CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8947 |
0.8983 |
0.0036 |
0.4% |
0.9024 |
| High |
0.9010 |
0.9048 |
0.0038 |
0.4% |
0.9054 |
| Low |
0.8899 |
0.8973 |
0.0074 |
0.8% |
0.8899 |
| Close |
0.8978 |
0.9002 |
0.0024 |
0.3% |
0.8978 |
| Range |
0.0111 |
0.0075 |
-0.0036 |
-32.4% |
0.0155 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.5% |
0.0000 |
| Volume |
82,648 |
70,199 |
-12,449 |
-15.1% |
300,242 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9233 |
0.9192 |
0.9043 |
|
| R3 |
0.9158 |
0.9117 |
0.9023 |
|
| R2 |
0.9083 |
0.9083 |
0.9016 |
|
| R1 |
0.9042 |
0.9042 |
0.9009 |
0.9063 |
| PP |
0.9008 |
0.9008 |
0.9008 |
0.9018 |
| S1 |
0.8967 |
0.8967 |
0.8995 |
0.8988 |
| S2 |
0.8933 |
0.8933 |
0.8988 |
|
| S3 |
0.8858 |
0.8892 |
0.8981 |
|
| S4 |
0.8783 |
0.8817 |
0.8961 |
|
|
| 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 |
0.9048 |
0.8899 |
0.0149 |
1.7% |
0.0075 |
0.8% |
69% |
True |
False |
63,441 |
| 10 |
0.9137 |
0.8899 |
0.0238 |
2.6% |
0.0077 |
0.9% |
43% |
False |
False |
73,507 |
| 20 |
0.9410 |
0.8899 |
0.0511 |
5.7% |
0.0072 |
0.8% |
20% |
False |
False |
72,155 |
| 40 |
0.9446 |
0.8899 |
0.0547 |
6.1% |
0.0066 |
0.7% |
19% |
False |
False |
56,965 |
| 60 |
0.9576 |
0.8899 |
0.0677 |
7.5% |
0.0059 |
0.7% |
15% |
False |
False |
38,355 |
| 80 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0055 |
0.6% |
13% |
False |
False |
28,841 |
| 100 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0051 |
0.6% |
12% |
False |
False |
23,105 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0049 |
0.5% |
12% |
False |
False |
19,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9367 |
|
2.618 |
0.9244 |
|
1.618 |
0.9169 |
|
1.000 |
0.9123 |
|
0.618 |
0.9094 |
|
HIGH |
0.9048 |
|
0.618 |
0.9019 |
|
0.500 |
0.9011 |
|
0.382 |
0.9002 |
|
LOW |
0.8973 |
|
0.618 |
0.8927 |
|
1.000 |
0.8898 |
|
1.618 |
0.8852 |
|
2.618 |
0.8777 |
|
4.250 |
0.8654 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9011 |
0.8993 |
| PP |
0.9008 |
0.8983 |
| S1 |
0.9005 |
0.8974 |
|