
|
1.000 |
0.9112 |
|
0.618 |
0.9084 |
|
HIGH |
0.9040 |
|
0.618 |
0.9012 |
|
0.500 |
0.9004 |
|
0.382 |
0.8996 |
|
LOW |
0.8968 |
|
0.618 |
0.8924 |
|
1.000 |
0.8896 |
|
1.618 |
0.8852 |
|
2.618 |
0.8780 |
|
4.250 |
0.8662 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9019 |
0.9006 |
| PP |
0.9012 |
0.8985 |
| S1 |
0.9004 |
0.8964 |
|