CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9102 |
0.9006 |
-0.0096 |
-1.1% |
0.9031 |
| High |
0.9138 |
0.9013 |
-0.0125 |
-1.4% |
0.9113 |
| Low |
0.8995 |
0.8974 |
-0.0021 |
-0.2% |
0.8992 |
| Close |
0.9001 |
0.8978 |
-0.0023 |
-0.3% |
0.9080 |
| Range |
0.0143 |
0.0039 |
-0.0104 |
-72.7% |
0.0121 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
658 |
1,294 |
636 |
96.7% |
2,201 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9105 |
0.9081 |
0.8999 |
|
| R3 |
0.9066 |
0.9042 |
0.8989 |
|
| R2 |
0.9027 |
0.9027 |
0.8985 |
|
| R1 |
0.9003 |
0.9003 |
0.8982 |
0.8996 |
| PP |
0.8988 |
0.8988 |
0.8988 |
0.8985 |
| S1 |
0.8964 |
0.8964 |
0.8974 |
0.8957 |
| S2 |
0.8949 |
0.8949 |
0.8971 |
|
| S3 |
0.8910 |
0.8925 |
0.8967 |
|
| S4 |
0.8871 |
0.8886 |
0.8957 |
|
|
| 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 |
0.8974 |
0.0164 |
1.8% |
0.0062 |
0.7% |
2% |
False |
True |
612 |
| 10 |
0.9138 |
0.8964 |
0.0174 |
1.9% |
0.0060 |
0.7% |
8% |
False |
False |
496 |
| 20 |
0.9138 |
0.8885 |
0.0253 |
2.8% |
0.0061 |
0.7% |
37% |
False |
False |
388 |
| 40 |
0.9406 |
0.8885 |
0.0521 |
5.8% |
0.0060 |
0.7% |
18% |
False |
False |
315 |
| 60 |
0.9450 |
0.8885 |
0.0565 |
6.3% |
0.0054 |
0.6% |
16% |
False |
False |
263 |
| 80 |
0.9551 |
0.8885 |
0.0666 |
7.4% |
0.0045 |
0.5% |
14% |
False |
False |
205 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0038 |
0.4% |
12% |
False |
False |
167 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.4% |
0.0034 |
0.4% |
11% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9179 |
|
2.618 |
0.9115 |
|
1.618 |
0.9076 |
|
1.000 |
0.9052 |
|
0.618 |
0.9037 |
|
HIGH |
0.9013 |
|
0.618 |
0.8998 |
|
0.500 |
0.8994 |
|
0.382 |
0.8989 |
|
LOW |
0.8974 |
|
0.618 |
0.8950 |
|
1.000 |
0.8935 |
|
1.618 |
0.8911 |
|
2.618 |
0.8872 |
|
4.250 |
0.8808 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8994 |
0.9056 |
| PP |
0.8988 |
0.9030 |
| S1 |
0.8983 |
0.9004 |
|