CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9002 |
0.9003 |
0.0001 |
0.0% |
0.9023 |
| High |
0.9031 |
0.9016 |
-0.0015 |
-0.2% |
0.9126 |
| Low |
0.8982 |
0.8964 |
-0.0018 |
-0.2% |
0.8991 |
| Close |
0.9004 |
0.8992 |
-0.0012 |
-0.1% |
0.9008 |
| Range |
0.0049 |
0.0052 |
0.0003 |
6.1% |
0.0135 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
55,605 |
75,579 |
19,974 |
35.9% |
313,870 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9147 |
0.9121 |
0.9021 |
|
| R3 |
0.9095 |
0.9069 |
0.9006 |
|
| R2 |
0.9043 |
0.9043 |
0.9002 |
|
| R1 |
0.9017 |
0.9017 |
0.8997 |
0.9004 |
| PP |
0.8991 |
0.8991 |
0.8991 |
0.8984 |
| S1 |
0.8965 |
0.8965 |
0.8987 |
0.8952 |
| S2 |
0.8939 |
0.8939 |
0.8982 |
|
| S3 |
0.8887 |
0.8913 |
0.8978 |
|
| S4 |
0.8835 |
0.8861 |
0.8963 |
|
|
| 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 |
0.8964 |
0.0162 |
1.8% |
0.0062 |
0.7% |
17% |
False |
True |
65,940 |
| 10 |
0.9126 |
0.8956 |
0.0170 |
1.9% |
0.0061 |
0.7% |
21% |
False |
False |
60,593 |
| 20 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0061 |
0.7% |
28% |
False |
False |
56,860 |
| 40 |
0.9187 |
0.8899 |
0.0288 |
3.2% |
0.0065 |
0.7% |
32% |
False |
False |
61,110 |
| 60 |
0.9437 |
0.8899 |
0.0538 |
6.0% |
0.0065 |
0.7% |
17% |
False |
False |
59,349 |
| 80 |
0.9573 |
0.8899 |
0.0674 |
7.5% |
0.0062 |
0.7% |
14% |
False |
False |
47,075 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0057 |
0.6% |
12% |
False |
False |
37,721 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0054 |
0.6% |
11% |
False |
False |
31,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9237 |
|
2.618 |
0.9152 |
|
1.618 |
0.9100 |
|
1.000 |
0.9068 |
|
0.618 |
0.9048 |
|
HIGH |
0.9016 |
|
0.618 |
0.8996 |
|
0.500 |
0.8990 |
|
0.382 |
0.8984 |
|
LOW |
0.8964 |
|
0.618 |
0.8932 |
|
1.000 |
0.8912 |
|
1.618 |
0.8880 |
|
2.618 |
0.8828 |
|
4.250 |
0.8743 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8991 |
0.8998 |
| PP |
0.8991 |
0.8996 |
| S1 |
0.8990 |
0.8994 |
|