CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9110 |
0.9077 |
-0.0033 |
-0.4% |
0.9072 |
| High |
0.9120 |
0.9096 |
-0.0024 |
-0.3% |
0.9174 |
| Low |
0.9070 |
0.9065 |
-0.0005 |
-0.1% |
0.9048 |
| Close |
0.9087 |
0.9088 |
0.0001 |
0.0% |
0.9087 |
| Range |
0.0050 |
0.0031 |
-0.0019 |
-38.0% |
0.0126 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
166 |
199 |
33 |
19.9% |
1,348 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9176 |
0.9163 |
0.9105 |
|
| R3 |
0.9145 |
0.9132 |
0.9097 |
|
| R2 |
0.9114 |
0.9114 |
0.9094 |
|
| R1 |
0.9101 |
0.9101 |
0.9091 |
0.9108 |
| PP |
0.9083 |
0.9083 |
0.9083 |
0.9086 |
| S1 |
0.9070 |
0.9070 |
0.9085 |
0.9077 |
| S2 |
0.9052 |
0.9052 |
0.9082 |
|
| S3 |
0.9021 |
0.9039 |
0.9079 |
|
| S4 |
0.8990 |
0.9008 |
0.9071 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9481 |
0.9410 |
0.9156 |
|
| R3 |
0.9355 |
0.9284 |
0.9122 |
|
| R2 |
0.9229 |
0.9229 |
0.9110 |
|
| R1 |
0.9158 |
0.9158 |
0.9099 |
0.9194 |
| PP |
0.9103 |
0.9103 |
0.9103 |
0.9121 |
| S1 |
0.9032 |
0.9032 |
0.9075 |
0.9068 |
| S2 |
0.8977 |
0.8977 |
0.9064 |
|
| S3 |
0.8851 |
0.8906 |
0.9052 |
|
| S4 |
0.8725 |
0.8780 |
0.9018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9174 |
0.9065 |
0.0109 |
1.2% |
0.0046 |
0.5% |
21% |
False |
True |
248 |
| 10 |
0.9174 |
0.8999 |
0.0175 |
1.9% |
0.0043 |
0.5% |
51% |
False |
False |
250 |
| 20 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0054 |
0.6% |
76% |
False |
False |
283 |
| 40 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0045 |
0.5% |
76% |
False |
False |
195 |
| 60 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0041 |
0.5% |
76% |
False |
False |
150 |
| 80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0040 |
0.4% |
48% |
False |
False |
131 |
| 100 |
0.9500 |
0.8815 |
0.0685 |
7.5% |
0.0036 |
0.4% |
40% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9228 |
|
2.618 |
0.9177 |
|
1.618 |
0.9146 |
|
1.000 |
0.9127 |
|
0.618 |
0.9115 |
|
HIGH |
0.9096 |
|
0.618 |
0.9084 |
|
0.500 |
0.9081 |
|
0.382 |
0.9077 |
|
LOW |
0.9065 |
|
0.618 |
0.9046 |
|
1.000 |
0.9034 |
|
1.618 |
0.9015 |
|
2.618 |
0.8984 |
|
4.250 |
0.8933 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9086 |
0.9113 |
| PP |
0.9083 |
0.9104 |
| S1 |
0.9081 |
0.9096 |
|