CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9009 |
0.9061 |
0.0052 |
0.6% |
0.9000 |
| High |
0.9069 |
0.9126 |
0.0057 |
0.6% |
0.9054 |
| Low |
0.8998 |
0.9050 |
0.0052 |
0.6% |
0.8956 |
| Close |
0.9058 |
0.9102 |
0.0044 |
0.5% |
0.9034 |
| Range |
0.0071 |
0.0076 |
0.0005 |
7.0% |
0.0098 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.4% |
0.0000 |
| Volume |
58,338 |
74,960 |
16,622 |
28.5% |
234,764 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9321 |
0.9287 |
0.9144 |
|
| R3 |
0.9245 |
0.9211 |
0.9123 |
|
| R2 |
0.9169 |
0.9169 |
0.9116 |
|
| R1 |
0.9135 |
0.9135 |
0.9109 |
0.9152 |
| PP |
0.9093 |
0.9093 |
0.9093 |
0.9101 |
| S1 |
0.9059 |
0.9059 |
0.9095 |
0.9076 |
| S2 |
0.9017 |
0.9017 |
0.9088 |
|
| S3 |
0.8941 |
0.8983 |
0.9081 |
|
| S4 |
0.8865 |
0.8907 |
0.9060 |
|
|
| 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 |
0.9126 |
0.8966 |
0.0160 |
1.8% |
0.0068 |
0.7% |
85% |
True |
False |
61,310 |
| 10 |
0.9126 |
0.8927 |
0.0199 |
2.2% |
0.0062 |
0.7% |
88% |
True |
False |
54,336 |
| 20 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0062 |
0.7% |
75% |
False |
False |
54,709 |
| 40 |
0.9273 |
0.8899 |
0.0374 |
4.1% |
0.0066 |
0.7% |
54% |
False |
False |
62,547 |
| 60 |
0.9446 |
0.8899 |
0.0547 |
6.0% |
0.0065 |
0.7% |
37% |
False |
False |
57,767 |
| 80 |
0.9573 |
0.8899 |
0.0674 |
7.4% |
0.0061 |
0.7% |
30% |
False |
False |
43,907 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.8% |
0.0057 |
0.6% |
25% |
False |
False |
35,183 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.6% |
0.0054 |
0.6% |
23% |
False |
False |
29,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9449 |
|
2.618 |
0.9325 |
|
1.618 |
0.9249 |
|
1.000 |
0.9202 |
|
0.618 |
0.9173 |
|
HIGH |
0.9126 |
|
0.618 |
0.9097 |
|
0.500 |
0.9088 |
|
0.382 |
0.9079 |
|
LOW |
0.9050 |
|
0.618 |
0.9003 |
|
1.000 |
0.8974 |
|
1.618 |
0.8927 |
|
2.618 |
0.8851 |
|
4.250 |
0.8727 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9097 |
0.9088 |
| PP |
0.9093 |
0.9073 |
| S1 |
0.9088 |
0.9059 |
|