CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9130 |
0.9110 |
-0.0020 |
-0.2% |
0.9062 |
| High |
0.9136 |
0.9151 |
0.0015 |
0.2% |
0.9205 |
| Low |
0.9107 |
0.9110 |
0.0003 |
0.0% |
0.9061 |
| Close |
0.9111 |
0.9144 |
0.0033 |
0.4% |
0.9155 |
| Range |
0.0029 |
0.0041 |
0.0012 |
41.4% |
0.0144 |
| ATR |
0.0031 |
0.0031 |
0.0001 |
2.4% |
0.0000 |
| Volume |
12 |
252 |
240 |
2,000.0% |
397 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9258 |
0.9242 |
0.9167 |
|
| R3 |
0.9217 |
0.9201 |
0.9155 |
|
| R2 |
0.9176 |
0.9176 |
0.9152 |
|
| R1 |
0.9160 |
0.9160 |
0.9148 |
0.9168 |
| PP |
0.9135 |
0.9135 |
0.9135 |
0.9139 |
| S1 |
0.9119 |
0.9119 |
0.9140 |
0.9127 |
| S2 |
0.9094 |
0.9094 |
0.9136 |
|
| S3 |
0.9053 |
0.9078 |
0.9133 |
|
| S4 |
0.9012 |
0.9037 |
0.9121 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9572 |
0.9508 |
0.9234 |
|
| R3 |
0.9428 |
0.9364 |
0.9195 |
|
| R2 |
0.9284 |
0.9284 |
0.9181 |
|
| R1 |
0.9220 |
0.9220 |
0.9168 |
0.9252 |
| PP |
0.9140 |
0.9140 |
0.9140 |
0.9157 |
| S1 |
0.9076 |
0.9076 |
0.9142 |
0.9108 |
| S2 |
0.8996 |
0.8996 |
0.9129 |
|
| S3 |
0.8852 |
0.8932 |
0.9115 |
|
| S4 |
0.8708 |
0.8788 |
0.9076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9205 |
0.9107 |
0.0098 |
1.1% |
0.0039 |
0.4% |
38% |
False |
False |
124 |
| 10 |
0.9205 |
0.9061 |
0.0144 |
1.6% |
0.0023 |
0.3% |
58% |
False |
False |
83 |
| 20 |
0.9205 |
0.9060 |
0.0145 |
1.6% |
0.0019 |
0.2% |
58% |
False |
False |
67 |
| 40 |
0.9337 |
0.9060 |
0.0277 |
3.0% |
0.0015 |
0.2% |
30% |
False |
False |
50 |
| 60 |
0.9356 |
0.9060 |
0.0296 |
3.2% |
0.0013 |
0.1% |
28% |
False |
False |
46 |
| 80 |
0.9356 |
0.9060 |
0.0296 |
3.2% |
0.0011 |
0.1% |
28% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9325 |
|
2.618 |
0.9258 |
|
1.618 |
0.9217 |
|
1.000 |
0.9192 |
|
0.618 |
0.9176 |
|
HIGH |
0.9151 |
|
0.618 |
0.9135 |
|
0.500 |
0.9131 |
|
0.382 |
0.9126 |
|
LOW |
0.9110 |
|
0.618 |
0.9085 |
|
1.000 |
0.9069 |
|
1.618 |
0.9044 |
|
2.618 |
0.9003 |
|
4.250 |
0.8936 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9140 |
0.9156 |
| PP |
0.9135 |
0.9152 |
| S1 |
0.9131 |
0.9148 |
|