CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 01-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9012 |
0.9014 |
0.0002 |
0.0% |
0.8870 |
High |
0.9052 |
0.9041 |
-0.0011 |
-0.1% |
0.9054 |
Low |
0.9000 |
0.8999 |
-0.0001 |
0.0% |
0.8865 |
Close |
0.9017 |
0.9027 |
0.0010 |
0.1% |
0.9010 |
Range |
0.0052 |
0.0042 |
-0.0010 |
-19.2% |
0.0189 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
395 |
333 |
-62 |
-15.7% |
1,770 |
|
Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9148 |
0.9130 |
0.9050 |
|
R3 |
0.9106 |
0.9088 |
0.9039 |
|
R2 |
0.9064 |
0.9064 |
0.9035 |
|
R1 |
0.9046 |
0.9046 |
0.9031 |
0.9055 |
PP |
0.9022 |
0.9022 |
0.9022 |
0.9027 |
S1 |
0.9004 |
0.9004 |
0.9023 |
0.9013 |
S2 |
0.8980 |
0.8980 |
0.9019 |
|
S3 |
0.8938 |
0.8962 |
0.9015 |
|
S4 |
0.8896 |
0.8920 |
0.9004 |
|
|
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 |
0.8919 |
0.0135 |
1.5% |
0.0059 |
0.7% |
80% |
False |
False |
454 |
10 |
0.9054 |
0.8815 |
0.0239 |
2.6% |
0.0059 |
0.7% |
89% |
False |
False |
347 |
20 |
0.9085 |
0.8815 |
0.0270 |
3.0% |
0.0054 |
0.6% |
79% |
False |
False |
253 |
40 |
0.9093 |
0.8815 |
0.0278 |
3.1% |
0.0041 |
0.5% |
76% |
False |
False |
154 |
60 |
0.9335 |
0.8815 |
0.0520 |
5.8% |
0.0041 |
0.5% |
41% |
False |
False |
133 |
80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0038 |
0.4% |
37% |
False |
False |
108 |
100 |
0.9527 |
0.8815 |
0.0712 |
7.9% |
0.0034 |
0.4% |
30% |
False |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9220 |
2.618 |
0.9151 |
1.618 |
0.9109 |
1.000 |
0.9083 |
0.618 |
0.9067 |
HIGH |
0.9041 |
0.618 |
0.9025 |
0.500 |
0.9020 |
0.382 |
0.9015 |
LOW |
0.8999 |
0.618 |
0.8973 |
1.000 |
0.8957 |
1.618 |
0.8931 |
2.618 |
0.8889 |
4.250 |
0.8821 |
|
|
Fisher Pivots for day following 01-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9025 |
0.9026 |
PP |
0.9022 |
0.9024 |
S1 |
0.9020 |
0.9023 |
|