CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 23-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2014 |
23-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9049 |
0.9037 |
-0.0012 |
-0.1% |
0.9077 |
| High |
0.9057 |
0.9041 |
-0.0016 |
-0.2% |
0.9096 |
| Low |
0.9025 |
0.9018 |
-0.0007 |
-0.1% |
0.9030 |
| Close |
0.9036 |
0.9033 |
-0.0003 |
0.0% |
0.9054 |
| Range |
0.0032 |
0.0023 |
-0.0009 |
-28.1% |
0.0066 |
| ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
66 |
59 |
-7 |
-10.6% |
892 |
|
| Daily Pivots for day following 23-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9100 |
0.9089 |
0.9046 |
|
| R3 |
0.9077 |
0.9066 |
0.9039 |
|
| R2 |
0.9054 |
0.9054 |
0.9037 |
|
| R1 |
0.9043 |
0.9043 |
0.9035 |
0.9037 |
| PP |
0.9031 |
0.9031 |
0.9031 |
0.9028 |
| S1 |
0.9020 |
0.9020 |
0.9031 |
0.9014 |
| S2 |
0.9008 |
0.9008 |
0.9029 |
|
| S3 |
0.8985 |
0.8997 |
0.9027 |
|
| S4 |
0.8962 |
0.8974 |
0.9020 |
|
|
| Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9258 |
0.9222 |
0.9090 |
|
| R3 |
0.9192 |
0.9156 |
0.9072 |
|
| R2 |
0.9126 |
0.9126 |
0.9066 |
|
| R1 |
0.9090 |
0.9090 |
0.9060 |
0.9075 |
| PP |
0.9060 |
0.9060 |
0.9060 |
0.9053 |
| S1 |
0.9024 |
0.9024 |
0.9048 |
0.9009 |
| S2 |
0.8994 |
0.8994 |
0.9042 |
|
| S3 |
0.8928 |
0.8958 |
0.9036 |
|
| S4 |
0.8862 |
0.8892 |
0.9018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9080 |
0.9018 |
0.0062 |
0.7% |
0.0028 |
0.3% |
24% |
False |
True |
169 |
| 10 |
0.9174 |
0.9018 |
0.0156 |
1.7% |
0.0038 |
0.4% |
10% |
False |
True |
186 |
| 20 |
0.9174 |
0.8919 |
0.0255 |
2.8% |
0.0043 |
0.5% |
45% |
False |
False |
268 |
| 40 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0045 |
0.5% |
61% |
False |
False |
211 |
| 60 |
0.9174 |
0.8815 |
0.0359 |
4.0% |
0.0039 |
0.4% |
61% |
False |
False |
160 |
| 80 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0040 |
0.4% |
38% |
False |
False |
140 |
| 100 |
0.9414 |
0.8815 |
0.0599 |
6.6% |
0.0037 |
0.4% |
36% |
False |
False |
120 |
| 120 |
0.9527 |
0.8815 |
0.0712 |
7.9% |
0.0033 |
0.4% |
31% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9139 |
|
2.618 |
0.9101 |
|
1.618 |
0.9078 |
|
1.000 |
0.9064 |
|
0.618 |
0.9055 |
|
HIGH |
0.9041 |
|
0.618 |
0.9032 |
|
0.500 |
0.9030 |
|
0.382 |
0.9027 |
|
LOW |
0.9018 |
|
0.618 |
0.9004 |
|
1.000 |
0.8995 |
|
1.618 |
0.8981 |
|
2.618 |
0.8958 |
|
4.250 |
0.8920 |
|
|
| Fisher Pivots for day following 23-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9032 |
0.9038 |
| PP |
0.9031 |
0.9036 |
| S1 |
0.9030 |
0.9035 |
|