CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 28-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9024 |
0.8986 |
-0.0038 |
-0.4% |
0.9103 |
| High |
0.9054 |
0.9016 |
-0.0038 |
-0.4% |
0.9137 |
| Low |
0.8983 |
0.8937 |
-0.0046 |
-0.5% |
0.8937 |
| Close |
0.9000 |
0.8958 |
-0.0042 |
-0.5% |
0.9025 |
| Range |
0.0071 |
0.0079 |
0.0008 |
11.3% |
0.0200 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.1% |
0.0000 |
| Volume |
53,233 |
57,263 |
4,030 |
7.6% |
364,629 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9207 |
0.9162 |
0.9001 |
|
| R3 |
0.9128 |
0.9083 |
0.8980 |
|
| R2 |
0.9049 |
0.9049 |
0.8972 |
|
| R1 |
0.9004 |
0.9004 |
0.8965 |
0.8987 |
| PP |
0.8970 |
0.8970 |
0.8970 |
0.8962 |
| S1 |
0.8925 |
0.8925 |
0.8951 |
0.8908 |
| S2 |
0.8891 |
0.8891 |
0.8944 |
|
| S3 |
0.8812 |
0.8846 |
0.8936 |
|
| S4 |
0.8733 |
0.8767 |
0.8915 |
|
|
| 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 |
0.9118 |
0.8937 |
0.0181 |
2.0% |
0.0080 |
0.9% |
12% |
False |
True |
81,555 |
| 10 |
0.9187 |
0.8937 |
0.0250 |
2.8% |
0.0071 |
0.8% |
8% |
False |
True |
71,815 |
| 20 |
0.9428 |
0.8937 |
0.0491 |
5.5% |
0.0071 |
0.8% |
4% |
False |
True |
68,315 |
| 40 |
0.9446 |
0.8937 |
0.0509 |
5.7% |
0.0064 |
0.7% |
4% |
False |
True |
50,813 |
| 60 |
0.9583 |
0.8937 |
0.0646 |
7.2% |
0.0057 |
0.6% |
3% |
False |
True |
34,041 |
| 80 |
0.9700 |
0.8937 |
0.0763 |
8.5% |
0.0053 |
0.6% |
3% |
False |
True |
25,602 |
| 100 |
0.9775 |
0.8937 |
0.0838 |
9.4% |
0.0051 |
0.6% |
3% |
False |
True |
20,509 |
| 120 |
0.9775 |
0.8937 |
0.0838 |
9.4% |
0.0048 |
0.5% |
3% |
False |
True |
17,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9352 |
|
2.618 |
0.9223 |
|
1.618 |
0.9144 |
|
1.000 |
0.9095 |
|
0.618 |
0.9065 |
|
HIGH |
0.9016 |
|
0.618 |
0.8986 |
|
0.500 |
0.8977 |
|
0.382 |
0.8967 |
|
LOW |
0.8937 |
|
0.618 |
0.8888 |
|
1.000 |
0.8858 |
|
1.618 |
0.8809 |
|
2.618 |
0.8730 |
|
4.250 |
0.8601 |
|
|
| Fisher Pivots for day following 28-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8977 |
0.8996 |
| PP |
0.8970 |
0.8983 |
| S1 |
0.8964 |
0.8971 |
|