CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9022 |
0.9005 |
-0.0017 |
-0.2% |
0.9103 |
| High |
0.9036 |
0.9007 |
-0.0029 |
-0.3% |
0.9160 |
| Low |
0.8993 |
0.8927 |
-0.0066 |
-0.7% |
0.8927 |
| Close |
0.8998 |
0.8982 |
-0.0016 |
-0.2% |
0.8982 |
| Range |
0.0043 |
0.0080 |
0.0037 |
86.0% |
0.0233 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.5% |
0.0000 |
| Volume |
63,798 |
71,577 |
7,779 |
12.2% |
261,573 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9212 |
0.9177 |
0.9026 |
|
| R3 |
0.9132 |
0.9097 |
0.9004 |
|
| R2 |
0.9052 |
0.9052 |
0.8997 |
|
| R1 |
0.9017 |
0.9017 |
0.8989 |
0.8995 |
| PP |
0.8972 |
0.8972 |
0.8972 |
0.8961 |
| S1 |
0.8937 |
0.8937 |
0.8975 |
0.8915 |
| S2 |
0.8892 |
0.8892 |
0.8967 |
|
| S3 |
0.8812 |
0.8857 |
0.8960 |
|
| S4 |
0.8732 |
0.8777 |
0.8938 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9722 |
0.9585 |
0.9110 |
|
| R3 |
0.9489 |
0.9352 |
0.9046 |
|
| R2 |
0.9256 |
0.9256 |
0.9025 |
|
| R1 |
0.9119 |
0.9119 |
0.9003 |
0.9071 |
| PP |
0.9023 |
0.9023 |
0.9023 |
0.8999 |
| S1 |
0.8886 |
0.8886 |
0.8961 |
0.8838 |
| S2 |
0.8790 |
0.8790 |
0.8939 |
|
| S3 |
0.8557 |
0.8653 |
0.8918 |
|
| S4 |
0.8324 |
0.8420 |
0.8854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0069 |
0.8% |
24% |
False |
True |
63,385 |
| 10 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0065 |
0.7% |
24% |
False |
True |
56,976 |
| 20 |
0.9160 |
0.8899 |
0.0261 |
2.9% |
0.0067 |
0.8% |
32% |
False |
False |
59,797 |
| 40 |
0.9428 |
0.8899 |
0.0529 |
5.9% |
0.0067 |
0.7% |
16% |
False |
False |
60,900 |
| 60 |
0.9478 |
0.8899 |
0.0579 |
6.4% |
0.0064 |
0.7% |
14% |
False |
False |
50,592 |
| 80 |
0.9583 |
0.8899 |
0.0684 |
7.6% |
0.0058 |
0.6% |
12% |
False |
False |
38,040 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0055 |
0.6% |
10% |
False |
False |
30,481 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.8% |
0.0052 |
0.6% |
9% |
False |
False |
25,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9347 |
|
2.618 |
0.9216 |
|
1.618 |
0.9136 |
|
1.000 |
0.9087 |
|
0.618 |
0.9056 |
|
HIGH |
0.9007 |
|
0.618 |
0.8976 |
|
0.500 |
0.8967 |
|
0.382 |
0.8958 |
|
LOW |
0.8927 |
|
0.618 |
0.8878 |
|
1.000 |
0.8847 |
|
1.618 |
0.8798 |
|
2.618 |
0.8718 |
|
4.250 |
0.8587 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8977 |
0.9044 |
| PP |
0.8972 |
0.9023 |
| S1 |
0.8967 |
0.9003 |
|