CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 27-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8994 |
0.9024 |
0.0030 |
0.3% |
0.9103 |
| High |
0.9037 |
0.9054 |
0.0017 |
0.2% |
0.9137 |
| Low |
0.8968 |
0.8983 |
0.0015 |
0.2% |
0.8937 |
| Close |
0.9025 |
0.9000 |
-0.0025 |
-0.3% |
0.9025 |
| Range |
0.0069 |
0.0071 |
0.0002 |
2.9% |
0.0200 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.3% |
0.0000 |
| Volume |
85,718 |
53,233 |
-32,485 |
-37.9% |
364,629 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9225 |
0.9184 |
0.9039 |
|
| R3 |
0.9154 |
0.9113 |
0.9020 |
|
| R2 |
0.9083 |
0.9083 |
0.9013 |
|
| R1 |
0.9042 |
0.9042 |
0.9007 |
0.9027 |
| PP |
0.9012 |
0.9012 |
0.9012 |
0.9005 |
| S1 |
0.8971 |
0.8971 |
0.8993 |
0.8956 |
| S2 |
0.8941 |
0.8941 |
0.8987 |
|
| S3 |
0.8870 |
0.8900 |
0.8980 |
|
| S4 |
0.8799 |
0.8829 |
0.8961 |
|
|
| 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 |
0.9137 |
0.8937 |
0.0200 |
2.2% |
0.0079 |
0.9% |
32% |
False |
False |
83,572 |
| 10 |
0.9208 |
0.8937 |
0.0271 |
3.0% |
0.0070 |
0.8% |
23% |
False |
False |
72,175 |
| 20 |
0.9428 |
0.8937 |
0.0491 |
5.5% |
0.0071 |
0.8% |
13% |
False |
False |
67,557 |
| 40 |
0.9466 |
0.8937 |
0.0529 |
5.9% |
0.0063 |
0.7% |
12% |
False |
False |
49,405 |
| 60 |
0.9583 |
0.8937 |
0.0646 |
7.2% |
0.0056 |
0.6% |
10% |
False |
False |
33,091 |
| 80 |
0.9700 |
0.8937 |
0.0763 |
8.5% |
0.0052 |
0.6% |
8% |
False |
False |
24,887 |
| 100 |
0.9775 |
0.8937 |
0.0838 |
9.3% |
0.0050 |
0.6% |
8% |
False |
False |
19,937 |
| 120 |
0.9775 |
0.8937 |
0.0838 |
9.3% |
0.0047 |
0.5% |
8% |
False |
False |
16,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9356 |
|
2.618 |
0.9240 |
|
1.618 |
0.9169 |
|
1.000 |
0.9125 |
|
0.618 |
0.9098 |
|
HIGH |
0.9054 |
|
0.618 |
0.9027 |
|
0.500 |
0.9019 |
|
0.382 |
0.9010 |
|
LOW |
0.8983 |
|
0.618 |
0.8939 |
|
1.000 |
0.8912 |
|
1.618 |
0.8868 |
|
2.618 |
0.8797 |
|
4.250 |
0.8681 |
|
|
| Fisher Pivots for day following 27-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9019 |
0.8999 |
| PP |
0.9012 |
0.8997 |
| S1 |
0.9006 |
0.8996 |
|