CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 13-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9003 |
0.8993 |
-0.0010 |
-0.1% |
0.9023 |
| High |
0.9016 |
0.9055 |
0.0039 |
0.4% |
0.9126 |
| Low |
0.8964 |
0.8990 |
0.0026 |
0.3% |
0.8991 |
| Close |
0.8992 |
0.9037 |
0.0045 |
0.5% |
0.9008 |
| Range |
0.0052 |
0.0065 |
0.0013 |
25.0% |
0.0135 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.3% |
0.0000 |
| Volume |
75,579 |
81,104 |
5,525 |
7.3% |
313,870 |
|
| Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9222 |
0.9195 |
0.9073 |
|
| R3 |
0.9157 |
0.9130 |
0.9055 |
|
| R2 |
0.9092 |
0.9092 |
0.9049 |
|
| R1 |
0.9065 |
0.9065 |
0.9043 |
0.9079 |
| PP |
0.9027 |
0.9027 |
0.9027 |
0.9034 |
| S1 |
0.9000 |
0.9000 |
0.9031 |
0.9014 |
| S2 |
0.8962 |
0.8962 |
0.9025 |
|
| S3 |
0.8897 |
0.8935 |
0.9019 |
|
| S4 |
0.8832 |
0.8870 |
0.9001 |
|
|
| 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 |
0.9105 |
0.8964 |
0.0141 |
1.6% |
0.0060 |
0.7% |
52% |
False |
False |
67,169 |
| 10 |
0.9126 |
0.8964 |
0.0162 |
1.8% |
0.0064 |
0.7% |
45% |
False |
False |
64,240 |
| 20 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0062 |
0.7% |
47% |
False |
False |
58,644 |
| 40 |
0.9160 |
0.8899 |
0.0261 |
2.9% |
0.0065 |
0.7% |
53% |
False |
False |
61,324 |
| 60 |
0.9437 |
0.8899 |
0.0538 |
6.0% |
0.0065 |
0.7% |
26% |
False |
False |
59,457 |
| 80 |
0.9573 |
0.8899 |
0.0674 |
7.5% |
0.0062 |
0.7% |
20% |
False |
False |
48,085 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0058 |
0.6% |
17% |
False |
False |
38,527 |
| 120 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0054 |
0.6% |
17% |
False |
False |
32,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9331 |
|
2.618 |
0.9225 |
|
1.618 |
0.9160 |
|
1.000 |
0.9120 |
|
0.618 |
0.9095 |
|
HIGH |
0.9055 |
|
0.618 |
0.9030 |
|
0.500 |
0.9023 |
|
0.382 |
0.9015 |
|
LOW |
0.8990 |
|
0.618 |
0.8950 |
|
1.000 |
0.8925 |
|
1.618 |
0.8885 |
|
2.618 |
0.8820 |
|
4.250 |
0.8714 |
|
|
| Fisher Pivots for day following 13-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9032 |
0.9028 |
| PP |
0.9027 |
0.9019 |
| S1 |
0.9023 |
0.9010 |
|