CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 05-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8991 |
0.9019 |
0.0028 |
0.3% |
0.9024 |
| High |
0.9042 |
0.9051 |
0.0009 |
0.1% |
0.9054 |
| Low |
0.8981 |
0.8983 |
0.0002 |
0.0% |
0.8899 |
| Close |
0.9021 |
0.9019 |
-0.0002 |
0.0% |
0.8978 |
| Range |
0.0061 |
0.0068 |
0.0007 |
11.5% |
0.0155 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
52,745 |
64,649 |
11,904 |
22.6% |
300,242 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9222 |
0.9188 |
0.9056 |
|
| R3 |
0.9154 |
0.9120 |
0.9038 |
|
| R2 |
0.9086 |
0.9086 |
0.9031 |
|
| R1 |
0.9052 |
0.9052 |
0.9025 |
0.9053 |
| PP |
0.9018 |
0.9018 |
0.9018 |
0.9018 |
| S1 |
0.8984 |
0.8984 |
0.9013 |
0.8985 |
| S2 |
0.8950 |
0.8950 |
0.9007 |
|
| S3 |
0.8882 |
0.8916 |
0.9000 |
|
| S4 |
0.8814 |
0.8848 |
0.8982 |
|
|
| 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 |
0.9051 |
0.8899 |
0.0152 |
1.7% |
0.0071 |
0.8% |
79% |
True |
False |
63,638 |
| 10 |
0.9054 |
0.8899 |
0.0155 |
1.7% |
0.0071 |
0.8% |
77% |
False |
False |
69,441 |
| 20 |
0.9273 |
0.8899 |
0.0374 |
4.1% |
0.0070 |
0.8% |
32% |
False |
False |
70,385 |
| 40 |
0.9446 |
0.8899 |
0.0547 |
6.1% |
0.0066 |
0.7% |
22% |
False |
False |
59,296 |
| 60 |
0.9573 |
0.8899 |
0.0674 |
7.5% |
0.0060 |
0.7% |
18% |
False |
False |
40,306 |
| 80 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0056 |
0.6% |
15% |
False |
False |
30,302 |
| 100 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0052 |
0.6% |
14% |
False |
False |
24,269 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0050 |
0.6% |
14% |
False |
False |
20,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9340 |
|
2.618 |
0.9229 |
|
1.618 |
0.9161 |
|
1.000 |
0.9119 |
|
0.618 |
0.9093 |
|
HIGH |
0.9051 |
|
0.618 |
0.9025 |
|
0.500 |
0.9017 |
|
0.382 |
0.9009 |
|
LOW |
0.8983 |
|
0.618 |
0.8941 |
|
1.000 |
0.8915 |
|
1.618 |
0.8873 |
|
2.618 |
0.8805 |
|
4.250 |
0.8694 |
|
|
| Fisher Pivots for day following 05-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9018 |
0.9017 |
| PP |
0.9018 |
0.9014 |
| S1 |
0.9017 |
0.9012 |
|