CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9018 |
0.8981 |
-0.0037 |
-0.4% |
0.9103 |
| High |
0.9026 |
0.8991 |
-0.0035 |
-0.4% |
0.9160 |
| Low |
0.8968 |
0.8956 |
-0.0012 |
-0.1% |
0.8927 |
| Close |
0.8979 |
0.8969 |
-0.0010 |
-0.1% |
0.8982 |
| Range |
0.0058 |
0.0035 |
-0.0023 |
-39.7% |
0.0233 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
43,804 |
44,642 |
838 |
1.9% |
261,573 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9077 |
0.9058 |
0.8988 |
|
| R3 |
0.9042 |
0.9023 |
0.8979 |
|
| R2 |
0.9007 |
0.9007 |
0.8975 |
|
| R1 |
0.8988 |
0.8988 |
0.8972 |
0.8980 |
| PP |
0.8972 |
0.8972 |
0.8972 |
0.8968 |
| S1 |
0.8953 |
0.8953 |
0.8966 |
0.8945 |
| S2 |
0.8937 |
0.8937 |
0.8963 |
|
| S3 |
0.8902 |
0.8918 |
0.8959 |
|
| S4 |
0.8867 |
0.8883 |
0.8950 |
|
|
| 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% |
0.0056 |
0.6% |
36% |
False |
False |
47,363 |
| 10 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0061 |
0.7% |
18% |
False |
False |
53,049 |
| 20 |
0.9160 |
0.8899 |
0.0261 |
2.9% |
0.0063 |
0.7% |
27% |
False |
False |
55,291 |
| 40 |
0.9428 |
0.8899 |
0.0529 |
5.9% |
0.0067 |
0.7% |
13% |
False |
False |
62,245 |
| 60 |
0.9446 |
0.8899 |
0.0547 |
6.1% |
0.0064 |
0.7% |
13% |
False |
False |
53,251 |
| 80 |
0.9583 |
0.8899 |
0.0684 |
7.6% |
0.0059 |
0.7% |
10% |
False |
False |
40,089 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0056 |
0.6% |
9% |
False |
False |
32,129 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.8% |
0.0053 |
0.6% |
8% |
False |
False |
26,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9140 |
|
2.618 |
0.9083 |
|
1.618 |
0.9048 |
|
1.000 |
0.9026 |
|
0.618 |
0.9013 |
|
HIGH |
0.8991 |
|
0.618 |
0.8978 |
|
0.500 |
0.8974 |
|
0.382 |
0.8969 |
|
LOW |
0.8956 |
|
0.618 |
0.8934 |
|
1.000 |
0.8921 |
|
1.618 |
0.8899 |
|
2.618 |
0.8864 |
|
4.250 |
0.8807 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8974 |
0.8999 |
| PP |
0.8972 |
0.8989 |
| S1 |
0.8971 |
0.8979 |
|