CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 24-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9005 |
0.8994 |
-0.0011 |
-0.1% |
0.9103 |
| High |
0.9005 |
0.9037 |
0.0032 |
0.4% |
0.9137 |
| Low |
0.8937 |
0.8968 |
0.0031 |
0.3% |
0.8937 |
| Close |
0.8986 |
0.9025 |
0.0039 |
0.4% |
0.9025 |
| Range |
0.0068 |
0.0069 |
0.0001 |
1.5% |
0.0200 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.1% |
0.0000 |
| Volume |
120,858 |
85,718 |
-35,140 |
-29.1% |
364,629 |
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9217 |
0.9190 |
0.9063 |
|
| R3 |
0.9148 |
0.9121 |
0.9044 |
|
| R2 |
0.9079 |
0.9079 |
0.9038 |
|
| R1 |
0.9052 |
0.9052 |
0.9031 |
0.9066 |
| PP |
0.9010 |
0.9010 |
0.9010 |
0.9017 |
| S1 |
0.8983 |
0.8983 |
0.9019 |
0.8997 |
| S2 |
0.8941 |
0.8941 |
0.9012 |
|
| S3 |
0.8872 |
0.8914 |
0.9006 |
|
| S4 |
0.8803 |
0.8845 |
0.8987 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9633 |
0.9529 |
0.9135 |
|
| R3 |
0.9433 |
0.9329 |
0.9080 |
|
| R2 |
0.9233 |
0.9233 |
0.9062 |
|
| R1 |
0.9129 |
0.9129 |
0.9043 |
0.9081 |
| PP |
0.9033 |
0.9033 |
0.9033 |
0.9009 |
| S1 |
0.8929 |
0.8929 |
0.9007 |
0.8881 |
| S2 |
0.8833 |
0.8833 |
0.8988 |
|
| S3 |
0.8633 |
0.8729 |
0.8970 |
|
| S4 |
0.8433 |
0.8529 |
0.8915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9139 |
0.8937 |
0.0202 |
2.2% |
0.0075 |
0.8% |
44% |
False |
False |
83,029 |
| 10 |
0.9212 |
0.8937 |
0.0275 |
3.0% |
0.0072 |
0.8% |
32% |
False |
False |
76,994 |
| 20 |
0.9428 |
0.8937 |
0.0491 |
5.4% |
0.0069 |
0.8% |
18% |
False |
False |
65,377 |
| 40 |
0.9478 |
0.8937 |
0.0541 |
6.0% |
0.0062 |
0.7% |
16% |
False |
False |
48,110 |
| 60 |
0.9583 |
0.8937 |
0.0646 |
7.2% |
0.0056 |
0.6% |
14% |
False |
False |
32,208 |
| 80 |
0.9700 |
0.8937 |
0.0763 |
8.5% |
0.0052 |
0.6% |
12% |
False |
False |
24,223 |
| 100 |
0.9775 |
0.8937 |
0.0838 |
9.3% |
0.0050 |
0.6% |
11% |
False |
False |
19,404 |
| 120 |
0.9775 |
0.8937 |
0.0838 |
9.3% |
0.0047 |
0.5% |
11% |
False |
False |
16,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9330 |
|
2.618 |
0.9218 |
|
1.618 |
0.9149 |
|
1.000 |
0.9106 |
|
0.618 |
0.9080 |
|
HIGH |
0.9037 |
|
0.618 |
0.9011 |
|
0.500 |
0.9003 |
|
0.382 |
0.8994 |
|
LOW |
0.8968 |
|
0.618 |
0.8925 |
|
1.000 |
0.8899 |
|
1.618 |
0.8856 |
|
2.618 |
0.8787 |
|
4.250 |
0.8675 |
|
|
| Fisher Pivots for day following 24-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9018 |
0.9028 |
| PP |
0.9010 |
0.9027 |
| S1 |
0.9003 |
0.9026 |
|