CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8986 |
0.8954 |
-0.0032 |
-0.4% |
0.9103 |
| High |
0.9016 |
0.8997 |
-0.0019 |
-0.2% |
0.9137 |
| Low |
0.8937 |
0.8929 |
-0.0008 |
-0.1% |
0.8937 |
| Close |
0.8958 |
0.8950 |
-0.0008 |
-0.1% |
0.9025 |
| Range |
0.0079 |
0.0068 |
-0.0011 |
-13.9% |
0.0200 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
57,263 |
59,147 |
1,884 |
3.3% |
364,629 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9163 |
0.9124 |
0.8987 |
|
| R3 |
0.9095 |
0.9056 |
0.8969 |
|
| R2 |
0.9027 |
0.9027 |
0.8962 |
|
| R1 |
0.8988 |
0.8988 |
0.8956 |
0.8974 |
| PP |
0.8959 |
0.8959 |
0.8959 |
0.8951 |
| S1 |
0.8920 |
0.8920 |
0.8944 |
0.8906 |
| S2 |
0.8891 |
0.8891 |
0.8938 |
|
| S3 |
0.8823 |
0.8852 |
0.8931 |
|
| S4 |
0.8755 |
0.8784 |
0.8913 |
|
|
| 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 |
0.9054 |
0.8929 |
0.0125 |
1.4% |
0.0071 |
0.8% |
17% |
False |
True |
75,243 |
| 10 |
0.9157 |
0.8929 |
0.0228 |
2.5% |
0.0070 |
0.8% |
9% |
False |
True |
70,474 |
| 20 |
0.9428 |
0.8929 |
0.0499 |
5.6% |
0.0070 |
0.8% |
4% |
False |
True |
69,199 |
| 40 |
0.9446 |
0.8929 |
0.0517 |
5.8% |
0.0064 |
0.7% |
4% |
False |
True |
52,231 |
| 60 |
0.9583 |
0.8929 |
0.0654 |
7.3% |
0.0057 |
0.6% |
3% |
False |
True |
35,022 |
| 80 |
0.9700 |
0.8929 |
0.0771 |
8.6% |
0.0054 |
0.6% |
3% |
False |
True |
26,339 |
| 100 |
0.9775 |
0.8929 |
0.0846 |
9.5% |
0.0051 |
0.6% |
2% |
False |
True |
21,100 |
| 120 |
0.9775 |
0.8929 |
0.0846 |
9.5% |
0.0048 |
0.5% |
2% |
False |
True |
17,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9286 |
|
2.618 |
0.9175 |
|
1.618 |
0.9107 |
|
1.000 |
0.9065 |
|
0.618 |
0.9039 |
|
HIGH |
0.8997 |
|
0.618 |
0.8971 |
|
0.500 |
0.8963 |
|
0.382 |
0.8955 |
|
LOW |
0.8929 |
|
0.618 |
0.8887 |
|
1.000 |
0.8861 |
|
1.618 |
0.8819 |
|
2.618 |
0.8751 |
|
4.250 |
0.8640 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8963 |
0.8992 |
| PP |
0.8959 |
0.8978 |
| S1 |
0.8954 |
0.8964 |
|