CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9385 |
0.9357 |
-0.0028 |
-0.3% |
0.9324 |
| High |
0.9428 |
0.9416 |
-0.0012 |
-0.1% |
0.9428 |
| Low |
0.9348 |
0.9354 |
0.0006 |
0.1% |
0.9304 |
| Close |
0.9362 |
0.9402 |
0.0040 |
0.4% |
0.9402 |
| Range |
0.0080 |
0.0062 |
-0.0018 |
-22.5% |
0.0124 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.5% |
0.0000 |
| Volume |
57,194 |
56,119 |
-1,075 |
-1.9% |
183,144 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9577 |
0.9551 |
0.9436 |
|
| R3 |
0.9515 |
0.9489 |
0.9419 |
|
| R2 |
0.9453 |
0.9453 |
0.9413 |
|
| R1 |
0.9427 |
0.9427 |
0.9408 |
0.9440 |
| PP |
0.9391 |
0.9391 |
0.9391 |
0.9397 |
| S1 |
0.9365 |
0.9365 |
0.9396 |
0.9378 |
| S2 |
0.9329 |
0.9329 |
0.9391 |
|
| S3 |
0.9267 |
0.9303 |
0.9385 |
|
| S4 |
0.9205 |
0.9241 |
0.9368 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9750 |
0.9700 |
0.9470 |
|
| R3 |
0.9626 |
0.9576 |
0.9436 |
|
| R2 |
0.9502 |
0.9502 |
0.9425 |
|
| R1 |
0.9452 |
0.9452 |
0.9413 |
0.9477 |
| PP |
0.9378 |
0.9378 |
0.9378 |
0.9391 |
| S1 |
0.9328 |
0.9328 |
0.9391 |
0.9353 |
| S2 |
0.9254 |
0.9254 |
0.9379 |
|
| S3 |
0.9130 |
0.9204 |
0.9368 |
|
| S4 |
0.9006 |
0.9080 |
0.9334 |
|
|
| 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% |
0.0070 |
0.7% |
79% |
False |
False |
45,048 |
| 10 |
0.9431 |
0.9293 |
0.0138 |
1.5% |
0.0064 |
0.7% |
79% |
False |
False |
40,982 |
| 20 |
0.9446 |
0.9293 |
0.0153 |
1.6% |
0.0060 |
0.6% |
71% |
False |
False |
41,775 |
| 40 |
0.9576 |
0.9293 |
0.0283 |
3.0% |
0.0053 |
0.6% |
39% |
False |
False |
21,454 |
| 60 |
0.9700 |
0.9293 |
0.0407 |
4.3% |
0.0049 |
0.5% |
27% |
False |
False |
14,403 |
| 80 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0046 |
0.5% |
23% |
False |
False |
10,842 |
| 100 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0045 |
0.5% |
23% |
False |
False |
8,683 |
| 120 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0042 |
0.4% |
23% |
False |
False |
7,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9680 |
|
2.618 |
0.9578 |
|
1.618 |
0.9516 |
|
1.000 |
0.9478 |
|
0.618 |
0.9454 |
|
HIGH |
0.9416 |
|
0.618 |
0.9392 |
|
0.500 |
0.9385 |
|
0.382 |
0.9378 |
|
LOW |
0.9354 |
|
0.618 |
0.9316 |
|
1.000 |
0.9292 |
|
1.618 |
0.9254 |
|
2.618 |
0.9192 |
|
4.250 |
0.9091 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9396 |
0.9397 |
| PP |
0.9391 |
0.9393 |
| S1 |
0.9385 |
0.9388 |
|