CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9209 |
0.9156 |
-0.0053 |
-0.6% |
0.9386 |
| High |
0.9212 |
0.9208 |
-0.0004 |
0.0% |
0.9410 |
| Low |
0.9120 |
0.9136 |
0.0016 |
0.2% |
0.9120 |
| Close |
0.9166 |
0.9195 |
0.0029 |
0.3% |
0.9166 |
| Range |
0.0092 |
0.0072 |
-0.0020 |
-21.7% |
0.0290 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
0.9% |
0.0000 |
| Volume |
101,423 |
60,864 |
-40,559 |
-40.0% |
404,155 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9396 |
0.9367 |
0.9235 |
|
| R3 |
0.9324 |
0.9295 |
0.9215 |
|
| R2 |
0.9252 |
0.9252 |
0.9208 |
|
| R1 |
0.9223 |
0.9223 |
0.9202 |
0.9238 |
| PP |
0.9180 |
0.9180 |
0.9180 |
0.9187 |
| S1 |
0.9151 |
0.9151 |
0.9188 |
0.9166 |
| S2 |
0.9108 |
0.9108 |
0.9182 |
|
| S3 |
0.9036 |
0.9079 |
0.9175 |
|
| S4 |
0.8964 |
0.9007 |
0.9155 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0102 |
0.9924 |
0.9326 |
|
| R3 |
0.9812 |
0.9634 |
0.9246 |
|
| R2 |
0.9522 |
0.9522 |
0.9219 |
|
| R1 |
0.9344 |
0.9344 |
0.9193 |
0.9288 |
| PP |
0.9232 |
0.9232 |
0.9232 |
0.9204 |
| S1 |
0.9054 |
0.9054 |
0.9139 |
0.8998 |
| S2 |
0.8942 |
0.8942 |
0.9113 |
|
| S3 |
0.8652 |
0.8764 |
0.9086 |
|
| S4 |
0.8362 |
0.8474 |
0.9007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9369 |
0.9120 |
0.0249 |
2.7% |
0.0076 |
0.8% |
30% |
False |
False |
80,961 |
| 10 |
0.9428 |
0.9120 |
0.0308 |
3.3% |
0.0071 |
0.8% |
24% |
False |
False |
64,816 |
| 20 |
0.9437 |
0.9120 |
0.0317 |
3.4% |
0.0066 |
0.7% |
24% |
False |
False |
55,826 |
| 40 |
0.9573 |
0.9120 |
0.0453 |
4.9% |
0.0059 |
0.6% |
17% |
False |
False |
33,040 |
| 60 |
0.9700 |
0.9120 |
0.0580 |
6.3% |
0.0052 |
0.6% |
13% |
False |
False |
22,128 |
| 80 |
0.9775 |
0.9120 |
0.0655 |
7.1% |
0.0049 |
0.5% |
11% |
False |
False |
16,641 |
| 100 |
0.9775 |
0.9120 |
0.0655 |
7.1% |
0.0047 |
0.5% |
11% |
False |
False |
13,333 |
| 120 |
0.9775 |
0.9120 |
0.0655 |
7.1% |
0.0044 |
0.5% |
11% |
False |
False |
11,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9514 |
|
2.618 |
0.9396 |
|
1.618 |
0.9324 |
|
1.000 |
0.9280 |
|
0.618 |
0.9252 |
|
HIGH |
0.9208 |
|
0.618 |
0.9180 |
|
0.500 |
0.9172 |
|
0.382 |
0.9164 |
|
LOW |
0.9136 |
|
0.618 |
0.9092 |
|
1.000 |
0.9064 |
|
1.618 |
0.9020 |
|
2.618 |
0.8948 |
|
4.250 |
0.8830 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9187 |
0.9188 |
| PP |
0.9180 |
0.9181 |
| S1 |
0.9172 |
0.9175 |
|