CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9099 |
0.9103 |
0.0004 |
0.0% |
0.9049 |
| High |
0.9134 |
0.9135 |
0.0001 |
0.0% |
0.9134 |
| Low |
0.9094 |
0.9099 |
0.0005 |
0.1% |
0.9010 |
| Close |
0.9100 |
0.9132 |
0.0032 |
0.4% |
0.9100 |
| Range |
0.0040 |
0.0036 |
-0.0004 |
-10.0% |
0.0124 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
55,352 |
51,389 |
-3,963 |
-7.2% |
236,703 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9230 |
0.9217 |
0.9152 |
|
| R3 |
0.9194 |
0.9181 |
0.9142 |
|
| R2 |
0.9158 |
0.9158 |
0.9139 |
|
| R1 |
0.9145 |
0.9145 |
0.9135 |
0.9152 |
| PP |
0.9122 |
0.9122 |
0.9122 |
0.9125 |
| S1 |
0.9109 |
0.9109 |
0.9129 |
0.9116 |
| S2 |
0.9086 |
0.9086 |
0.9125 |
|
| S3 |
0.9050 |
0.9073 |
0.9122 |
|
| S4 |
0.9014 |
0.9037 |
0.9112 |
|
|
| 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 |
0.9135 |
0.9010 |
0.0125 |
1.4% |
0.0049 |
0.5% |
98% |
True |
False |
50,595 |
| 10 |
0.9135 |
0.8981 |
0.0154 |
1.7% |
0.0057 |
0.6% |
98% |
True |
False |
52,960 |
| 20 |
0.9137 |
0.8899 |
0.0238 |
2.6% |
0.0067 |
0.7% |
98% |
False |
False |
63,233 |
| 40 |
0.9431 |
0.8899 |
0.0532 |
5.8% |
0.0066 |
0.7% |
44% |
False |
False |
59,563 |
| 60 |
0.9560 |
0.8899 |
0.0661 |
7.2% |
0.0062 |
0.7% |
35% |
False |
False |
47,127 |
| 80 |
0.9689 |
0.8899 |
0.0790 |
8.7% |
0.0057 |
0.6% |
29% |
False |
False |
35,429 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.8% |
0.0053 |
0.6% |
29% |
False |
False |
28,383 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.6% |
0.0051 |
0.6% |
27% |
False |
False |
23,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9288 |
|
2.618 |
0.9229 |
|
1.618 |
0.9193 |
|
1.000 |
0.9171 |
|
0.618 |
0.9157 |
|
HIGH |
0.9135 |
|
0.618 |
0.9121 |
|
0.500 |
0.9117 |
|
0.382 |
0.9113 |
|
LOW |
0.9099 |
|
0.618 |
0.9077 |
|
1.000 |
0.9063 |
|
1.618 |
0.9041 |
|
2.618 |
0.9005 |
|
4.250 |
0.8946 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9127 |
0.9121 |
| PP |
0.9122 |
0.9110 |
| S1 |
0.9117 |
0.9099 |
|