CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9045 |
0.9012 |
-0.0033 |
-0.4% |
0.8870 |
| High |
0.9054 |
0.9052 |
-0.0002 |
0.0% |
0.9054 |
| Low |
0.8991 |
0.9000 |
0.0009 |
0.1% |
0.8865 |
| Close |
0.9010 |
0.9017 |
0.0007 |
0.1% |
0.9010 |
| Range |
0.0063 |
0.0052 |
-0.0011 |
-17.5% |
0.0189 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
802 |
395 |
-407 |
-50.7% |
1,770 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9179 |
0.9150 |
0.9046 |
|
| R3 |
0.9127 |
0.9098 |
0.9031 |
|
| R2 |
0.9075 |
0.9075 |
0.9027 |
|
| R1 |
0.9046 |
0.9046 |
0.9022 |
0.9061 |
| PP |
0.9023 |
0.9023 |
0.9023 |
0.9030 |
| S1 |
0.8994 |
0.8994 |
0.9012 |
0.9009 |
| S2 |
0.8971 |
0.8971 |
0.9007 |
|
| S3 |
0.8919 |
0.8942 |
0.9003 |
|
| S4 |
0.8867 |
0.8890 |
0.8988 |
|
|
| 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 |
0.8888 |
0.0166 |
1.8% |
0.0059 |
0.7% |
78% |
False |
False |
396 |
| 10 |
0.9054 |
0.8815 |
0.0239 |
2.7% |
0.0066 |
0.7% |
85% |
False |
False |
317 |
| 20 |
0.9085 |
0.8815 |
0.0270 |
3.0% |
0.0053 |
0.6% |
75% |
False |
False |
239 |
| 40 |
0.9093 |
0.8815 |
0.0278 |
3.1% |
0.0041 |
0.5% |
73% |
False |
False |
151 |
| 60 |
0.9371 |
0.8815 |
0.0556 |
6.2% |
0.0040 |
0.4% |
36% |
False |
False |
128 |
| 80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0037 |
0.4% |
35% |
False |
False |
106 |
| 100 |
0.9527 |
0.8815 |
0.0712 |
7.9% |
0.0033 |
0.4% |
28% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9273 |
|
2.618 |
0.9188 |
|
1.618 |
0.9136 |
|
1.000 |
0.9104 |
|
0.618 |
0.9084 |
|
HIGH |
0.9052 |
|
0.618 |
0.9032 |
|
0.500 |
0.9026 |
|
0.382 |
0.9020 |
|
LOW |
0.9000 |
|
0.618 |
0.8968 |
|
1.000 |
0.8948 |
|
1.618 |
0.8916 |
|
2.618 |
0.8864 |
|
4.250 |
0.8779 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9026 |
0.9015 |
| PP |
0.9023 |
0.9013 |
| S1 |
0.9020 |
0.9011 |
|