CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9034 |
0.9072 |
0.0038 |
0.4% |
0.9012 |
| High |
0.9091 |
0.9087 |
-0.0004 |
0.0% |
0.9091 |
| Low |
0.9034 |
0.9048 |
0.0014 |
0.2% |
0.8999 |
| Close |
0.9070 |
0.9081 |
0.0011 |
0.1% |
0.9070 |
| Range |
0.0057 |
0.0039 |
-0.0018 |
-31.6% |
0.0092 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
115 |
307 |
192 |
167.0% |
1,353 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9189 |
0.9174 |
0.9102 |
|
| R3 |
0.9150 |
0.9135 |
0.9092 |
|
| R2 |
0.9111 |
0.9111 |
0.9088 |
|
| R1 |
0.9096 |
0.9096 |
0.9085 |
0.9104 |
| PP |
0.9072 |
0.9072 |
0.9072 |
0.9076 |
| S1 |
0.9057 |
0.9057 |
0.9077 |
0.9065 |
| S2 |
0.9033 |
0.9033 |
0.9074 |
|
| S3 |
0.8994 |
0.9018 |
0.9070 |
|
| S4 |
0.8955 |
0.8979 |
0.9060 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9329 |
0.9292 |
0.9121 |
|
| R3 |
0.9237 |
0.9200 |
0.9095 |
|
| R2 |
0.9145 |
0.9145 |
0.9087 |
|
| R1 |
0.9108 |
0.9108 |
0.9078 |
0.9127 |
| PP |
0.9053 |
0.9053 |
0.9053 |
0.9063 |
| S1 |
0.9016 |
0.9016 |
0.9062 |
0.9035 |
| S2 |
0.8961 |
0.8961 |
0.9053 |
|
| S3 |
0.8869 |
0.8924 |
0.9045 |
|
| S4 |
0.8777 |
0.8832 |
0.9019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9091 |
0.8999 |
0.0092 |
1.0% |
0.0040 |
0.4% |
89% |
False |
False |
253 |
| 10 |
0.9091 |
0.8888 |
0.0203 |
2.2% |
0.0049 |
0.5% |
95% |
False |
False |
324 |
| 20 |
0.9091 |
0.8815 |
0.0276 |
3.0% |
0.0051 |
0.6% |
96% |
False |
False |
278 |
| 40 |
0.9093 |
0.8815 |
0.0278 |
3.1% |
0.0041 |
0.5% |
96% |
False |
False |
172 |
| 60 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0041 |
0.5% |
74% |
False |
False |
141 |
| 80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0039 |
0.4% |
47% |
False |
False |
118 |
| 100 |
0.9514 |
0.8815 |
0.0699 |
7.7% |
0.0035 |
0.4% |
38% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9253 |
|
2.618 |
0.9189 |
|
1.618 |
0.9150 |
|
1.000 |
0.9126 |
|
0.618 |
0.9111 |
|
HIGH |
0.9087 |
|
0.618 |
0.9072 |
|
0.500 |
0.9068 |
|
0.382 |
0.9063 |
|
LOW |
0.9048 |
|
0.618 |
0.9024 |
|
1.000 |
0.9009 |
|
1.618 |
0.8985 |
|
2.618 |
0.8946 |
|
4.250 |
0.8882 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9077 |
0.9072 |
| PP |
0.9072 |
0.9063 |
| S1 |
0.9068 |
0.9055 |
|