CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 10-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9099 |
0.9013 |
-0.0086 |
-0.9% |
0.9023 |
| High |
0.9105 |
0.9018 |
-0.0087 |
-1.0% |
0.9126 |
| Low |
0.9006 |
0.8982 |
-0.0024 |
-0.3% |
0.8991 |
| Close |
0.9008 |
0.9002 |
-0.0006 |
-0.1% |
0.9008 |
| Range |
0.0099 |
0.0036 |
-0.0063 |
-63.6% |
0.0135 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
76,843 |
46,716 |
-30,127 |
-39.2% |
313,870 |
|
| Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9109 |
0.9091 |
0.9022 |
|
| R3 |
0.9073 |
0.9055 |
0.9012 |
|
| R2 |
0.9037 |
0.9037 |
0.9009 |
|
| R1 |
0.9019 |
0.9019 |
0.9005 |
0.9010 |
| PP |
0.9001 |
0.9001 |
0.9001 |
0.8996 |
| S1 |
0.8983 |
0.8983 |
0.8999 |
0.8974 |
| S2 |
0.8965 |
0.8965 |
0.8995 |
|
| S3 |
0.8929 |
0.8947 |
0.8992 |
|
| S4 |
0.8893 |
0.8911 |
0.8982 |
|
|
| 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 |
0.8982 |
0.0144 |
1.6% |
0.0066 |
0.7% |
14% |
False |
True |
60,807 |
| 10 |
0.9126 |
0.8956 |
0.0170 |
1.9% |
0.0060 |
0.7% |
27% |
False |
False |
55,412 |
| 20 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0061 |
0.7% |
32% |
False |
False |
54,681 |
| 40 |
0.9212 |
0.8899 |
0.0313 |
3.5% |
0.0067 |
0.7% |
33% |
False |
False |
61,888 |
| 60 |
0.9446 |
0.8899 |
0.0547 |
6.1% |
0.0066 |
0.7% |
19% |
False |
False |
59,253 |
| 80 |
0.9573 |
0.8899 |
0.0674 |
7.5% |
0.0062 |
0.7% |
15% |
False |
False |
45,440 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0057 |
0.6% |
13% |
False |
False |
36,413 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0054 |
0.6% |
12% |
False |
False |
30,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9171 |
|
2.618 |
0.9112 |
|
1.618 |
0.9076 |
|
1.000 |
0.9054 |
|
0.618 |
0.9040 |
|
HIGH |
0.9018 |
|
0.618 |
0.9004 |
|
0.500 |
0.9000 |
|
0.382 |
0.8996 |
|
LOW |
0.8982 |
|
0.618 |
0.8960 |
|
1.000 |
0.8946 |
|
1.618 |
0.8924 |
|
2.618 |
0.8888 |
|
4.250 |
0.8829 |
|
|
| Fisher Pivots for day following 10-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9001 |
0.9054 |
| PP |
0.9001 |
0.9037 |
| S1 |
0.9000 |
0.9019 |
|