CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9003 |
0.9039 |
0.0036 |
0.4% |
0.9013 |
| High |
0.9054 |
0.9058 |
0.0004 |
0.0% |
0.9055 |
| Low |
0.9003 |
0.9039 |
0.0036 |
0.4% |
0.8964 |
| Close |
0.9049 |
0.9047 |
-0.0002 |
0.0% |
0.9010 |
| Range |
0.0051 |
0.0019 |
-0.0032 |
-62.7% |
0.0091 |
| ATR |
0.0060 |
0.0057 |
-0.0003 |
-4.9% |
0.0000 |
| Volume |
11,159 |
1,498 |
-9,661 |
-86.6% |
301,302 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9105 |
0.9095 |
0.9057 |
|
| R3 |
0.9086 |
0.9076 |
0.9052 |
|
| R2 |
0.9067 |
0.9067 |
0.9050 |
|
| R1 |
0.9057 |
0.9057 |
0.9049 |
0.9062 |
| PP |
0.9048 |
0.9048 |
0.9048 |
0.9051 |
| S1 |
0.9038 |
0.9038 |
0.9045 |
0.9043 |
| S2 |
0.9029 |
0.9029 |
0.9044 |
|
| S3 |
0.9010 |
0.9019 |
0.9042 |
|
| S4 |
0.8991 |
0.9000 |
0.9037 |
|
|
| 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 |
0.9058 |
0.8964 |
0.0094 |
1.0% |
0.0045 |
0.5% |
88% |
True |
False |
42,327 |
| 10 |
0.9126 |
0.8964 |
0.0162 |
1.8% |
0.0056 |
0.6% |
51% |
False |
False |
52,410 |
| 20 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0061 |
0.7% |
52% |
False |
False |
53,638 |
| 40 |
0.9160 |
0.8899 |
0.0261 |
2.9% |
0.0064 |
0.7% |
57% |
False |
False |
58,436 |
| 60 |
0.9431 |
0.8899 |
0.0532 |
5.9% |
0.0064 |
0.7% |
28% |
False |
False |
57,588 |
| 80 |
0.9560 |
0.8899 |
0.0661 |
7.3% |
0.0062 |
0.7% |
22% |
False |
False |
48,755 |
| 100 |
0.9689 |
0.8899 |
0.0790 |
8.7% |
0.0058 |
0.6% |
19% |
False |
False |
39,071 |
| 120 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0054 |
0.6% |
18% |
False |
False |
32,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9139 |
|
2.618 |
0.9108 |
|
1.618 |
0.9089 |
|
1.000 |
0.9077 |
|
0.618 |
0.9070 |
|
HIGH |
0.9058 |
|
0.618 |
0.9051 |
|
0.500 |
0.9049 |
|
0.382 |
0.9046 |
|
LOW |
0.9039 |
|
0.618 |
0.9027 |
|
1.000 |
0.9020 |
|
1.618 |
0.9008 |
|
2.618 |
0.8989 |
|
4.250 |
0.8958 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9049 |
0.9041 |
| PP |
0.9048 |
0.9035 |
| S1 |
0.9048 |
0.9029 |
|