CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9077 |
0.9086 |
0.0009 |
0.1% |
0.9072 |
| High |
0.9096 |
0.9086 |
-0.0010 |
-0.1% |
0.9174 |
| Low |
0.9065 |
0.9047 |
-0.0018 |
-0.2% |
0.9048 |
| Close |
0.9088 |
0.9074 |
-0.0014 |
-0.2% |
0.9087 |
| Range |
0.0031 |
0.0039 |
0.0008 |
25.8% |
0.0126 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
199 |
86 |
-113 |
-56.8% |
1,348 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9186 |
0.9169 |
0.9095 |
|
| R3 |
0.9147 |
0.9130 |
0.9085 |
|
| R2 |
0.9108 |
0.9108 |
0.9081 |
|
| R1 |
0.9091 |
0.9091 |
0.9078 |
0.9080 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9064 |
| S1 |
0.9052 |
0.9052 |
0.9070 |
0.9041 |
| S2 |
0.9030 |
0.9030 |
0.9067 |
|
| S3 |
0.8991 |
0.9013 |
0.9063 |
|
| S4 |
0.8952 |
0.8974 |
0.9053 |
|
|
| 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 |
0.9047 |
0.0127 |
1.4% |
0.0047 |
0.5% |
21% |
False |
True |
203 |
| 10 |
0.9174 |
0.9018 |
0.0156 |
1.7% |
0.0043 |
0.5% |
36% |
False |
False |
225 |
| 20 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0051 |
0.6% |
72% |
False |
False |
286 |
| 40 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0045 |
0.5% |
72% |
False |
False |
196 |
| 60 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0042 |
0.5% |
72% |
False |
False |
151 |
| 80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0040 |
0.4% |
45% |
False |
False |
132 |
| 100 |
0.9500 |
0.8815 |
0.0685 |
7.5% |
0.0037 |
0.4% |
38% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9252 |
|
2.618 |
0.9188 |
|
1.618 |
0.9149 |
|
1.000 |
0.9125 |
|
0.618 |
0.9110 |
|
HIGH |
0.9086 |
|
0.618 |
0.9071 |
|
0.500 |
0.9067 |
|
0.382 |
0.9062 |
|
LOW |
0.9047 |
|
0.618 |
0.9023 |
|
1.000 |
0.9008 |
|
1.618 |
0.8984 |
|
2.618 |
0.8945 |
|
4.250 |
0.8881 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9072 |
0.9084 |
| PP |
0.9069 |
0.9080 |
| S1 |
0.9067 |
0.9077 |
|