CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9049 |
0.9038 |
-0.0011 |
-0.1% |
0.8983 |
| High |
0.9068 |
0.9081 |
0.0013 |
0.1% |
0.9110 |
| Low |
0.9032 |
0.9010 |
-0.0022 |
-0.2% |
0.8973 |
| Close |
0.9045 |
0.9073 |
0.0028 |
0.3% |
0.9056 |
| Range |
0.0036 |
0.0071 |
0.0035 |
97.2% |
0.0137 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.3% |
0.0000 |
| Volume |
35,114 |
52,477 |
17,363 |
49.4% |
311,712 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9268 |
0.9241 |
0.9112 |
|
| R3 |
0.9197 |
0.9170 |
0.9093 |
|
| R2 |
0.9126 |
0.9126 |
0.9086 |
|
| R1 |
0.9099 |
0.9099 |
0.9080 |
0.9113 |
| PP |
0.9055 |
0.9055 |
0.9055 |
0.9061 |
| S1 |
0.9028 |
0.9028 |
0.9066 |
0.9042 |
| S2 |
0.8984 |
0.8984 |
0.9060 |
|
| S3 |
0.8913 |
0.8957 |
0.9053 |
|
| S4 |
0.8842 |
0.8886 |
0.9034 |
|
|
| 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 |
0.8982 |
0.0128 |
1.4% |
0.0066 |
0.7% |
71% |
False |
False |
55,271 |
| 10 |
0.9110 |
0.8899 |
0.0211 |
2.3% |
0.0068 |
0.8% |
82% |
False |
False |
58,904 |
| 20 |
0.9187 |
0.8899 |
0.0288 |
3.2% |
0.0070 |
0.8% |
60% |
False |
False |
65,360 |
| 40 |
0.9437 |
0.8899 |
0.0538 |
5.9% |
0.0068 |
0.7% |
32% |
False |
False |
60,593 |
| 60 |
0.9573 |
0.8899 |
0.0674 |
7.4% |
0.0062 |
0.7% |
26% |
False |
False |
43,813 |
| 80 |
0.9700 |
0.8899 |
0.0801 |
8.8% |
0.0056 |
0.6% |
22% |
False |
False |
32,936 |
| 100 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0053 |
0.6% |
20% |
False |
False |
26,384 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0051 |
0.6% |
20% |
False |
False |
22,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9383 |
|
2.618 |
0.9267 |
|
1.618 |
0.9196 |
|
1.000 |
0.9152 |
|
0.618 |
0.9125 |
|
HIGH |
0.9081 |
|
0.618 |
0.9054 |
|
0.500 |
0.9046 |
|
0.382 |
0.9037 |
|
LOW |
0.9010 |
|
0.618 |
0.8966 |
|
1.000 |
0.8939 |
|
1.618 |
0.8895 |
|
2.618 |
0.8824 |
|
4.250 |
0.8708 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9064 |
0.9069 |
| PP |
0.9055 |
0.9064 |
| S1 |
0.9046 |
0.9060 |
|