CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 22-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9103 |
0.9106 |
0.0003 |
0.0% |
0.9156 |
| High |
0.9137 |
0.9118 |
-0.0019 |
-0.2% |
0.9208 |
| Low |
0.9063 |
0.9003 |
-0.0060 |
-0.7% |
0.9084 |
| Close |
0.9094 |
0.9011 |
-0.0083 |
-0.9% |
0.9102 |
| Range |
0.0074 |
0.0115 |
0.0041 |
55.4% |
0.0124 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
5.7% |
0.0000 |
| Volume |
67,347 |
90,706 |
23,359 |
34.7% |
303,892 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9389 |
0.9315 |
0.9074 |
|
| R3 |
0.9274 |
0.9200 |
0.9043 |
|
| R2 |
0.9159 |
0.9159 |
0.9032 |
|
| R1 |
0.9085 |
0.9085 |
0.9022 |
0.9065 |
| PP |
0.9044 |
0.9044 |
0.9044 |
0.9034 |
| S1 |
0.8970 |
0.8970 |
0.9000 |
0.8950 |
| S2 |
0.8929 |
0.8929 |
0.8990 |
|
| S3 |
0.8814 |
0.8855 |
0.8979 |
|
| S4 |
0.8699 |
0.8740 |
0.8948 |
|
|
| 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 |
0.9157 |
0.9003 |
0.0154 |
1.7% |
0.0069 |
0.8% |
5% |
False |
True |
65,705 |
| 10 |
0.9273 |
0.9003 |
0.0270 |
3.0% |
0.0069 |
0.8% |
3% |
False |
True |
71,329 |
| 20 |
0.9431 |
0.9003 |
0.0428 |
4.7% |
0.0067 |
0.7% |
2% |
False |
True |
58,091 |
| 40 |
0.9481 |
0.9003 |
0.0478 |
5.3% |
0.0061 |
0.7% |
2% |
False |
True |
43,007 |
| 60 |
0.9583 |
0.9003 |
0.0580 |
6.4% |
0.0054 |
0.6% |
1% |
False |
True |
28,782 |
| 80 |
0.9700 |
0.9003 |
0.0697 |
7.7% |
0.0051 |
0.6% |
1% |
False |
True |
21,643 |
| 100 |
0.9775 |
0.9003 |
0.0772 |
8.6% |
0.0049 |
0.5% |
1% |
False |
True |
17,340 |
| 120 |
0.9775 |
0.9003 |
0.0772 |
8.6% |
0.0046 |
0.5% |
1% |
False |
True |
14,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9607 |
|
2.618 |
0.9419 |
|
1.618 |
0.9304 |
|
1.000 |
0.9233 |
|
0.618 |
0.9189 |
|
HIGH |
0.9118 |
|
0.618 |
0.9074 |
|
0.500 |
0.9061 |
|
0.382 |
0.9047 |
|
LOW |
0.9003 |
|
0.618 |
0.8932 |
|
1.000 |
0.8888 |
|
1.618 |
0.8817 |
|
2.618 |
0.8702 |
|
4.250 |
0.8514 |
|
|
| Fisher Pivots for day following 22-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9061 |
0.9071 |
| PP |
0.9044 |
0.9051 |
| S1 |
0.9028 |
0.9031 |
|