CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9038 |
0.9075 |
0.0037 |
0.4% |
0.8983 |
| High |
0.9081 |
0.9104 |
0.0023 |
0.3% |
0.9110 |
| Low |
0.9010 |
0.9064 |
0.0054 |
0.6% |
0.8973 |
| Close |
0.9073 |
0.9087 |
0.0014 |
0.2% |
0.9056 |
| Range |
0.0071 |
0.0040 |
-0.0031 |
-43.7% |
0.0137 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
52,477 |
45,433 |
-7,044 |
-13.4% |
311,712 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9205 |
0.9186 |
0.9109 |
|
| R3 |
0.9165 |
0.9146 |
0.9098 |
|
| R2 |
0.9125 |
0.9125 |
0.9094 |
|
| R1 |
0.9106 |
0.9106 |
0.9091 |
0.9116 |
| PP |
0.9085 |
0.9085 |
0.9085 |
0.9090 |
| S1 |
0.9066 |
0.9066 |
0.9083 |
0.9076 |
| S2 |
0.9045 |
0.9045 |
0.9080 |
|
| S3 |
0.9005 |
0.9026 |
0.9076 |
|
| S4 |
0.8965 |
0.8986 |
0.9065 |
|
|
| 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% |
0.0060 |
0.7% |
82% |
False |
False |
51,428 |
| 10 |
0.9110 |
0.8899 |
0.0211 |
2.3% |
0.0066 |
0.7% |
89% |
False |
False |
57,533 |
| 20 |
0.9157 |
0.8899 |
0.0258 |
2.8% |
0.0068 |
0.7% |
73% |
False |
False |
64,004 |
| 40 |
0.9437 |
0.8899 |
0.0538 |
5.9% |
0.0067 |
0.7% |
35% |
False |
False |
59,864 |
| 60 |
0.9573 |
0.8899 |
0.0674 |
7.4% |
0.0062 |
0.7% |
28% |
False |
False |
44,566 |
| 80 |
0.9700 |
0.8899 |
0.0801 |
8.8% |
0.0056 |
0.6% |
23% |
False |
False |
33,498 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.8% |
0.0053 |
0.6% |
23% |
False |
False |
26,836 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.6% |
0.0051 |
0.6% |
21% |
False |
False |
22,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9274 |
|
2.618 |
0.9209 |
|
1.618 |
0.9169 |
|
1.000 |
0.9144 |
|
0.618 |
0.9129 |
|
HIGH |
0.9104 |
|
0.618 |
0.9089 |
|
0.500 |
0.9084 |
|
0.382 |
0.9079 |
|
LOW |
0.9064 |
|
0.618 |
0.9039 |
|
1.000 |
0.9024 |
|
1.618 |
0.8999 |
|
2.618 |
0.8959 |
|
4.250 |
0.8894 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9086 |
0.9077 |
| PP |
0.9085 |
0.9067 |
| S1 |
0.9084 |
0.9057 |
|