CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8943 |
0.8947 |
0.0004 |
0.0% |
0.9024 |
High |
0.8958 |
0.9010 |
0.0052 |
0.6% |
0.9054 |
Low |
0.8917 |
0.8899 |
-0.0018 |
-0.2% |
0.8899 |
Close |
0.8938 |
0.8978 |
0.0040 |
0.4% |
0.8978 |
Range |
0.0041 |
0.0111 |
0.0070 |
170.7% |
0.0155 |
ATR |
0.0067 |
0.0070 |
0.0003 |
4.7% |
0.0000 |
Volume |
47,951 |
82,648 |
34,697 |
72.4% |
300,242 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9295 |
0.9248 |
0.9039 |
|
R3 |
0.9184 |
0.9137 |
0.9009 |
|
R2 |
0.9073 |
0.9073 |
0.8998 |
|
R1 |
0.9026 |
0.9026 |
0.8988 |
0.9050 |
PP |
0.8962 |
0.8962 |
0.8962 |
0.8974 |
S1 |
0.8915 |
0.8915 |
0.8968 |
0.8939 |
S2 |
0.8851 |
0.8851 |
0.8958 |
|
S3 |
0.8740 |
0.8804 |
0.8947 |
|
S4 |
0.8629 |
0.8693 |
0.8917 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9442 |
0.9365 |
0.9063 |
|
R3 |
0.9287 |
0.9210 |
0.9021 |
|
R2 |
0.9132 |
0.9132 |
0.9006 |
|
R1 |
0.9055 |
0.9055 |
0.8992 |
0.9016 |
PP |
0.8977 |
0.8977 |
0.8977 |
0.8958 |
S1 |
0.8900 |
0.8900 |
0.8964 |
0.8861 |
S2 |
0.8822 |
0.8822 |
0.8950 |
|
S3 |
0.8667 |
0.8745 |
0.8935 |
|
S4 |
0.8512 |
0.8590 |
0.8893 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9054 |
0.8899 |
0.0155 |
1.7% |
0.0074 |
0.8% |
51% |
False |
True |
60,048 |
10 |
0.9139 |
0.8899 |
0.0240 |
2.7% |
0.0074 |
0.8% |
33% |
False |
True |
71,538 |
20 |
0.9416 |
0.8899 |
0.0517 |
5.8% |
0.0072 |
0.8% |
15% |
False |
True |
71,451 |
40 |
0.9446 |
0.8899 |
0.0547 |
6.1% |
0.0066 |
0.7% |
14% |
False |
True |
55,383 |
60 |
0.9576 |
0.8899 |
0.0677 |
7.5% |
0.0059 |
0.7% |
12% |
False |
True |
37,187 |
80 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0055 |
0.6% |
10% |
False |
True |
27,966 |
100 |
0.9775 |
0.8899 |
0.0876 |
9.8% |
0.0051 |
0.6% |
9% |
False |
True |
22,404 |
120 |
0.9775 |
0.8899 |
0.0876 |
9.8% |
0.0049 |
0.5% |
9% |
False |
True |
18,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9482 |
2.618 |
0.9301 |
1.618 |
0.9190 |
1.000 |
0.9121 |
0.618 |
0.9079 |
HIGH |
0.9010 |
0.618 |
0.8968 |
0.500 |
0.8955 |
0.382 |
0.8941 |
LOW |
0.8899 |
0.618 |
0.8830 |
1.000 |
0.8788 |
1.618 |
0.8719 |
2.618 |
0.8608 |
4.250 |
0.8427 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8970 |
0.8970 |
PP |
0.8962 |
0.8962 |
S1 |
0.8955 |
0.8955 |
|