CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 17-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9125 |
0.9135 |
0.0010 |
0.1% |
0.9156 |
| High |
0.9157 |
0.9139 |
-0.0018 |
-0.2% |
0.9208 |
| Low |
0.9108 |
0.9091 |
-0.0017 |
-0.2% |
0.9084 |
| Close |
0.9145 |
0.9102 |
-0.0043 |
-0.5% |
0.9102 |
| Range |
0.0049 |
0.0048 |
-0.0001 |
-2.0% |
0.0124 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
51,027 |
50,516 |
-511 |
-1.0% |
303,892 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9255 |
0.9226 |
0.9128 |
|
| R3 |
0.9207 |
0.9178 |
0.9115 |
|
| R2 |
0.9159 |
0.9159 |
0.9111 |
|
| R1 |
0.9130 |
0.9130 |
0.9106 |
0.9121 |
| PP |
0.9111 |
0.9111 |
0.9111 |
0.9106 |
| S1 |
0.9082 |
0.9082 |
0.9098 |
0.9073 |
| S2 |
0.9063 |
0.9063 |
0.9093 |
|
| S3 |
0.9015 |
0.9034 |
0.9089 |
|
| S4 |
0.8967 |
0.8986 |
0.9076 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9503 |
0.9427 |
0.9170 |
|
| R3 |
0.9379 |
0.9303 |
0.9136 |
|
| R2 |
0.9255 |
0.9255 |
0.9125 |
|
| R1 |
0.9179 |
0.9179 |
0.9113 |
0.9155 |
| PP |
0.9131 |
0.9131 |
0.9131 |
0.9120 |
| S1 |
0.9055 |
0.9055 |
0.9091 |
0.9031 |
| S2 |
0.9007 |
0.9007 |
0.9079 |
|
| S3 |
0.8883 |
0.8931 |
0.9068 |
|
| S4 |
0.8759 |
0.8807 |
0.9034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9208 |
0.9084 |
0.0124 |
1.4% |
0.0061 |
0.7% |
15% |
False |
False |
60,778 |
| 10 |
0.9410 |
0.9084 |
0.0326 |
3.6% |
0.0068 |
0.7% |
6% |
False |
False |
70,804 |
| 20 |
0.9431 |
0.9084 |
0.0347 |
3.8% |
0.0066 |
0.7% |
5% |
False |
False |
55,893 |
| 40 |
0.9560 |
0.9084 |
0.0476 |
5.2% |
0.0059 |
0.7% |
4% |
False |
False |
39,073 |
| 60 |
0.9689 |
0.9084 |
0.0605 |
6.6% |
0.0054 |
0.6% |
3% |
False |
False |
26,161 |
| 80 |
0.9700 |
0.9084 |
0.0616 |
6.8% |
0.0049 |
0.5% |
3% |
False |
False |
19,671 |
| 100 |
0.9775 |
0.9084 |
0.0691 |
7.6% |
0.0048 |
0.5% |
3% |
False |
False |
15,760 |
| 120 |
0.9775 |
0.9084 |
0.0691 |
7.6% |
0.0045 |
0.5% |
3% |
False |
False |
13,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9343 |
|
2.618 |
0.9265 |
|
1.618 |
0.9217 |
|
1.000 |
0.9187 |
|
0.618 |
0.9169 |
|
HIGH |
0.9139 |
|
0.618 |
0.9121 |
|
0.500 |
0.9115 |
|
0.382 |
0.9109 |
|
LOW |
0.9091 |
|
0.618 |
0.9061 |
|
1.000 |
0.9043 |
|
1.618 |
0.9013 |
|
2.618 |
0.8965 |
|
4.250 |
0.8887 |
|
|
| Fisher Pivots for day following 17-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9115 |
0.9121 |
| PP |
0.9111 |
0.9114 |
| S1 |
0.9106 |
0.9108 |
|