CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8993 |
0.9033 |
0.0040 |
0.4% |
0.9013 |
| High |
0.9055 |
0.9037 |
-0.0018 |
-0.2% |
0.9055 |
| Low |
0.8990 |
0.9000 |
0.0010 |
0.1% |
0.8964 |
| Close |
0.9037 |
0.9010 |
-0.0027 |
-0.3% |
0.9010 |
| Range |
0.0065 |
0.0037 |
-0.0028 |
-43.1% |
0.0091 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
81,104 |
42,298 |
-38,806 |
-47.8% |
301,302 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9127 |
0.9105 |
0.9030 |
|
| R3 |
0.9090 |
0.9068 |
0.9020 |
|
| R2 |
0.9053 |
0.9053 |
0.9017 |
|
| R1 |
0.9031 |
0.9031 |
0.9013 |
0.9024 |
| PP |
0.9016 |
0.9016 |
0.9016 |
0.9012 |
| S1 |
0.8994 |
0.8994 |
0.9007 |
0.8987 |
| S2 |
0.8979 |
0.8979 |
0.9003 |
|
| S3 |
0.8942 |
0.8957 |
0.9000 |
|
| S4 |
0.8905 |
0.8920 |
0.8990 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9283 |
0.9237 |
0.9060 |
|
| R3 |
0.9192 |
0.9146 |
0.9035 |
|
| R2 |
0.9101 |
0.9101 |
0.9027 |
|
| R1 |
0.9055 |
0.9055 |
0.9018 |
0.9033 |
| PP |
0.9010 |
0.9010 |
0.9010 |
0.8998 |
| S1 |
0.8964 |
0.8964 |
0.9002 |
0.8942 |
| S2 |
0.8919 |
0.8919 |
0.8993 |
|
| S3 |
0.8828 |
0.8873 |
0.8985 |
|
| S4 |
0.8737 |
0.8782 |
0.8960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9055 |
0.8964 |
0.0091 |
1.0% |
0.0048 |
0.5% |
51% |
False |
False |
60,260 |
| 10 |
0.9126 |
0.8964 |
0.0162 |
1.8% |
0.0059 |
0.7% |
28% |
False |
False |
61,517 |
| 20 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0061 |
0.7% |
36% |
False |
False |
58,343 |
| 40 |
0.9160 |
0.8899 |
0.0261 |
2.9% |
0.0065 |
0.7% |
43% |
False |
False |
60,658 |
| 60 |
0.9434 |
0.8899 |
0.0535 |
5.9% |
0.0065 |
0.7% |
21% |
False |
False |
59,454 |
| 80 |
0.9573 |
0.8899 |
0.0674 |
7.5% |
0.0062 |
0.7% |
16% |
False |
False |
48,606 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0058 |
0.6% |
14% |
False |
False |
38,947 |
| 120 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0054 |
0.6% |
14% |
False |
False |
32,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9194 |
|
2.618 |
0.9134 |
|
1.618 |
0.9097 |
|
1.000 |
0.9074 |
|
0.618 |
0.9060 |
|
HIGH |
0.9037 |
|
0.618 |
0.9023 |
|
0.500 |
0.9019 |
|
0.382 |
0.9014 |
|
LOW |
0.9000 |
|
0.618 |
0.8977 |
|
1.000 |
0.8963 |
|
1.618 |
0.8940 |
|
2.618 |
0.8903 |
|
4.250 |
0.8843 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9019 |
0.9010 |
| PP |
0.9016 |
0.9010 |
| S1 |
0.9013 |
0.9010 |
|