CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9035 |
0.9018 |
-0.0017 |
-0.2% |
0.9103 |
| High |
0.9042 |
0.9026 |
-0.0016 |
-0.2% |
0.9160 |
| Low |
0.9007 |
0.8968 |
-0.0039 |
-0.4% |
0.8927 |
| Close |
0.9020 |
0.8979 |
-0.0041 |
-0.5% |
0.8982 |
| Range |
0.0035 |
0.0058 |
0.0023 |
65.7% |
0.0233 |
| ATR |
0.0065 |
0.0065 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
35,565 |
43,804 |
8,239 |
23.2% |
261,573 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9165 |
0.9130 |
0.9011 |
|
| R3 |
0.9107 |
0.9072 |
0.8995 |
|
| R2 |
0.9049 |
0.9049 |
0.8990 |
|
| R1 |
0.9014 |
0.9014 |
0.8984 |
0.9003 |
| PP |
0.8991 |
0.8991 |
0.8991 |
0.8985 |
| S1 |
0.8956 |
0.8956 |
0.8974 |
0.8945 |
| S2 |
0.8933 |
0.8933 |
0.8968 |
|
| S3 |
0.8875 |
0.8898 |
0.8963 |
|
| S4 |
0.8817 |
0.8840 |
0.8947 |
|
|
| 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 |
0.9043 |
0.8927 |
0.0116 |
1.3% |
0.0058 |
0.6% |
45% |
False |
False |
51,194 |
| 10 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0061 |
0.7% |
22% |
False |
False |
53,128 |
| 20 |
0.9160 |
0.8899 |
0.0261 |
2.9% |
0.0065 |
0.7% |
31% |
False |
False |
56,016 |
| 40 |
0.9428 |
0.8899 |
0.0529 |
5.9% |
0.0068 |
0.8% |
15% |
False |
False |
62,166 |
| 60 |
0.9446 |
0.8899 |
0.0547 |
6.1% |
0.0064 |
0.7% |
15% |
False |
False |
52,547 |
| 80 |
0.9583 |
0.8899 |
0.0684 |
7.6% |
0.0059 |
0.7% |
12% |
False |
False |
39,535 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0055 |
0.6% |
10% |
False |
False |
31,684 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.8% |
0.0053 |
0.6% |
9% |
False |
False |
26,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9273 |
|
2.618 |
0.9178 |
|
1.618 |
0.9120 |
|
1.000 |
0.9084 |
|
0.618 |
0.9062 |
|
HIGH |
0.9026 |
|
0.618 |
0.9004 |
|
0.500 |
0.8997 |
|
0.382 |
0.8990 |
|
LOW |
0.8968 |
|
0.618 |
0.8932 |
|
1.000 |
0.8910 |
|
1.618 |
0.8874 |
|
2.618 |
0.8816 |
|
4.250 |
0.8722 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8997 |
0.9006 |
| PP |
0.8991 |
0.8997 |
| S1 |
0.8985 |
0.8988 |
|