CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9005 |
0.9000 |
-0.0005 |
-0.1% |
0.9103 |
| High |
0.9007 |
0.9043 |
0.0036 |
0.4% |
0.9160 |
| Low |
0.8927 |
0.8970 |
0.0043 |
0.5% |
0.8927 |
| Close |
0.8982 |
0.9037 |
0.0055 |
0.6% |
0.8982 |
| Range |
0.0080 |
0.0073 |
-0.0007 |
-8.8% |
0.0233 |
| ATR |
0.0067 |
0.0068 |
0.0000 |
0.6% |
0.0000 |
| Volume |
71,577 |
41,227 |
-30,350 |
-42.4% |
261,573 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9236 |
0.9209 |
0.9077 |
|
| R3 |
0.9163 |
0.9136 |
0.9057 |
|
| R2 |
0.9090 |
0.9090 |
0.9050 |
|
| R1 |
0.9063 |
0.9063 |
0.9044 |
0.9077 |
| PP |
0.9017 |
0.9017 |
0.9017 |
0.9023 |
| S1 |
0.8990 |
0.8990 |
0.9030 |
0.9004 |
| S2 |
0.8944 |
0.8944 |
0.9024 |
|
| S3 |
0.8871 |
0.8917 |
0.9017 |
|
| S4 |
0.8798 |
0.8844 |
0.8997 |
|
|
| 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% |
0.0076 |
0.8% |
47% |
False |
False |
60,560 |
| 10 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0063 |
0.7% |
47% |
False |
False |
53,950 |
| 20 |
0.9160 |
0.8899 |
0.0261 |
2.9% |
0.0068 |
0.7% |
53% |
False |
False |
57,572 |
| 40 |
0.9428 |
0.8899 |
0.0529 |
5.9% |
0.0068 |
0.8% |
26% |
False |
False |
61,475 |
| 60 |
0.9478 |
0.8899 |
0.0579 |
6.4% |
0.0064 |
0.7% |
24% |
False |
False |
51,264 |
| 80 |
0.9583 |
0.8899 |
0.0684 |
7.6% |
0.0059 |
0.6% |
20% |
False |
False |
38,549 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0055 |
0.6% |
17% |
False |
False |
30,893 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0053 |
0.6% |
16% |
False |
False |
25,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9353 |
|
2.618 |
0.9234 |
|
1.618 |
0.9161 |
|
1.000 |
0.9116 |
|
0.618 |
0.9088 |
|
HIGH |
0.9043 |
|
0.618 |
0.9015 |
|
0.500 |
0.9007 |
|
0.382 |
0.8998 |
|
LOW |
0.8970 |
|
0.618 |
0.8925 |
|
1.000 |
0.8897 |
|
1.618 |
0.8852 |
|
2.618 |
0.8779 |
|
4.250 |
0.8660 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9027 |
0.9020 |
| PP |
0.9017 |
0.9002 |
| S1 |
0.9007 |
0.8985 |
|