CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9114 |
0.9153 |
0.0039 |
0.4% |
0.9012 |
| High |
0.9174 |
0.9160 |
-0.0014 |
-0.2% |
0.9091 |
| Low |
0.9106 |
0.9112 |
0.0006 |
0.1% |
0.8999 |
| Close |
0.9174 |
0.9122 |
-0.0052 |
-0.6% |
0.9070 |
| Range |
0.0068 |
0.0048 |
-0.0020 |
-29.4% |
0.0092 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.3% |
0.0000 |
| Volume |
333 |
235 |
-98 |
-29.4% |
1,353 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9275 |
0.9247 |
0.9148 |
|
| R3 |
0.9227 |
0.9199 |
0.9135 |
|
| R2 |
0.9179 |
0.9179 |
0.9131 |
|
| R1 |
0.9151 |
0.9151 |
0.9126 |
0.9141 |
| PP |
0.9131 |
0.9131 |
0.9131 |
0.9127 |
| S1 |
0.9103 |
0.9103 |
0.9118 |
0.9093 |
| S2 |
0.9083 |
0.9083 |
0.9113 |
|
| S3 |
0.9035 |
0.9055 |
0.9109 |
|
| S4 |
0.8987 |
0.9007 |
0.9096 |
|
|
| 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 |
0.9034 |
0.0140 |
1.5% |
0.0049 |
0.5% |
63% |
False |
False |
259 |
| 10 |
0.9174 |
0.8991 |
0.0183 |
2.0% |
0.0046 |
0.5% |
72% |
False |
False |
333 |
| 20 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0052 |
0.6% |
86% |
False |
False |
291 |
| 40 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0044 |
0.5% |
86% |
False |
False |
189 |
| 60 |
0.9174 |
0.8815 |
0.0359 |
3.9% |
0.0041 |
0.4% |
86% |
False |
False |
146 |
| 80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0039 |
0.4% |
54% |
False |
False |
127 |
| 100 |
0.9514 |
0.8815 |
0.0699 |
7.7% |
0.0036 |
0.4% |
44% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9364 |
|
2.618 |
0.9286 |
|
1.618 |
0.9238 |
|
1.000 |
0.9208 |
|
0.618 |
0.9190 |
|
HIGH |
0.9160 |
|
0.618 |
0.9142 |
|
0.500 |
0.9136 |
|
0.382 |
0.9130 |
|
LOW |
0.9112 |
|
0.618 |
0.9082 |
|
1.000 |
0.9064 |
|
1.618 |
0.9034 |
|
2.618 |
0.8986 |
|
4.250 |
0.8908 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9136 |
0.9135 |
| PP |
0.9131 |
0.9130 |
| S1 |
0.9127 |
0.9126 |
|