CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9366 |
0.9270 |
-0.0096 |
-1.0% |
0.9324 |
| High |
0.9369 |
0.9273 |
-0.0096 |
-1.0% |
0.9428 |
| Low |
0.9259 |
0.9218 |
-0.0041 |
-0.4% |
0.9304 |
| Close |
0.9273 |
0.9238 |
-0.0035 |
-0.4% |
0.9402 |
| Range |
0.0110 |
0.0055 |
-0.0055 |
-50.0% |
0.0124 |
| ATR |
0.0062 |
0.0062 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
92,592 |
86,135 |
-6,457 |
-7.0% |
183,144 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9408 |
0.9378 |
0.9268 |
|
| R3 |
0.9353 |
0.9323 |
0.9253 |
|
| R2 |
0.9298 |
0.9298 |
0.9248 |
|
| R1 |
0.9268 |
0.9268 |
0.9243 |
0.9256 |
| PP |
0.9243 |
0.9243 |
0.9243 |
0.9237 |
| S1 |
0.9213 |
0.9213 |
0.9233 |
0.9201 |
| S2 |
0.9188 |
0.9188 |
0.9228 |
|
| S3 |
0.9133 |
0.9158 |
0.9223 |
|
| S4 |
0.9078 |
0.9103 |
0.9208 |
|
|
| 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 |
0.9218 |
0.0210 |
2.3% |
0.0074 |
0.8% |
10% |
False |
True |
70,450 |
| 10 |
0.9428 |
0.9218 |
0.0210 |
2.3% |
0.0064 |
0.7% |
10% |
False |
True |
49,205 |
| 20 |
0.9446 |
0.9218 |
0.0228 |
2.5% |
0.0063 |
0.7% |
9% |
False |
True |
51,581 |
| 40 |
0.9573 |
0.9218 |
0.0355 |
3.8% |
0.0055 |
0.6% |
6% |
False |
True |
27,408 |
| 60 |
0.9700 |
0.9218 |
0.0482 |
5.2% |
0.0051 |
0.5% |
4% |
False |
True |
18,371 |
| 80 |
0.9775 |
0.9218 |
0.0557 |
6.0% |
0.0048 |
0.5% |
4% |
False |
True |
13,817 |
| 100 |
0.9775 |
0.9218 |
0.0557 |
6.0% |
0.0046 |
0.5% |
4% |
False |
True |
11,072 |
| 120 |
0.9775 |
0.9218 |
0.0557 |
6.0% |
0.0043 |
0.5% |
4% |
False |
True |
9,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9507 |
|
2.618 |
0.9417 |
|
1.618 |
0.9362 |
|
1.000 |
0.9328 |
|
0.618 |
0.9307 |
|
HIGH |
0.9273 |
|
0.618 |
0.9252 |
|
0.500 |
0.9246 |
|
0.382 |
0.9239 |
|
LOW |
0.9218 |
|
0.618 |
0.9184 |
|
1.000 |
0.9163 |
|
1.618 |
0.9129 |
|
2.618 |
0.9074 |
|
4.250 |
0.8984 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9246 |
0.9314 |
| PP |
0.9243 |
0.9289 |
| S1 |
0.9241 |
0.9263 |
|