CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 23-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9106 |
0.9005 |
-0.0101 |
-1.1% |
0.9156 |
| High |
0.9118 |
0.9005 |
-0.0113 |
-1.2% |
0.9208 |
| Low |
0.9003 |
0.8937 |
-0.0066 |
-0.7% |
0.9084 |
| Close |
0.9011 |
0.8986 |
-0.0025 |
-0.3% |
0.9102 |
| Range |
0.0115 |
0.0068 |
-0.0047 |
-40.9% |
0.0124 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.7% |
0.0000 |
| Volume |
90,706 |
120,858 |
30,152 |
33.2% |
303,892 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9180 |
0.9151 |
0.9023 |
|
| R3 |
0.9112 |
0.9083 |
0.9005 |
|
| R2 |
0.9044 |
0.9044 |
0.8998 |
|
| R1 |
0.9015 |
0.9015 |
0.8992 |
0.8996 |
| PP |
0.8976 |
0.8976 |
0.8976 |
0.8966 |
| S1 |
0.8947 |
0.8947 |
0.8980 |
0.8928 |
| S2 |
0.8908 |
0.8908 |
0.8974 |
|
| S3 |
0.8840 |
0.8879 |
0.8967 |
|
| S4 |
0.8772 |
0.8811 |
0.8949 |
|
|
| 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 |
0.8937 |
0.0220 |
2.4% |
0.0071 |
0.8% |
22% |
False |
True |
76,090 |
| 10 |
0.9229 |
0.8937 |
0.0292 |
3.2% |
0.0070 |
0.8% |
17% |
False |
True |
74,802 |
| 20 |
0.9428 |
0.8937 |
0.0491 |
5.5% |
0.0067 |
0.7% |
10% |
False |
True |
62,003 |
| 40 |
0.9478 |
0.8937 |
0.0541 |
6.0% |
0.0062 |
0.7% |
9% |
False |
True |
45,990 |
| 60 |
0.9583 |
0.8937 |
0.0646 |
7.2% |
0.0055 |
0.6% |
8% |
False |
True |
30,787 |
| 80 |
0.9700 |
0.8937 |
0.0763 |
8.5% |
0.0052 |
0.6% |
6% |
False |
True |
23,153 |
| 100 |
0.9775 |
0.8937 |
0.0838 |
9.3% |
0.0050 |
0.6% |
6% |
False |
True |
18,548 |
| 120 |
0.9775 |
0.8937 |
0.0838 |
9.3% |
0.0047 |
0.5% |
6% |
False |
True |
15,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9294 |
|
2.618 |
0.9183 |
|
1.618 |
0.9115 |
|
1.000 |
0.9073 |
|
0.618 |
0.9047 |
|
HIGH |
0.9005 |
|
0.618 |
0.8979 |
|
0.500 |
0.8971 |
|
0.382 |
0.8963 |
|
LOW |
0.8937 |
|
0.618 |
0.8895 |
|
1.000 |
0.8869 |
|
1.618 |
0.8827 |
|
2.618 |
0.8759 |
|
4.250 |
0.8648 |
|
|
| Fisher Pivots for day following 23-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8981 |
0.9037 |
| PP |
0.8976 |
0.9020 |
| S1 |
0.8971 |
0.9003 |
|