CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9022 |
0.9035 |
0.0013 |
0.1% |
0.8870 |
| High |
0.9050 |
0.9047 |
-0.0003 |
0.0% |
0.9054 |
| Low |
0.9018 |
0.9018 |
0.0000 |
0.0% |
0.8865 |
| Close |
0.9034 |
0.9025 |
-0.0009 |
-0.1% |
0.9010 |
| Range |
0.0032 |
0.0029 |
-0.0003 |
-9.4% |
0.0189 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
211 |
299 |
88 |
41.7% |
1,770 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9117 |
0.9100 |
0.9041 |
|
| R3 |
0.9088 |
0.9071 |
0.9033 |
|
| R2 |
0.9059 |
0.9059 |
0.9030 |
|
| R1 |
0.9042 |
0.9042 |
0.9028 |
0.9036 |
| PP |
0.9030 |
0.9030 |
0.9030 |
0.9027 |
| S1 |
0.9013 |
0.9013 |
0.9022 |
0.9007 |
| S2 |
0.9001 |
0.9001 |
0.9020 |
|
| S3 |
0.8972 |
0.8984 |
0.9017 |
|
| S4 |
0.8943 |
0.8955 |
0.9009 |
|
|
| 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 |
0.8991 |
0.0063 |
0.7% |
0.0044 |
0.5% |
54% |
False |
False |
408 |
| 10 |
0.9054 |
0.8847 |
0.0207 |
2.3% |
0.0050 |
0.6% |
86% |
False |
False |
329 |
| 20 |
0.9062 |
0.8815 |
0.0247 |
2.7% |
0.0052 |
0.6% |
85% |
False |
False |
276 |
| 40 |
0.9093 |
0.8815 |
0.0278 |
3.1% |
0.0041 |
0.5% |
76% |
False |
False |
164 |
| 60 |
0.9210 |
0.8815 |
0.0395 |
4.4% |
0.0040 |
0.4% |
53% |
False |
False |
141 |
| 80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0038 |
0.4% |
37% |
False |
False |
113 |
| 100 |
0.9514 |
0.8815 |
0.0699 |
7.7% |
0.0034 |
0.4% |
30% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9170 |
|
2.618 |
0.9123 |
|
1.618 |
0.9094 |
|
1.000 |
0.9076 |
|
0.618 |
0.9065 |
|
HIGH |
0.9047 |
|
0.618 |
0.9036 |
|
0.500 |
0.9033 |
|
0.382 |
0.9029 |
|
LOW |
0.9018 |
|
0.618 |
0.9000 |
|
1.000 |
0.8989 |
|
1.618 |
0.8971 |
|
2.618 |
0.8942 |
|
4.250 |
0.8895 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9033 |
0.9025 |
| PP |
0.9030 |
0.9025 |
| S1 |
0.9028 |
0.9025 |
|