CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9095 |
0.9114 |
0.0019 |
0.2% |
0.9012 |
| High |
0.9129 |
0.9174 |
0.0045 |
0.5% |
0.9091 |
| Low |
0.9095 |
0.9106 |
0.0011 |
0.1% |
0.8999 |
| Close |
0.9118 |
0.9174 |
0.0056 |
0.6% |
0.9070 |
| Range |
0.0034 |
0.0068 |
0.0034 |
100.0% |
0.0092 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.4% |
0.0000 |
| Volume |
307 |
333 |
26 |
8.5% |
1,353 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9355 |
0.9333 |
0.9211 |
|
| R3 |
0.9287 |
0.9265 |
0.9193 |
|
| R2 |
0.9219 |
0.9219 |
0.9186 |
|
| R1 |
0.9197 |
0.9197 |
0.9180 |
0.9208 |
| PP |
0.9151 |
0.9151 |
0.9151 |
0.9157 |
| S1 |
0.9129 |
0.9129 |
0.9168 |
0.9140 |
| S2 |
0.9083 |
0.9083 |
0.9162 |
|
| S3 |
0.9015 |
0.9061 |
0.9155 |
|
| S4 |
0.8947 |
0.8993 |
0.9137 |
|
|
| 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 |
0.9174 |
0.9018 |
0.0156 |
1.7% |
0.0045 |
0.5% |
100% |
True |
False |
272 |
| 10 |
0.9174 |
0.8968 |
0.0206 |
2.2% |
0.0049 |
0.5% |
100% |
True |
False |
346 |
| 20 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0053 |
0.6% |
100% |
True |
False |
294 |
| 40 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0043 |
0.5% |
100% |
True |
False |
184 |
| 60 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0041 |
0.4% |
100% |
True |
False |
143 |
| 80 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0039 |
0.4% |
63% |
False |
False |
126 |
| 100 |
0.9514 |
0.8815 |
0.0699 |
7.6% |
0.0035 |
0.4% |
51% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9463 |
|
2.618 |
0.9352 |
|
1.618 |
0.9284 |
|
1.000 |
0.9242 |
|
0.618 |
0.9216 |
|
HIGH |
0.9174 |
|
0.618 |
0.9148 |
|
0.500 |
0.9140 |
|
0.382 |
0.9132 |
|
LOW |
0.9106 |
|
0.618 |
0.9064 |
|
1.000 |
0.9038 |
|
1.618 |
0.8996 |
|
2.618 |
0.8928 |
|
4.250 |
0.8817 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9163 |
0.9153 |
| PP |
0.9151 |
0.9132 |
| S1 |
0.9140 |
0.9111 |
|