CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9023 |
0.9022 |
-0.0001 |
0.0% |
0.9000 |
| High |
0.9056 |
0.9037 |
-0.0019 |
-0.2% |
0.9054 |
| Low |
0.8998 |
0.8991 |
-0.0007 |
-0.1% |
0.8956 |
| Close |
0.9019 |
0.8998 |
-0.0021 |
-0.2% |
0.9034 |
| Range |
0.0058 |
0.0046 |
-0.0012 |
-20.7% |
0.0098 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
56,551 |
47,178 |
-9,373 |
-16.6% |
234,764 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9147 |
0.9118 |
0.9023 |
|
| R3 |
0.9101 |
0.9072 |
0.9011 |
|
| R2 |
0.9055 |
0.9055 |
0.9006 |
|
| R1 |
0.9026 |
0.9026 |
0.9002 |
0.9018 |
| PP |
0.9009 |
0.9009 |
0.9009 |
0.9004 |
| S1 |
0.8980 |
0.8980 |
0.8994 |
0.8972 |
| S2 |
0.8963 |
0.8963 |
0.8990 |
|
| S3 |
0.8917 |
0.8934 |
0.8985 |
|
| S4 |
0.8871 |
0.8888 |
0.8973 |
|
|
| 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% |
0.0057 |
0.6% |
42% |
False |
False |
52,340 |
| 10 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0066 |
0.7% |
30% |
False |
False |
54,867 |
| 20 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0061 |
0.7% |
30% |
False |
False |
53,914 |
| 40 |
0.9410 |
0.8899 |
0.0511 |
5.7% |
0.0067 |
0.7% |
19% |
False |
False |
63,034 |
| 60 |
0.9446 |
0.8899 |
0.0547 |
6.1% |
0.0065 |
0.7% |
18% |
False |
False |
55,948 |
| 80 |
0.9576 |
0.8899 |
0.0677 |
7.5% |
0.0060 |
0.7% |
15% |
False |
False |
42,244 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0056 |
0.6% |
12% |
False |
False |
33,856 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0053 |
0.6% |
11% |
False |
False |
28,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9233 |
|
2.618 |
0.9157 |
|
1.618 |
0.9111 |
|
1.000 |
0.9083 |
|
0.618 |
0.9065 |
|
HIGH |
0.9037 |
|
0.618 |
0.9019 |
|
0.500 |
0.9014 |
|
0.382 |
0.9009 |
|
LOW |
0.8991 |
|
0.618 |
0.8963 |
|
1.000 |
0.8945 |
|
1.618 |
0.8917 |
|
2.618 |
0.8871 |
|
4.250 |
0.8796 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9014 |
0.9011 |
| PP |
0.9009 |
0.9007 |
| S1 |
0.9003 |
0.9002 |
|