CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9014 |
0.9022 |
0.0008 |
0.1% |
0.8870 |
High |
0.9041 |
0.9050 |
0.0009 |
0.1% |
0.9054 |
Low |
0.8999 |
0.9018 |
0.0019 |
0.2% |
0.8865 |
Close |
0.9027 |
0.9034 |
0.0007 |
0.1% |
0.9010 |
Range |
0.0042 |
0.0032 |
-0.0010 |
-23.8% |
0.0189 |
ATR |
0.0054 |
0.0053 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
333 |
211 |
-122 |
-36.6% |
1,770 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9130 |
0.9114 |
0.9052 |
|
R3 |
0.9098 |
0.9082 |
0.9043 |
|
R2 |
0.9066 |
0.9066 |
0.9040 |
|
R1 |
0.9050 |
0.9050 |
0.9037 |
0.9058 |
PP |
0.9034 |
0.9034 |
0.9034 |
0.9038 |
S1 |
0.9018 |
0.9018 |
0.9031 |
0.9026 |
S2 |
0.9002 |
0.9002 |
0.9028 |
|
S3 |
0.8970 |
0.8986 |
0.9025 |
|
S4 |
0.8938 |
0.8954 |
0.9016 |
|
|
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 |
0.8968 |
0.0086 |
1.0% |
0.0052 |
0.6% |
77% |
False |
False |
421 |
10 |
0.9054 |
0.8834 |
0.0220 |
2.4% |
0.0050 |
0.6% |
91% |
False |
False |
349 |
20 |
0.9085 |
0.8815 |
0.0270 |
3.0% |
0.0055 |
0.6% |
81% |
False |
False |
261 |
40 |
0.9093 |
0.8815 |
0.0278 |
3.1% |
0.0041 |
0.5% |
79% |
False |
False |
158 |
60 |
0.9308 |
0.8815 |
0.0493 |
5.5% |
0.0041 |
0.5% |
44% |
False |
False |
136 |
80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0038 |
0.4% |
38% |
False |
False |
110 |
100 |
0.9514 |
0.8815 |
0.0699 |
7.7% |
0.0034 |
0.4% |
31% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9186 |
2.618 |
0.9134 |
1.618 |
0.9102 |
1.000 |
0.9082 |
0.618 |
0.9070 |
HIGH |
0.9050 |
0.618 |
0.9038 |
0.500 |
0.9034 |
0.382 |
0.9030 |
LOW |
0.9018 |
0.618 |
0.8998 |
1.000 |
0.8986 |
1.618 |
0.8966 |
2.618 |
0.8934 |
4.250 |
0.8882 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9034 |
0.9031 |
PP |
0.9034 |
0.9028 |
S1 |
0.9034 |
0.9026 |
|