CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9082 |
0.9118 |
0.0036 |
0.4% |
0.9141 |
| High |
0.9094 |
0.9186 |
0.0092 |
1.0% |
0.9141 |
| Low |
0.9078 |
0.9118 |
0.0040 |
0.4% |
0.9073 |
| Close |
0.9087 |
0.9181 |
0.0094 |
1.0% |
0.9091 |
| Range |
0.0016 |
0.0068 |
0.0052 |
325.0% |
0.0068 |
| ATR |
0.0024 |
0.0029 |
0.0005 |
22.8% |
0.0000 |
| Volume |
28 |
101 |
73 |
260.7% |
336 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9366 |
0.9341 |
0.9218 |
|
| R3 |
0.9298 |
0.9273 |
0.9200 |
|
| R2 |
0.9230 |
0.9230 |
0.9193 |
|
| R1 |
0.9205 |
0.9205 |
0.9187 |
0.9218 |
| PP |
0.9162 |
0.9162 |
0.9162 |
0.9168 |
| S1 |
0.9137 |
0.9137 |
0.9175 |
0.9150 |
| S2 |
0.9094 |
0.9094 |
0.9169 |
|
| S3 |
0.9026 |
0.9069 |
0.9162 |
|
| S4 |
0.8958 |
0.9001 |
0.9144 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9306 |
0.9266 |
0.9128 |
|
| R3 |
0.9238 |
0.9198 |
0.9110 |
|
| R2 |
0.9170 |
0.9170 |
0.9103 |
|
| R1 |
0.9130 |
0.9130 |
0.9097 |
0.9116 |
| PP |
0.9102 |
0.9102 |
0.9102 |
0.9095 |
| S1 |
0.9062 |
0.9062 |
0.9085 |
0.9048 |
| S2 |
0.9034 |
0.9034 |
0.9079 |
|
| S3 |
0.8966 |
0.8994 |
0.9072 |
|
| S4 |
0.8898 |
0.8926 |
0.9054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9186 |
0.9061 |
0.0125 |
1.4% |
0.0017 |
0.2% |
96% |
True |
False |
42 |
| 10 |
0.9186 |
0.9061 |
0.0125 |
1.4% |
0.0016 |
0.2% |
96% |
True |
False |
55 |
| 20 |
0.9186 |
0.9060 |
0.0126 |
1.4% |
0.0015 |
0.2% |
96% |
True |
False |
41 |
| 40 |
0.9356 |
0.9060 |
0.0296 |
3.2% |
0.0013 |
0.1% |
41% |
False |
False |
39 |
| 60 |
0.9356 |
0.9060 |
0.0296 |
3.2% |
0.0011 |
0.1% |
41% |
False |
False |
37 |
| 80 |
0.9356 |
0.9060 |
0.0296 |
3.2% |
0.0010 |
0.1% |
41% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9475 |
|
2.618 |
0.9364 |
|
1.618 |
0.9296 |
|
1.000 |
0.9254 |
|
0.618 |
0.9228 |
|
HIGH |
0.9186 |
|
0.618 |
0.9160 |
|
0.500 |
0.9152 |
|
0.382 |
0.9144 |
|
LOW |
0.9118 |
|
0.618 |
0.9076 |
|
1.000 |
0.9050 |
|
1.618 |
0.9008 |
|
2.618 |
0.8940 |
|
4.250 |
0.8829 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9171 |
0.9162 |
| PP |
0.9162 |
0.9143 |
| S1 |
0.9152 |
0.9124 |
|