CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9270 |
0.9220 |
-0.0050 |
-0.5% |
0.9324 |
| High |
0.9273 |
0.9229 |
-0.0044 |
-0.5% |
0.9428 |
| Low |
0.9218 |
0.9180 |
-0.0038 |
-0.4% |
0.9304 |
| Close |
0.9238 |
0.9188 |
-0.0050 |
-0.5% |
0.9402 |
| Range |
0.0055 |
0.0049 |
-0.0006 |
-10.9% |
0.0124 |
| ATR |
0.0062 |
0.0061 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
86,135 |
63,794 |
-22,341 |
-25.9% |
183,144 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9346 |
0.9316 |
0.9215 |
|
| R3 |
0.9297 |
0.9267 |
0.9201 |
|
| R2 |
0.9248 |
0.9248 |
0.9197 |
|
| R1 |
0.9218 |
0.9218 |
0.9192 |
0.9209 |
| PP |
0.9199 |
0.9199 |
0.9199 |
0.9194 |
| S1 |
0.9169 |
0.9169 |
0.9184 |
0.9160 |
| S2 |
0.9150 |
0.9150 |
0.9179 |
|
| S3 |
0.9101 |
0.9120 |
0.9175 |
|
| S4 |
0.9052 |
0.9071 |
0.9161 |
|
|
| 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 |
0.9416 |
0.9180 |
0.0236 |
2.6% |
0.0068 |
0.7% |
3% |
False |
True |
71,770 |
| 10 |
0.9428 |
0.9180 |
0.0248 |
2.7% |
0.0066 |
0.7% |
3% |
False |
True |
53,760 |
| 20 |
0.9446 |
0.9180 |
0.0266 |
2.9% |
0.0063 |
0.7% |
3% |
False |
True |
53,983 |
| 40 |
0.9573 |
0.9180 |
0.0393 |
4.3% |
0.0056 |
0.6% |
2% |
False |
True |
28,993 |
| 60 |
0.9700 |
0.9180 |
0.0520 |
5.7% |
0.0051 |
0.6% |
2% |
False |
True |
19,430 |
| 80 |
0.9775 |
0.9180 |
0.0595 |
6.5% |
0.0048 |
0.5% |
1% |
False |
True |
14,614 |
| 100 |
0.9775 |
0.9180 |
0.0595 |
6.5% |
0.0046 |
0.5% |
1% |
False |
True |
11,710 |
| 120 |
0.9775 |
0.9180 |
0.0595 |
6.5% |
0.0043 |
0.5% |
1% |
False |
True |
9,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9437 |
|
2.618 |
0.9357 |
|
1.618 |
0.9308 |
|
1.000 |
0.9278 |
|
0.618 |
0.9259 |
|
HIGH |
0.9229 |
|
0.618 |
0.9210 |
|
0.500 |
0.9205 |
|
0.382 |
0.9199 |
|
LOW |
0.9180 |
|
0.618 |
0.9150 |
|
1.000 |
0.9131 |
|
1.618 |
0.9101 |
|
2.618 |
0.9052 |
|
4.250 |
0.8972 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9205 |
0.9275 |
| PP |
0.9199 |
0.9246 |
| S1 |
0.9194 |
0.9217 |
|