CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9185 |
0.9117 |
-0.0068 |
-0.7% |
0.9386 |
| High |
0.9187 |
0.9144 |
-0.0043 |
-0.5% |
0.9410 |
| Low |
0.9111 |
0.9084 |
-0.0027 |
-0.3% |
0.9120 |
| Close |
0.9122 |
0.9115 |
-0.0007 |
-0.1% |
0.9166 |
| Range |
0.0076 |
0.0060 |
-0.0016 |
-21.1% |
0.0290 |
| ATR |
0.0066 |
0.0065 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
72,555 |
68,930 |
-3,625 |
-5.0% |
404,155 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9294 |
0.9265 |
0.9148 |
|
| R3 |
0.9234 |
0.9205 |
0.9132 |
|
| R2 |
0.9174 |
0.9174 |
0.9126 |
|
| R1 |
0.9145 |
0.9145 |
0.9121 |
0.9130 |
| PP |
0.9114 |
0.9114 |
0.9114 |
0.9107 |
| S1 |
0.9085 |
0.9085 |
0.9110 |
0.9070 |
| S2 |
0.9054 |
0.9054 |
0.9104 |
|
| S3 |
0.8994 |
0.9025 |
0.9099 |
|
| S4 |
0.8934 |
0.8965 |
0.9082 |
|
|
| 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 |
0.9229 |
0.9084 |
0.0145 |
1.6% |
0.0070 |
0.8% |
21% |
False |
True |
73,513 |
| 10 |
0.9428 |
0.9084 |
0.0344 |
3.8% |
0.0072 |
0.8% |
9% |
False |
True |
71,981 |
| 20 |
0.9434 |
0.9084 |
0.0350 |
3.8% |
0.0067 |
0.7% |
9% |
False |
True |
57,046 |
| 40 |
0.9573 |
0.9084 |
0.0489 |
5.4% |
0.0059 |
0.6% |
6% |
False |
True |
36,555 |
| 60 |
0.9700 |
0.9084 |
0.0616 |
6.8% |
0.0053 |
0.6% |
5% |
False |
True |
24,473 |
| 80 |
0.9700 |
0.9084 |
0.0616 |
6.8% |
0.0049 |
0.5% |
5% |
False |
True |
18,402 |
| 100 |
0.9775 |
0.9084 |
0.0691 |
7.6% |
0.0048 |
0.5% |
4% |
False |
True |
14,747 |
| 120 |
0.9775 |
0.9084 |
0.0691 |
7.6% |
0.0045 |
0.5% |
4% |
False |
True |
12,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9399 |
|
2.618 |
0.9301 |
|
1.618 |
0.9241 |
|
1.000 |
0.9204 |
|
0.618 |
0.9181 |
|
HIGH |
0.9144 |
|
0.618 |
0.9121 |
|
0.500 |
0.9114 |
|
0.382 |
0.9107 |
|
LOW |
0.9084 |
|
0.618 |
0.9047 |
|
1.000 |
0.9024 |
|
1.618 |
0.8987 |
|
2.618 |
0.8927 |
|
4.250 |
0.8829 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9115 |
0.9146 |
| PP |
0.9114 |
0.9136 |
| S1 |
0.9114 |
0.9125 |
|