CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9087 |
0.9102 |
0.0015 |
0.2% |
0.9031 |
| High |
0.9115 |
0.9138 |
0.0023 |
0.3% |
0.9113 |
| Low |
0.9083 |
0.8995 |
-0.0088 |
-1.0% |
0.8992 |
| Close |
0.9112 |
0.9001 |
-0.0111 |
-1.2% |
0.9080 |
| Range |
0.0032 |
0.0143 |
0.0111 |
346.9% |
0.0121 |
| ATR |
0.0057 |
0.0063 |
0.0006 |
10.7% |
0.0000 |
| Volume |
445 |
658 |
213 |
47.9% |
2,201 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9474 |
0.9380 |
0.9080 |
|
| R3 |
0.9331 |
0.9237 |
0.9040 |
|
| R2 |
0.9188 |
0.9188 |
0.9027 |
|
| R1 |
0.9094 |
0.9094 |
0.9014 |
0.9070 |
| PP |
0.9045 |
0.9045 |
0.9045 |
0.9032 |
| S1 |
0.8951 |
0.8951 |
0.8988 |
0.8927 |
| S2 |
0.8902 |
0.8902 |
0.8975 |
|
| S3 |
0.8759 |
0.8808 |
0.8962 |
|
| S4 |
0.8616 |
0.8665 |
0.8922 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9425 |
0.9373 |
0.9147 |
|
| R3 |
0.9304 |
0.9252 |
0.9113 |
|
| R2 |
0.9183 |
0.9183 |
0.9102 |
|
| R1 |
0.9131 |
0.9131 |
0.9091 |
0.9157 |
| PP |
0.9062 |
0.9062 |
0.9062 |
0.9075 |
| S1 |
0.9010 |
0.9010 |
0.9069 |
0.9036 |
| S2 |
0.8941 |
0.8941 |
0.9058 |
|
| S3 |
0.8820 |
0.8889 |
0.9047 |
|
| S4 |
0.8699 |
0.8768 |
0.9013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9138 |
0.8995 |
0.0143 |
1.6% |
0.0061 |
0.7% |
4% |
True |
True |
472 |
| 10 |
0.9138 |
0.8964 |
0.0174 |
1.9% |
0.0062 |
0.7% |
21% |
True |
False |
386 |
| 20 |
0.9138 |
0.8885 |
0.0253 |
2.8% |
0.0065 |
0.7% |
46% |
True |
False |
334 |
| 40 |
0.9406 |
0.8885 |
0.0521 |
5.8% |
0.0061 |
0.7% |
22% |
False |
False |
287 |
| 60 |
0.9473 |
0.8885 |
0.0588 |
6.5% |
0.0053 |
0.6% |
20% |
False |
False |
241 |
| 80 |
0.9551 |
0.8885 |
0.0666 |
7.4% |
0.0044 |
0.5% |
17% |
False |
False |
189 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0038 |
0.4% |
15% |
False |
False |
154 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0034 |
0.4% |
14% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9746 |
|
2.618 |
0.9512 |
|
1.618 |
0.9369 |
|
1.000 |
0.9281 |
|
0.618 |
0.9226 |
|
HIGH |
0.9138 |
|
0.618 |
0.9083 |
|
0.500 |
0.9067 |
|
0.382 |
0.9050 |
|
LOW |
0.8995 |
|
0.618 |
0.8907 |
|
1.000 |
0.8852 |
|
1.618 |
0.8764 |
|
2.618 |
0.8621 |
|
4.250 |
0.8387 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9067 |
0.9067 |
| PP |
0.9045 |
0.9045 |
| S1 |
0.9023 |
0.9023 |
|