CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9085 |
0.9099 |
0.0014 |
0.2% |
0.9049 |
| High |
0.9122 |
0.9134 |
0.0012 |
0.1% |
0.9134 |
| Low |
0.9062 |
0.9094 |
0.0032 |
0.4% |
0.9010 |
| Close |
0.9105 |
0.9100 |
-0.0005 |
-0.1% |
0.9100 |
| Range |
0.0060 |
0.0040 |
-0.0020 |
-33.3% |
0.0124 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
48,327 |
55,352 |
7,025 |
14.5% |
236,703 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9229 |
0.9205 |
0.9122 |
|
| R3 |
0.9189 |
0.9165 |
0.9111 |
|
| R2 |
0.9149 |
0.9149 |
0.9107 |
|
| R1 |
0.9125 |
0.9125 |
0.9104 |
0.9137 |
| PP |
0.9109 |
0.9109 |
0.9109 |
0.9116 |
| S1 |
0.9085 |
0.9085 |
0.9096 |
0.9097 |
| S2 |
0.9069 |
0.9069 |
0.9093 |
|
| S3 |
0.9029 |
0.9045 |
0.9089 |
|
| S4 |
0.8989 |
0.9005 |
0.9078 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9453 |
0.9401 |
0.9168 |
|
| R3 |
0.9329 |
0.9277 |
0.9134 |
|
| R2 |
0.9205 |
0.9205 |
0.9123 |
|
| R1 |
0.9153 |
0.9153 |
0.9111 |
0.9179 |
| PP |
0.9081 |
0.9081 |
0.9081 |
0.9095 |
| S1 |
0.9029 |
0.9029 |
0.9089 |
0.9055 |
| S2 |
0.8957 |
0.8957 |
0.9077 |
|
| S3 |
0.8833 |
0.8905 |
0.9066 |
|
| S4 |
0.8709 |
0.8781 |
0.9032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9134 |
0.9010 |
0.0124 |
1.4% |
0.0049 |
0.5% |
73% |
True |
False |
47,340 |
| 10 |
0.9134 |
0.8973 |
0.0161 |
1.8% |
0.0060 |
0.7% |
79% |
True |
False |
54,841 |
| 20 |
0.9139 |
0.8899 |
0.0240 |
2.6% |
0.0067 |
0.7% |
84% |
False |
False |
63,190 |
| 40 |
0.9431 |
0.8899 |
0.0532 |
5.8% |
0.0068 |
0.7% |
38% |
False |
False |
60,253 |
| 60 |
0.9571 |
0.8899 |
0.0672 |
7.4% |
0.0062 |
0.7% |
30% |
False |
False |
46,278 |
| 80 |
0.9700 |
0.8899 |
0.0801 |
8.8% |
0.0057 |
0.6% |
25% |
False |
False |
34,787 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.8% |
0.0053 |
0.6% |
25% |
False |
False |
27,869 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.6% |
0.0051 |
0.6% |
23% |
False |
False |
23,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9304 |
|
2.618 |
0.9239 |
|
1.618 |
0.9199 |
|
1.000 |
0.9174 |
|
0.618 |
0.9159 |
|
HIGH |
0.9134 |
|
0.618 |
0.9119 |
|
0.500 |
0.9114 |
|
0.382 |
0.9109 |
|
LOW |
0.9094 |
|
0.618 |
0.9069 |
|
1.000 |
0.9054 |
|
1.618 |
0.9029 |
|
2.618 |
0.8989 |
|
4.250 |
0.8924 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9114 |
0.9099 |
| PP |
0.9109 |
0.9099 |
| S1 |
0.9105 |
0.9098 |
|