CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8985 |
0.9023 |
0.0038 |
0.4% |
0.9000 |
| High |
0.9054 |
0.9056 |
0.0002 |
0.0% |
0.9054 |
| Low |
0.8966 |
0.8998 |
0.0032 |
0.4% |
0.8956 |
| Close |
0.9034 |
0.9019 |
-0.0015 |
-0.2% |
0.9034 |
| Range |
0.0088 |
0.0058 |
-0.0030 |
-34.1% |
0.0098 |
| ATR |
0.0065 |
0.0064 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
69,526 |
56,551 |
-12,975 |
-18.7% |
234,764 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9198 |
0.9167 |
0.9051 |
|
| R3 |
0.9140 |
0.9109 |
0.9035 |
|
| R2 |
0.9082 |
0.9082 |
0.9030 |
|
| R1 |
0.9051 |
0.9051 |
0.9024 |
0.9038 |
| PP |
0.9024 |
0.9024 |
0.9024 |
0.9018 |
| S1 |
0.8993 |
0.8993 |
0.9014 |
0.8980 |
| S2 |
0.8966 |
0.8966 |
0.9008 |
|
| S3 |
0.8908 |
0.8935 |
0.9003 |
|
| S4 |
0.8850 |
0.8877 |
0.8987 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9309 |
0.9269 |
0.9088 |
|
| R3 |
0.9211 |
0.9171 |
0.9061 |
|
| R2 |
0.9113 |
0.9113 |
0.9052 |
|
| R1 |
0.9073 |
0.9073 |
0.9043 |
0.9093 |
| PP |
0.9015 |
0.9015 |
0.9015 |
0.9025 |
| S1 |
0.8975 |
0.8975 |
0.9025 |
0.8995 |
| S2 |
0.8917 |
0.8917 |
0.9016 |
|
| S3 |
0.8819 |
0.8877 |
0.9007 |
|
| S4 |
0.8721 |
0.8779 |
0.8980 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9056 |
0.8956 |
0.0100 |
1.1% |
0.0055 |
0.6% |
63% |
True |
False |
50,017 |
| 10 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0065 |
0.7% |
39% |
False |
False |
55,288 |
| 20 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0063 |
0.7% |
39% |
False |
False |
55,065 |
| 40 |
0.9416 |
0.8899 |
0.0517 |
5.7% |
0.0067 |
0.7% |
23% |
False |
False |
63,258 |
| 60 |
0.9446 |
0.8899 |
0.0547 |
6.1% |
0.0065 |
0.7% |
22% |
False |
False |
55,277 |
| 80 |
0.9576 |
0.8899 |
0.0677 |
7.5% |
0.0060 |
0.7% |
18% |
False |
False |
41,657 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0056 |
0.6% |
15% |
False |
False |
33,385 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0053 |
0.6% |
14% |
False |
False |
27,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9303 |
|
2.618 |
0.9208 |
|
1.618 |
0.9150 |
|
1.000 |
0.9114 |
|
0.618 |
0.9092 |
|
HIGH |
0.9056 |
|
0.618 |
0.9034 |
|
0.500 |
0.9027 |
|
0.382 |
0.9020 |
|
LOW |
0.8998 |
|
0.618 |
0.8962 |
|
1.000 |
0.8940 |
|
1.618 |
0.8904 |
|
2.618 |
0.8846 |
|
4.250 |
0.8752 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9027 |
0.9015 |
| PP |
0.9024 |
0.9010 |
| S1 |
0.9022 |
0.9006 |
|