CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8927 |
0.8970 |
0.0043 |
0.5% |
0.9007 |
| High |
0.8991 |
0.9026 |
0.0035 |
0.4% |
0.9033 |
| Low |
0.8885 |
0.8963 |
0.0078 |
0.9% |
0.8885 |
| Close |
0.8959 |
0.8983 |
0.0024 |
0.3% |
0.8959 |
| Range |
0.0106 |
0.0063 |
-0.0043 |
-40.6% |
0.0148 |
| ATR |
0.0063 |
0.0064 |
0.0000 |
0.4% |
0.0000 |
| Volume |
190 |
462 |
272 |
143.2% |
1,026 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9180 |
0.9144 |
0.9018 |
|
| R3 |
0.9117 |
0.9081 |
0.9000 |
|
| R2 |
0.9054 |
0.9054 |
0.8995 |
|
| R1 |
0.9018 |
0.9018 |
0.8989 |
0.9036 |
| PP |
0.8991 |
0.8991 |
0.8991 |
0.9000 |
| S1 |
0.8955 |
0.8955 |
0.8977 |
0.8973 |
| S2 |
0.8928 |
0.8928 |
0.8971 |
|
| S3 |
0.8865 |
0.8892 |
0.8966 |
|
| S4 |
0.8802 |
0.8829 |
0.8948 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9403 |
0.9329 |
0.9040 |
|
| R3 |
0.9255 |
0.9181 |
0.9000 |
|
| R2 |
0.9107 |
0.9107 |
0.8986 |
|
| R1 |
0.9033 |
0.9033 |
0.8973 |
0.8996 |
| PP |
0.8959 |
0.8959 |
0.8959 |
0.8941 |
| S1 |
0.8885 |
0.8885 |
0.8945 |
0.8848 |
| S2 |
0.8811 |
0.8811 |
0.8932 |
|
| S3 |
0.8663 |
0.8737 |
0.8918 |
|
| S4 |
0.8515 |
0.8589 |
0.8878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9026 |
0.8885 |
0.0141 |
1.6% |
0.0068 |
0.8% |
70% |
True |
False |
251 |
| 10 |
0.9115 |
0.8885 |
0.0230 |
2.6% |
0.0070 |
0.8% |
43% |
False |
False |
271 |
| 20 |
0.9385 |
0.8885 |
0.0500 |
5.6% |
0.0064 |
0.7% |
20% |
False |
False |
269 |
| 40 |
0.9423 |
0.8885 |
0.0538 |
6.0% |
0.0057 |
0.6% |
18% |
False |
False |
244 |
| 60 |
0.9549 |
0.8885 |
0.0664 |
7.4% |
0.0045 |
0.5% |
15% |
False |
False |
178 |
| 80 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0038 |
0.4% |
12% |
False |
False |
137 |
| 100 |
0.9726 |
0.8885 |
0.0841 |
9.4% |
0.0033 |
0.4% |
12% |
False |
False |
115 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.4% |
0.0030 |
0.3% |
12% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9294 |
|
2.618 |
0.9191 |
|
1.618 |
0.9128 |
|
1.000 |
0.9089 |
|
0.618 |
0.9065 |
|
HIGH |
0.9026 |
|
0.618 |
0.9002 |
|
0.500 |
0.8995 |
|
0.382 |
0.8987 |
|
LOW |
0.8963 |
|
0.618 |
0.8924 |
|
1.000 |
0.8900 |
|
1.618 |
0.8861 |
|
2.618 |
0.8798 |
|
4.250 |
0.8695 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8995 |
0.8974 |
| PP |
0.8991 |
0.8965 |
| S1 |
0.8987 |
0.8956 |
|