CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9031 |
0.9018 |
-0.0013 |
-0.1% |
0.8970 |
| High |
0.9048 |
0.9060 |
0.0012 |
0.1% |
0.9090 |
| Low |
0.9013 |
0.8992 |
-0.0021 |
-0.2% |
0.8963 |
| Close |
0.9026 |
0.9054 |
0.0028 |
0.3% |
0.9036 |
| Range |
0.0035 |
0.0068 |
0.0033 |
94.3% |
0.0127 |
| ATR |
0.0062 |
0.0063 |
0.0000 |
0.7% |
0.0000 |
| Volume |
754 |
188 |
-566 |
-75.1% |
1,382 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9239 |
0.9215 |
0.9091 |
|
| R3 |
0.9171 |
0.9147 |
0.9073 |
|
| R2 |
0.9103 |
0.9103 |
0.9066 |
|
| R1 |
0.9079 |
0.9079 |
0.9060 |
0.9091 |
| PP |
0.9035 |
0.9035 |
0.9035 |
0.9042 |
| S1 |
0.9011 |
0.9011 |
0.9048 |
0.9023 |
| S2 |
0.8967 |
0.8967 |
0.9042 |
|
| S3 |
0.8899 |
0.8943 |
0.9035 |
|
| S4 |
0.8831 |
0.8875 |
0.9017 |
|
|
| 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 |
0.8964 |
0.0126 |
1.4% |
0.0062 |
0.7% |
71% |
False |
False |
301 |
| 10 |
0.9090 |
0.8885 |
0.0205 |
2.3% |
0.0063 |
0.7% |
82% |
False |
False |
285 |
| 20 |
0.9157 |
0.8885 |
0.0272 |
3.0% |
0.0062 |
0.7% |
62% |
False |
False |
274 |
| 40 |
0.9415 |
0.8885 |
0.0530 |
5.9% |
0.0060 |
0.7% |
32% |
False |
False |
264 |
| 60 |
0.9545 |
0.8885 |
0.0660 |
7.3% |
0.0050 |
0.6% |
26% |
False |
False |
203 |
| 80 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0041 |
0.5% |
21% |
False |
False |
160 |
| 100 |
0.9715 |
0.8885 |
0.0830 |
9.2% |
0.0036 |
0.4% |
20% |
False |
False |
131 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0033 |
0.4% |
20% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9349 |
|
2.618 |
0.9238 |
|
1.618 |
0.9170 |
|
1.000 |
0.9128 |
|
0.618 |
0.9102 |
|
HIGH |
0.9060 |
|
0.618 |
0.9034 |
|
0.500 |
0.9026 |
|
0.382 |
0.9018 |
|
LOW |
0.8992 |
|
0.618 |
0.8950 |
|
1.000 |
0.8924 |
|
1.618 |
0.8882 |
|
2.618 |
0.8814 |
|
4.250 |
0.8703 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9045 |
0.9050 |
| PP |
0.9035 |
0.9045 |
| S1 |
0.9026 |
0.9041 |
|