CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9061 |
0.9099 |
0.0038 |
0.4% |
0.9023 |
| High |
0.9126 |
0.9105 |
-0.0021 |
-0.2% |
0.9126 |
| Low |
0.9050 |
0.9006 |
-0.0044 |
-0.5% |
0.8991 |
| Close |
0.9102 |
0.9008 |
-0.0094 |
-1.0% |
0.9008 |
| Range |
0.0076 |
0.0099 |
0.0023 |
30.3% |
0.0135 |
| ATR |
0.0064 |
0.0067 |
0.0002 |
3.9% |
0.0000 |
| Volume |
74,960 |
76,843 |
1,883 |
2.5% |
313,870 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9337 |
0.9271 |
0.9062 |
|
| R3 |
0.9238 |
0.9172 |
0.9035 |
|
| R2 |
0.9139 |
0.9139 |
0.9026 |
|
| R1 |
0.9073 |
0.9073 |
0.9017 |
0.9057 |
| PP |
0.9040 |
0.9040 |
0.9040 |
0.9031 |
| S1 |
0.8974 |
0.8974 |
0.8999 |
0.8958 |
| S2 |
0.8941 |
0.8941 |
0.8990 |
|
| S3 |
0.8842 |
0.8875 |
0.8981 |
|
| S4 |
0.8743 |
0.8776 |
0.8954 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9447 |
0.9362 |
0.9082 |
|
| R3 |
0.9312 |
0.9227 |
0.9045 |
|
| R2 |
0.9177 |
0.9177 |
0.9033 |
|
| R1 |
0.9092 |
0.9092 |
0.9020 |
0.9067 |
| PP |
0.9042 |
0.9042 |
0.9042 |
0.9029 |
| S1 |
0.8957 |
0.8957 |
0.8996 |
0.8932 |
| S2 |
0.8907 |
0.8907 |
0.8983 |
|
| S3 |
0.8772 |
0.8822 |
0.8971 |
|
| S4 |
0.8637 |
0.8687 |
0.8934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9126 |
0.8991 |
0.0135 |
1.5% |
0.0070 |
0.8% |
13% |
False |
False |
62,774 |
| 10 |
0.9126 |
0.8956 |
0.0170 |
1.9% |
0.0064 |
0.7% |
31% |
False |
False |
54,863 |
| 20 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0064 |
0.7% |
35% |
False |
False |
55,919 |
| 40 |
0.9229 |
0.8899 |
0.0330 |
3.7% |
0.0067 |
0.7% |
33% |
False |
False |
62,315 |
| 60 |
0.9446 |
0.8899 |
0.0547 |
6.1% |
0.0066 |
0.7% |
20% |
False |
False |
58,737 |
| 80 |
0.9573 |
0.8899 |
0.0674 |
7.5% |
0.0061 |
0.7% |
16% |
False |
False |
44,861 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0057 |
0.6% |
14% |
False |
False |
35,948 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0054 |
0.6% |
12% |
False |
False |
29,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9526 |
|
2.618 |
0.9364 |
|
1.618 |
0.9265 |
|
1.000 |
0.9204 |
|
0.618 |
0.9166 |
|
HIGH |
0.9105 |
|
0.618 |
0.9067 |
|
0.500 |
0.9056 |
|
0.382 |
0.9044 |
|
LOW |
0.9006 |
|
0.618 |
0.8945 |
|
1.000 |
0.8907 |
|
1.618 |
0.8846 |
|
2.618 |
0.8747 |
|
4.250 |
0.8585 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9056 |
0.9062 |
| PP |
0.9040 |
0.9044 |
| S1 |
0.9024 |
0.9026 |
|