CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9434 |
0.9455 |
0.0021 |
0.2% |
0.9463 |
| High |
0.9468 |
0.9500 |
0.0032 |
0.3% |
0.9503 |
| Low |
0.9434 |
0.9455 |
0.0021 |
0.2% |
0.9426 |
| Close |
0.9446 |
0.9483 |
0.0037 |
0.4% |
0.9450 |
| Range |
0.0034 |
0.0045 |
0.0011 |
32.4% |
0.0077 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.8% |
0.0000 |
| Volume |
14 |
59 |
45 |
321.4% |
291 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9614 |
0.9594 |
0.9508 |
|
| R3 |
0.9569 |
0.9549 |
0.9495 |
|
| R2 |
0.9524 |
0.9524 |
0.9491 |
|
| R1 |
0.9504 |
0.9504 |
0.9487 |
0.9514 |
| PP |
0.9479 |
0.9479 |
0.9479 |
0.9485 |
| S1 |
0.9459 |
0.9459 |
0.9479 |
0.9469 |
| S2 |
0.9434 |
0.9434 |
0.9475 |
|
| S3 |
0.9389 |
0.9414 |
0.9471 |
|
| S4 |
0.9344 |
0.9369 |
0.9458 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9691 |
0.9647 |
0.9492 |
|
| R3 |
0.9614 |
0.9570 |
0.9471 |
|
| R2 |
0.9537 |
0.9537 |
0.9464 |
|
| R1 |
0.9493 |
0.9493 |
0.9457 |
0.9477 |
| PP |
0.9460 |
0.9460 |
0.9460 |
0.9451 |
| S1 |
0.9416 |
0.9416 |
0.9443 |
0.9400 |
| S2 |
0.9383 |
0.9383 |
0.9436 |
|
| S3 |
0.9306 |
0.9339 |
0.9429 |
|
| S4 |
0.9229 |
0.9262 |
0.9408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9500 |
0.9426 |
0.0074 |
0.8% |
0.0031 |
0.3% |
77% |
True |
False |
46 |
| 10 |
0.9541 |
0.9420 |
0.0121 |
1.3% |
0.0036 |
0.4% |
52% |
False |
False |
56 |
| 20 |
0.9680 |
0.9420 |
0.0260 |
2.7% |
0.0035 |
0.4% |
24% |
False |
False |
78 |
| 40 |
0.9700 |
0.9420 |
0.0280 |
3.0% |
0.0031 |
0.3% |
23% |
False |
False |
51 |
| 60 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0031 |
0.3% |
29% |
False |
False |
53 |
| 80 |
0.9823 |
0.9360 |
0.0463 |
4.9% |
0.0031 |
0.3% |
27% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9691 |
|
2.618 |
0.9618 |
|
1.618 |
0.9573 |
|
1.000 |
0.9545 |
|
0.618 |
0.9528 |
|
HIGH |
0.9500 |
|
0.618 |
0.9483 |
|
0.500 |
0.9478 |
|
0.382 |
0.9472 |
|
LOW |
0.9455 |
|
0.618 |
0.9427 |
|
1.000 |
0.9410 |
|
1.618 |
0.9382 |
|
2.618 |
0.9337 |
|
4.250 |
0.9264 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9481 |
0.9476 |
| PP |
0.9479 |
0.9470 |
| S1 |
0.9478 |
0.9463 |
|