CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9183 |
0.9130 |
-0.0053 |
-0.6% |
0.9062 |
| High |
0.9205 |
0.9136 |
-0.0069 |
-0.7% |
0.9205 |
| Low |
0.9155 |
0.9107 |
-0.0048 |
-0.5% |
0.9061 |
| Close |
0.9155 |
0.9111 |
-0.0044 |
-0.5% |
0.9155 |
| Range |
0.0050 |
0.0029 |
-0.0021 |
-42.0% |
0.0144 |
| ATR |
0.0029 |
0.0031 |
0.0001 |
4.5% |
0.0000 |
| Volume |
29 |
12 |
-17 |
-58.6% |
397 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9205 |
0.9187 |
0.9127 |
|
| R3 |
0.9176 |
0.9158 |
0.9119 |
|
| R2 |
0.9147 |
0.9147 |
0.9116 |
|
| R1 |
0.9129 |
0.9129 |
0.9114 |
0.9124 |
| PP |
0.9118 |
0.9118 |
0.9118 |
0.9115 |
| S1 |
0.9100 |
0.9100 |
0.9108 |
0.9095 |
| S2 |
0.9089 |
0.9089 |
0.9106 |
|
| S3 |
0.9060 |
0.9071 |
0.9103 |
|
| S4 |
0.9031 |
0.9042 |
0.9095 |
|
|
| 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 |
0.9078 |
0.0127 |
1.4% |
0.0034 |
0.4% |
26% |
False |
False |
79 |
| 10 |
0.9205 |
0.9061 |
0.0144 |
1.6% |
0.0022 |
0.2% |
35% |
False |
False |
65 |
| 20 |
0.9205 |
0.9060 |
0.0145 |
1.6% |
0.0019 |
0.2% |
35% |
False |
False |
54 |
| 40 |
0.9337 |
0.9060 |
0.0277 |
3.0% |
0.0014 |
0.2% |
18% |
False |
False |
44 |
| 60 |
0.9356 |
0.9060 |
0.0296 |
3.2% |
0.0012 |
0.1% |
17% |
False |
False |
41 |
| 80 |
0.9356 |
0.9060 |
0.0296 |
3.2% |
0.0012 |
0.1% |
17% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9259 |
|
2.618 |
0.9212 |
|
1.618 |
0.9183 |
|
1.000 |
0.9165 |
|
0.618 |
0.9154 |
|
HIGH |
0.9136 |
|
0.618 |
0.9125 |
|
0.500 |
0.9122 |
|
0.382 |
0.9118 |
|
LOW |
0.9107 |
|
0.618 |
0.9089 |
|
1.000 |
0.9078 |
|
1.618 |
0.9060 |
|
2.618 |
0.9031 |
|
4.250 |
0.8984 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9122 |
0.9156 |
| PP |
0.9118 |
0.9141 |
| S1 |
0.9115 |
0.9126 |
|