CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 06-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9357 |
0.9386 |
0.0029 |
0.3% |
0.9324 |
High |
0.9416 |
0.9410 |
-0.0006 |
-0.1% |
0.9428 |
Low |
0.9354 |
0.9346 |
-0.0008 |
-0.1% |
0.9304 |
Close |
0.9402 |
0.9369 |
-0.0033 |
-0.4% |
0.9402 |
Range |
0.0062 |
0.0064 |
0.0002 |
3.2% |
0.0124 |
ATR |
0.0058 |
0.0059 |
0.0000 |
0.7% |
0.0000 |
Volume |
56,119 |
60,211 |
4,092 |
7.3% |
183,144 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9567 |
0.9532 |
0.9404 |
|
R3 |
0.9503 |
0.9468 |
0.9387 |
|
R2 |
0.9439 |
0.9439 |
0.9381 |
|
R1 |
0.9404 |
0.9404 |
0.9375 |
0.9390 |
PP |
0.9375 |
0.9375 |
0.9375 |
0.9368 |
S1 |
0.9340 |
0.9340 |
0.9363 |
0.9326 |
S2 |
0.9311 |
0.9311 |
0.9357 |
|
S3 |
0.9247 |
0.9276 |
0.9351 |
|
S4 |
0.9183 |
0.9212 |
0.9334 |
|
|
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% |
0.0065 |
0.7% |
52% |
False |
False |
48,671 |
10 |
0.9431 |
0.9293 |
0.0138 |
1.5% |
0.0064 |
0.7% |
55% |
False |
False |
41,750 |
20 |
0.9446 |
0.9293 |
0.0153 |
1.6% |
0.0060 |
0.6% |
50% |
False |
False |
44,355 |
40 |
0.9576 |
0.9293 |
0.0283 |
3.0% |
0.0054 |
0.6% |
27% |
False |
False |
22,956 |
60 |
0.9700 |
0.9293 |
0.0407 |
4.3% |
0.0050 |
0.5% |
19% |
False |
False |
15,401 |
80 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0047 |
0.5% |
16% |
False |
False |
11,589 |
100 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0045 |
0.5% |
16% |
False |
False |
9,285 |
120 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0042 |
0.4% |
16% |
False |
False |
7,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9682 |
2.618 |
0.9578 |
1.618 |
0.9514 |
1.000 |
0.9474 |
0.618 |
0.9450 |
HIGH |
0.9410 |
0.618 |
0.9386 |
0.500 |
0.9378 |
0.382 |
0.9370 |
LOW |
0.9346 |
0.618 |
0.9306 |
1.000 |
0.9282 |
1.618 |
0.9242 |
2.618 |
0.9178 |
4.250 |
0.9074 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9378 |
0.9387 |
PP |
0.9375 |
0.9381 |
S1 |
0.9372 |
0.9375 |
|