CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8968 |
0.9045 |
0.0077 |
0.9% |
0.8870 |
| High |
0.9040 |
0.9054 |
0.0014 |
0.2% |
0.9054 |
| Low |
0.8968 |
0.8991 |
0.0023 |
0.3% |
0.8865 |
| Close |
0.9027 |
0.9010 |
-0.0017 |
-0.2% |
0.9010 |
| Range |
0.0072 |
0.0063 |
-0.0009 |
-12.5% |
0.0189 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.0% |
0.0000 |
| Volume |
366 |
802 |
436 |
119.1% |
1,770 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9207 |
0.9172 |
0.9045 |
|
| R3 |
0.9144 |
0.9109 |
0.9027 |
|
| R2 |
0.9081 |
0.9081 |
0.9022 |
|
| R1 |
0.9046 |
0.9046 |
0.9016 |
0.9032 |
| PP |
0.9018 |
0.9018 |
0.9018 |
0.9012 |
| S1 |
0.8983 |
0.8983 |
0.9004 |
0.8969 |
| S2 |
0.8955 |
0.8955 |
0.8998 |
|
| S3 |
0.8892 |
0.8920 |
0.8993 |
|
| S4 |
0.8829 |
0.8857 |
0.8975 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9543 |
0.9466 |
0.9114 |
|
| R3 |
0.9354 |
0.9277 |
0.9062 |
|
| R2 |
0.9165 |
0.9165 |
0.9045 |
|
| R1 |
0.9088 |
0.9088 |
0.9027 |
0.9127 |
| PP |
0.8976 |
0.8976 |
0.8976 |
0.8996 |
| S1 |
0.8899 |
0.8899 |
0.8993 |
0.8938 |
| S2 |
0.8787 |
0.8787 |
0.8975 |
|
| S3 |
0.8598 |
0.8710 |
0.8958 |
|
| S4 |
0.8409 |
0.8521 |
0.8906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9054 |
0.8865 |
0.0189 |
2.1% |
0.0056 |
0.6% |
77% |
True |
False |
354 |
| 10 |
0.9054 |
0.8815 |
0.0239 |
2.7% |
0.0062 |
0.7% |
82% |
True |
False |
286 |
| 20 |
0.9085 |
0.8815 |
0.0270 |
3.0% |
0.0051 |
0.6% |
72% |
False |
False |
221 |
| 40 |
0.9093 |
0.8815 |
0.0278 |
3.1% |
0.0041 |
0.5% |
70% |
False |
False |
141 |
| 60 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0040 |
0.4% |
34% |
False |
False |
121 |
| 80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0037 |
0.4% |
34% |
False |
False |
101 |
| 100 |
0.9527 |
0.8815 |
0.0712 |
7.9% |
0.0033 |
0.4% |
27% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9322 |
|
2.618 |
0.9219 |
|
1.618 |
0.9156 |
|
1.000 |
0.9117 |
|
0.618 |
0.9093 |
|
HIGH |
0.9054 |
|
0.618 |
0.9030 |
|
0.500 |
0.9023 |
|
0.382 |
0.9015 |
|
LOW |
0.8991 |
|
0.618 |
0.8952 |
|
1.000 |
0.8928 |
|
1.618 |
0.8889 |
|
2.618 |
0.8826 |
|
4.250 |
0.8723 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9023 |
0.9002 |
| PP |
0.9018 |
0.8994 |
| S1 |
0.9014 |
0.8987 |
|