CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 07-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2014 |
07-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9000 |
0.9007 |
0.0007 |
0.1% |
0.8970 |
| High |
0.9022 |
0.9090 |
0.0068 |
0.8% |
0.9090 |
| Low |
0.8964 |
0.8999 |
0.0035 |
0.4% |
0.8963 |
| Close |
0.9009 |
0.9036 |
0.0027 |
0.3% |
0.9036 |
| Range |
0.0058 |
0.0091 |
0.0033 |
56.9% |
0.0127 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.3% |
0.0000 |
| Volume |
120 |
244 |
124 |
103.3% |
1,382 |
|
| Daily Pivots for day following 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9315 |
0.9266 |
0.9086 |
|
| R3 |
0.9224 |
0.9175 |
0.9061 |
|
| R2 |
0.9133 |
0.9133 |
0.9053 |
|
| R1 |
0.9084 |
0.9084 |
0.9044 |
0.9109 |
| PP |
0.9042 |
0.9042 |
0.9042 |
0.9054 |
| S1 |
0.8993 |
0.8993 |
0.9028 |
0.9018 |
| S2 |
0.8951 |
0.8951 |
0.9019 |
|
| S3 |
0.8860 |
0.8902 |
0.9011 |
|
| S4 |
0.8769 |
0.8811 |
0.8986 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9411 |
0.9350 |
0.9106 |
|
| R3 |
0.9284 |
0.9223 |
0.9071 |
|
| R2 |
0.9157 |
0.9157 |
0.9059 |
|
| R1 |
0.9096 |
0.9096 |
0.9048 |
0.9127 |
| PP |
0.9030 |
0.9030 |
0.9030 |
0.9045 |
| S1 |
0.8969 |
0.8969 |
0.9024 |
0.9000 |
| S2 |
0.8903 |
0.8903 |
0.9013 |
|
| S3 |
0.8776 |
0.8842 |
0.9001 |
|
| S4 |
0.8649 |
0.8715 |
0.8966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9090 |
0.8963 |
0.0127 |
1.4% |
0.0064 |
0.7% |
57% |
True |
False |
276 |
| 10 |
0.9090 |
0.8885 |
0.0205 |
2.3% |
0.0066 |
0.7% |
74% |
True |
False |
240 |
| 20 |
0.9190 |
0.8885 |
0.0305 |
3.4% |
0.0064 |
0.7% |
50% |
False |
False |
257 |
| 40 |
0.9423 |
0.8885 |
0.0538 |
6.0% |
0.0060 |
0.7% |
28% |
False |
False |
246 |
| 60 |
0.9545 |
0.8885 |
0.0660 |
7.3% |
0.0049 |
0.5% |
23% |
False |
False |
189 |
| 80 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0040 |
0.4% |
19% |
False |
False |
148 |
| 100 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0036 |
0.4% |
18% |
False |
False |
122 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0032 |
0.4% |
18% |
False |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9477 |
|
2.618 |
0.9328 |
|
1.618 |
0.9237 |
|
1.000 |
0.9181 |
|
0.618 |
0.9146 |
|
HIGH |
0.9090 |
|
0.618 |
0.9055 |
|
0.500 |
0.9045 |
|
0.382 |
0.9034 |
|
LOW |
0.8999 |
|
0.618 |
0.8943 |
|
1.000 |
0.8908 |
|
1.618 |
0.8852 |
|
2.618 |
0.8761 |
|
4.250 |
0.8612 |
|
|
| Fisher Pivots for day following 07-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9045 |
0.9033 |
| PP |
0.9042 |
0.9030 |
| S1 |
0.9039 |
0.9027 |
|