CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9019 |
0.9015 |
-0.0004 |
0.0% |
0.9024 |
| High |
0.9051 |
0.9042 |
-0.0009 |
-0.1% |
0.9054 |
| Low |
0.8983 |
0.8982 |
-0.0001 |
0.0% |
0.8899 |
| Close |
0.9019 |
0.9028 |
0.0009 |
0.1% |
0.8978 |
| Range |
0.0068 |
0.0060 |
-0.0008 |
-11.8% |
0.0155 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
64,649 |
52,633 |
-12,016 |
-18.6% |
300,242 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9197 |
0.9173 |
0.9061 |
|
| R3 |
0.9137 |
0.9113 |
0.9045 |
|
| R2 |
0.9077 |
0.9077 |
0.9039 |
|
| R1 |
0.9053 |
0.9053 |
0.9034 |
0.9065 |
| PP |
0.9017 |
0.9017 |
0.9017 |
0.9024 |
| S1 |
0.8993 |
0.8993 |
0.9023 |
0.9005 |
| S2 |
0.8957 |
0.8957 |
0.9017 |
|
| S3 |
0.8897 |
0.8933 |
0.9012 |
|
| S4 |
0.8837 |
0.8873 |
0.8995 |
|
|
| 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% |
0.0075 |
0.8% |
85% |
False |
False |
64,574 |
| 10 |
0.9054 |
0.8899 |
0.0155 |
1.7% |
0.0070 |
0.8% |
83% |
False |
False |
62,618 |
| 20 |
0.9229 |
0.8899 |
0.0330 |
3.7% |
0.0070 |
0.8% |
39% |
False |
False |
68,710 |
| 40 |
0.9446 |
0.8899 |
0.0547 |
6.1% |
0.0067 |
0.7% |
24% |
False |
False |
60,145 |
| 60 |
0.9573 |
0.8899 |
0.0674 |
7.5% |
0.0060 |
0.7% |
19% |
False |
False |
41,175 |
| 80 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0056 |
0.6% |
16% |
False |
False |
30,956 |
| 100 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0053 |
0.6% |
15% |
False |
False |
24,795 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0050 |
0.6% |
15% |
False |
False |
20,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9297 |
|
2.618 |
0.9199 |
|
1.618 |
0.9139 |
|
1.000 |
0.9102 |
|
0.618 |
0.9079 |
|
HIGH |
0.9042 |
|
0.618 |
0.9019 |
|
0.500 |
0.9012 |
|
0.382 |
0.9005 |
|
LOW |
0.8982 |
|
0.618 |
0.8945 |
|
1.000 |
0.8922 |
|
1.618 |
0.8885 |
|
2.618 |
0.8825 |
|
4.250 |
0.8727 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9023 |
0.9024 |
| PP |
0.9017 |
0.9020 |
| S1 |
0.9012 |
0.9016 |
|