CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9072 |
0.9095 |
0.0023 |
0.3% |
0.9012 |
| High |
0.9087 |
0.9129 |
0.0042 |
0.5% |
0.9091 |
| Low |
0.9048 |
0.9095 |
0.0047 |
0.5% |
0.8999 |
| Close |
0.9081 |
0.9118 |
0.0037 |
0.4% |
0.9070 |
| Range |
0.0039 |
0.0034 |
-0.0005 |
-12.8% |
0.0092 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
307 |
307 |
0 |
0.0% |
1,353 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9216 |
0.9201 |
0.9137 |
|
| R3 |
0.9182 |
0.9167 |
0.9127 |
|
| R2 |
0.9148 |
0.9148 |
0.9124 |
|
| R1 |
0.9133 |
0.9133 |
0.9121 |
0.9141 |
| PP |
0.9114 |
0.9114 |
0.9114 |
0.9118 |
| S1 |
0.9099 |
0.9099 |
0.9115 |
0.9107 |
| S2 |
0.9080 |
0.9080 |
0.9112 |
|
| S3 |
0.9046 |
0.9065 |
0.9109 |
|
| S4 |
0.9012 |
0.9031 |
0.9099 |
|
|
| 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 |
0.9129 |
0.9018 |
0.0111 |
1.2% |
0.0038 |
0.4% |
90% |
True |
False |
247 |
| 10 |
0.9129 |
0.8919 |
0.0210 |
2.3% |
0.0049 |
0.5% |
95% |
True |
False |
350 |
| 20 |
0.9129 |
0.8815 |
0.0314 |
3.4% |
0.0052 |
0.6% |
96% |
True |
False |
288 |
| 40 |
0.9129 |
0.8815 |
0.0314 |
3.4% |
0.0042 |
0.5% |
96% |
True |
False |
177 |
| 60 |
0.9169 |
0.8815 |
0.0354 |
3.9% |
0.0040 |
0.4% |
86% |
False |
False |
140 |
| 80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0039 |
0.4% |
53% |
False |
False |
122 |
| 100 |
0.9514 |
0.8815 |
0.0699 |
7.7% |
0.0035 |
0.4% |
43% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9274 |
|
2.618 |
0.9218 |
|
1.618 |
0.9184 |
|
1.000 |
0.9163 |
|
0.618 |
0.9150 |
|
HIGH |
0.9129 |
|
0.618 |
0.9116 |
|
0.500 |
0.9112 |
|
0.382 |
0.9108 |
|
LOW |
0.9095 |
|
0.618 |
0.9074 |
|
1.000 |
0.9061 |
|
1.618 |
0.9040 |
|
2.618 |
0.9006 |
|
4.250 |
0.8951 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9116 |
0.9106 |
| PP |
0.9114 |
0.9094 |
| S1 |
0.9112 |
0.9082 |
|