CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9371 |
0.9385 |
0.0014 |
0.1% |
0.9376 |
| High |
0.9407 |
0.9428 |
0.0021 |
0.2% |
0.9431 |
| Low |
0.9366 |
0.9348 |
-0.0018 |
-0.2% |
0.9311 |
| Close |
0.9392 |
0.9362 |
-0.0030 |
-0.3% |
0.9318 |
| Range |
0.0041 |
0.0080 |
0.0039 |
95.1% |
0.0120 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.0% |
0.0000 |
| Volume |
28,362 |
57,194 |
28,832 |
101.7% |
112,584 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9619 |
0.9571 |
0.9406 |
|
| R3 |
0.9539 |
0.9491 |
0.9384 |
|
| R2 |
0.9459 |
0.9459 |
0.9377 |
|
| R1 |
0.9411 |
0.9411 |
0.9369 |
0.9395 |
| PP |
0.9379 |
0.9379 |
0.9379 |
0.9372 |
| S1 |
0.9331 |
0.9331 |
0.9355 |
0.9315 |
| S2 |
0.9299 |
0.9299 |
0.9347 |
|
| S3 |
0.9219 |
0.9251 |
0.9340 |
|
| S4 |
0.9139 |
0.9171 |
0.9318 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9713 |
0.9636 |
0.9384 |
|
| R3 |
0.9593 |
0.9516 |
0.9351 |
|
| R2 |
0.9473 |
0.9473 |
0.9340 |
|
| R1 |
0.9396 |
0.9396 |
0.9329 |
0.9375 |
| PP |
0.9353 |
0.9353 |
0.9353 |
0.9343 |
| S1 |
0.9276 |
0.9276 |
0.9307 |
0.9255 |
| S2 |
0.9233 |
0.9233 |
0.9296 |
|
| S3 |
0.9113 |
0.9156 |
0.9285 |
|
| S4 |
0.8993 |
0.9036 |
0.9252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9428 |
0.9304 |
0.0124 |
1.3% |
0.0065 |
0.7% |
47% |
True |
False |
35,750 |
| 10 |
0.9431 |
0.9293 |
0.0138 |
1.5% |
0.0067 |
0.7% |
50% |
False |
False |
43,268 |
| 20 |
0.9446 |
0.9293 |
0.0153 |
1.6% |
0.0060 |
0.6% |
45% |
False |
False |
39,314 |
| 40 |
0.9576 |
0.9293 |
0.0283 |
3.0% |
0.0052 |
0.6% |
24% |
False |
False |
20,055 |
| 60 |
0.9700 |
0.9293 |
0.0407 |
4.3% |
0.0049 |
0.5% |
17% |
False |
False |
13,470 |
| 80 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0046 |
0.5% |
14% |
False |
False |
10,142 |
| 100 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0044 |
0.5% |
14% |
False |
False |
8,125 |
| 120 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0041 |
0.4% |
14% |
False |
False |
6,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9768 |
|
2.618 |
0.9637 |
|
1.618 |
0.9557 |
|
1.000 |
0.9508 |
|
0.618 |
0.9477 |
|
HIGH |
0.9428 |
|
0.618 |
0.9397 |
|
0.500 |
0.9388 |
|
0.382 |
0.9379 |
|
LOW |
0.9348 |
|
0.618 |
0.9299 |
|
1.000 |
0.9268 |
|
1.618 |
0.9219 |
|
2.618 |
0.9139 |
|
4.250 |
0.9008 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9388 |
0.9366 |
| PP |
0.9379 |
0.9365 |
| S1 |
0.9371 |
0.9363 |
|