CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9015 |
0.9026 |
0.0011 |
0.1% |
0.8983 |
| High |
0.9042 |
0.9110 |
0.0068 |
0.8% |
0.9110 |
| Low |
0.8982 |
0.9017 |
0.0035 |
0.4% |
0.8973 |
| Close |
0.9028 |
0.9056 |
0.0028 |
0.3% |
0.9056 |
| Range |
0.0060 |
0.0093 |
0.0033 |
55.0% |
0.0137 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.5% |
0.0000 |
| Volume |
52,633 |
71,486 |
18,853 |
35.8% |
311,712 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9340 |
0.9291 |
0.9107 |
|
| R3 |
0.9247 |
0.9198 |
0.9082 |
|
| R2 |
0.9154 |
0.9154 |
0.9073 |
|
| R1 |
0.9105 |
0.9105 |
0.9065 |
0.9130 |
| PP |
0.9061 |
0.9061 |
0.9061 |
0.9073 |
| S1 |
0.9012 |
0.9012 |
0.9047 |
0.9037 |
| S2 |
0.8968 |
0.8968 |
0.9039 |
|
| S3 |
0.8875 |
0.8919 |
0.9030 |
|
| S4 |
0.8782 |
0.8826 |
0.9005 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9457 |
0.9394 |
0.9131 |
|
| R3 |
0.9320 |
0.9257 |
0.9094 |
|
| R2 |
0.9183 |
0.9183 |
0.9081 |
|
| R1 |
0.9120 |
0.9120 |
0.9069 |
0.9152 |
| PP |
0.9046 |
0.9046 |
0.9046 |
0.9062 |
| S1 |
0.8983 |
0.8983 |
0.9043 |
0.9015 |
| S2 |
0.8909 |
0.8909 |
0.9031 |
|
| S3 |
0.8772 |
0.8846 |
0.9018 |
|
| S4 |
0.8635 |
0.8709 |
0.8981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9110 |
0.8973 |
0.0137 |
1.5% |
0.0071 |
0.8% |
61% |
True |
False |
62,342 |
| 10 |
0.9110 |
0.8899 |
0.0211 |
2.3% |
0.0073 |
0.8% |
74% |
True |
False |
61,195 |
| 20 |
0.9212 |
0.8899 |
0.0313 |
3.5% |
0.0073 |
0.8% |
50% |
False |
False |
69,094 |
| 40 |
0.9446 |
0.8899 |
0.0547 |
6.0% |
0.0068 |
0.7% |
29% |
False |
False |
61,538 |
| 60 |
0.9573 |
0.8899 |
0.0674 |
7.4% |
0.0062 |
0.7% |
23% |
False |
False |
42,360 |
| 80 |
0.9700 |
0.8899 |
0.0801 |
8.8% |
0.0056 |
0.6% |
20% |
False |
False |
31,846 |
| 100 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0053 |
0.6% |
18% |
False |
False |
25,510 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0050 |
0.6% |
18% |
False |
False |
21,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9505 |
|
2.618 |
0.9353 |
|
1.618 |
0.9260 |
|
1.000 |
0.9203 |
|
0.618 |
0.9167 |
|
HIGH |
0.9110 |
|
0.618 |
0.9074 |
|
0.500 |
0.9064 |
|
0.382 |
0.9053 |
|
LOW |
0.9017 |
|
0.618 |
0.8960 |
|
1.000 |
0.8924 |
|
1.618 |
0.8867 |
|
2.618 |
0.8774 |
|
4.250 |
0.8622 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9064 |
0.9053 |
| PP |
0.9061 |
0.9049 |
| S1 |
0.9059 |
0.9046 |
|