CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9156 |
0.9185 |
0.0029 |
0.3% |
0.9386 |
| High |
0.9208 |
0.9187 |
-0.0021 |
-0.2% |
0.9410 |
| Low |
0.9136 |
0.9111 |
-0.0025 |
-0.3% |
0.9120 |
| Close |
0.9195 |
0.9122 |
-0.0073 |
-0.8% |
0.9166 |
| Range |
0.0072 |
0.0076 |
0.0004 |
5.6% |
0.0290 |
| ATR |
0.0064 |
0.0066 |
0.0001 |
2.2% |
0.0000 |
| Volume |
60,864 |
72,555 |
11,691 |
19.2% |
404,155 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9368 |
0.9321 |
0.9164 |
|
| R3 |
0.9292 |
0.9245 |
0.9143 |
|
| R2 |
0.9216 |
0.9216 |
0.9136 |
|
| R1 |
0.9169 |
0.9169 |
0.9129 |
0.9155 |
| PP |
0.9140 |
0.9140 |
0.9140 |
0.9133 |
| S1 |
0.9093 |
0.9093 |
0.9115 |
0.9079 |
| S2 |
0.9064 |
0.9064 |
0.9108 |
|
| S3 |
0.8988 |
0.9017 |
0.9101 |
|
| S4 |
0.8912 |
0.8941 |
0.9080 |
|
|
| 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 |
0.9273 |
0.9111 |
0.0162 |
1.8% |
0.0069 |
0.8% |
7% |
False |
True |
76,954 |
| 10 |
0.9428 |
0.9111 |
0.0317 |
3.5% |
0.0070 |
0.8% |
3% |
False |
True |
67,924 |
| 20 |
0.9437 |
0.9111 |
0.0326 |
3.6% |
0.0065 |
0.7% |
3% |
False |
True |
55,724 |
| 40 |
0.9573 |
0.9111 |
0.0462 |
5.1% |
0.0059 |
0.6% |
2% |
False |
True |
34,847 |
| 60 |
0.9700 |
0.9111 |
0.0589 |
6.5% |
0.0053 |
0.6% |
2% |
False |
True |
23,329 |
| 80 |
0.9700 |
0.9111 |
0.0589 |
6.5% |
0.0049 |
0.5% |
2% |
False |
True |
17,544 |
| 100 |
0.9775 |
0.9111 |
0.0664 |
7.3% |
0.0047 |
0.5% |
2% |
False |
True |
14,058 |
| 120 |
0.9775 |
0.9111 |
0.0664 |
7.3% |
0.0045 |
0.5% |
2% |
False |
True |
11,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9510 |
|
2.618 |
0.9386 |
|
1.618 |
0.9310 |
|
1.000 |
0.9263 |
|
0.618 |
0.9234 |
|
HIGH |
0.9187 |
|
0.618 |
0.9158 |
|
0.500 |
0.9149 |
|
0.382 |
0.9140 |
|
LOW |
0.9111 |
|
0.618 |
0.9064 |
|
1.000 |
0.9035 |
|
1.618 |
0.8988 |
|
2.618 |
0.8912 |
|
4.250 |
0.8788 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9149 |
0.9162 |
| PP |
0.9140 |
0.9148 |
| S1 |
0.9131 |
0.9135 |
|