CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 30-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8954 |
0.8943 |
-0.0011 |
-0.1% |
0.9103 |
| High |
0.8997 |
0.8958 |
-0.0039 |
-0.4% |
0.9137 |
| Low |
0.8929 |
0.8917 |
-0.0012 |
-0.1% |
0.8937 |
| Close |
0.8950 |
0.8938 |
-0.0012 |
-0.1% |
0.9025 |
| Range |
0.0068 |
0.0041 |
-0.0027 |
-39.7% |
0.0200 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
59,147 |
47,951 |
-11,196 |
-18.9% |
364,629 |
|
| Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9061 |
0.9040 |
0.8961 |
|
| R3 |
0.9020 |
0.8999 |
0.8949 |
|
| R2 |
0.8979 |
0.8979 |
0.8946 |
|
| R1 |
0.8958 |
0.8958 |
0.8942 |
0.8948 |
| PP |
0.8938 |
0.8938 |
0.8938 |
0.8933 |
| S1 |
0.8917 |
0.8917 |
0.8934 |
0.8907 |
| S2 |
0.8897 |
0.8897 |
0.8930 |
|
| S3 |
0.8856 |
0.8876 |
0.8927 |
|
| S4 |
0.8815 |
0.8835 |
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 |
0.9054 |
0.8917 |
0.0137 |
1.5% |
0.0066 |
0.7% |
15% |
False |
True |
60,662 |
| 10 |
0.9157 |
0.8917 |
0.0240 |
2.7% |
0.0068 |
0.8% |
9% |
False |
True |
68,376 |
| 20 |
0.9428 |
0.8917 |
0.0511 |
5.7% |
0.0070 |
0.8% |
4% |
False |
True |
70,179 |
| 40 |
0.9446 |
0.8917 |
0.0529 |
5.9% |
0.0064 |
0.7% |
4% |
False |
True |
53,406 |
| 60 |
0.9583 |
0.8917 |
0.0666 |
7.5% |
0.0057 |
0.6% |
3% |
False |
True |
35,814 |
| 80 |
0.9700 |
0.8917 |
0.0783 |
8.8% |
0.0054 |
0.6% |
3% |
False |
True |
26,936 |
| 100 |
0.9775 |
0.8917 |
0.0858 |
9.6% |
0.0050 |
0.6% |
2% |
False |
True |
21,579 |
| 120 |
0.9775 |
0.8917 |
0.0858 |
9.6% |
0.0048 |
0.5% |
2% |
False |
True |
17,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9132 |
|
2.618 |
0.9065 |
|
1.618 |
0.9024 |
|
1.000 |
0.8999 |
|
0.618 |
0.8983 |
|
HIGH |
0.8958 |
|
0.618 |
0.8942 |
|
0.500 |
0.8938 |
|
0.382 |
0.8933 |
|
LOW |
0.8917 |
|
0.618 |
0.8892 |
|
1.000 |
0.8876 |
|
1.618 |
0.8851 |
|
2.618 |
0.8810 |
|
4.250 |
0.8743 |
|
|
| Fisher Pivots for day following 30-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8938 |
0.8967 |
| PP |
0.8938 |
0.8957 |
| S1 |
0.8938 |
0.8948 |
|