CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9022 |
0.9009 |
-0.0013 |
-0.1% |
0.9000 |
| High |
0.9037 |
0.9069 |
0.0032 |
0.4% |
0.9054 |
| Low |
0.8991 |
0.8998 |
0.0007 |
0.1% |
0.8956 |
| Close |
0.8998 |
0.9058 |
0.0060 |
0.7% |
0.9034 |
| Range |
0.0046 |
0.0071 |
0.0025 |
54.3% |
0.0098 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
0.9% |
0.0000 |
| Volume |
47,178 |
58,338 |
11,160 |
23.7% |
234,764 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9255 |
0.9227 |
0.9097 |
|
| R3 |
0.9184 |
0.9156 |
0.9078 |
|
| R2 |
0.9113 |
0.9113 |
0.9071 |
|
| R1 |
0.9085 |
0.9085 |
0.9065 |
0.9099 |
| PP |
0.9042 |
0.9042 |
0.9042 |
0.9049 |
| S1 |
0.9014 |
0.9014 |
0.9051 |
0.9028 |
| S2 |
0.8971 |
0.8971 |
0.9045 |
|
| S3 |
0.8900 |
0.8943 |
0.9038 |
|
| S4 |
0.8829 |
0.8872 |
0.9019 |
|
|
| 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 |
0.9069 |
0.8956 |
0.0113 |
1.2% |
0.0060 |
0.7% |
90% |
True |
False |
55,247 |
| 10 |
0.9069 |
0.8927 |
0.0142 |
1.6% |
0.0059 |
0.6% |
92% |
True |
False |
53,220 |
| 20 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0062 |
0.7% |
56% |
False |
False |
54,193 |
| 40 |
0.9369 |
0.8899 |
0.0470 |
5.2% |
0.0067 |
0.7% |
34% |
False |
False |
62,988 |
| 60 |
0.9446 |
0.8899 |
0.0547 |
6.0% |
0.0065 |
0.7% |
29% |
False |
False |
56,777 |
| 80 |
0.9576 |
0.8899 |
0.0677 |
7.5% |
0.0060 |
0.7% |
23% |
False |
False |
42,972 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.8% |
0.0057 |
0.6% |
20% |
False |
False |
34,436 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0053 |
0.6% |
18% |
False |
False |
28,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9371 |
|
2.618 |
0.9255 |
|
1.618 |
0.9184 |
|
1.000 |
0.9140 |
|
0.618 |
0.9113 |
|
HIGH |
0.9069 |
|
0.618 |
0.9042 |
|
0.500 |
0.9034 |
|
0.382 |
0.9025 |
|
LOW |
0.8998 |
|
0.618 |
0.8954 |
|
1.000 |
0.8927 |
|
1.618 |
0.8883 |
|
2.618 |
0.8812 |
|
4.250 |
0.8696 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9050 |
0.9049 |
| PP |
0.9042 |
0.9039 |
| S1 |
0.9034 |
0.9030 |
|