CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9006 |
0.8986 |
-0.0020 |
-0.2% |
0.9087 |
| High |
0.9013 |
0.8987 |
-0.0026 |
-0.3% |
0.9138 |
| Low |
0.8974 |
0.8910 |
-0.0064 |
-0.7% |
0.8910 |
| Close |
0.8978 |
0.8963 |
-0.0015 |
-0.2% |
0.8963 |
| Range |
0.0039 |
0.0077 |
0.0038 |
97.4% |
0.0228 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.8% |
0.0000 |
| Volume |
1,294 |
1,034 |
-260 |
-20.1% |
3,431 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9184 |
0.9151 |
0.9005 |
|
| R3 |
0.9107 |
0.9074 |
0.8984 |
|
| R2 |
0.9030 |
0.9030 |
0.8977 |
|
| R1 |
0.8997 |
0.8997 |
0.8970 |
0.8975 |
| PP |
0.8953 |
0.8953 |
0.8953 |
0.8943 |
| S1 |
0.8920 |
0.8920 |
0.8956 |
0.8898 |
| S2 |
0.8876 |
0.8876 |
0.8949 |
|
| S3 |
0.8799 |
0.8843 |
0.8942 |
|
| S4 |
0.8722 |
0.8766 |
0.8921 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9688 |
0.9553 |
0.9088 |
|
| R3 |
0.9460 |
0.9325 |
0.9026 |
|
| R2 |
0.9232 |
0.9232 |
0.9005 |
|
| R1 |
0.9097 |
0.9097 |
0.8984 |
0.9051 |
| PP |
0.9004 |
0.9004 |
0.9004 |
0.8980 |
| S1 |
0.8869 |
0.8869 |
0.8942 |
0.8823 |
| S2 |
0.8776 |
0.8776 |
0.8921 |
|
| S3 |
0.8548 |
0.8641 |
0.8900 |
|
| S4 |
0.8320 |
0.8413 |
0.8838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0066 |
0.7% |
23% |
False |
True |
735 |
| 10 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0062 |
0.7% |
23% |
False |
True |
587 |
| 20 |
0.9138 |
0.8885 |
0.0253 |
2.8% |
0.0062 |
0.7% |
31% |
False |
False |
426 |
| 40 |
0.9405 |
0.8885 |
0.0520 |
5.8% |
0.0061 |
0.7% |
15% |
False |
False |
329 |
| 60 |
0.9450 |
0.8885 |
0.0565 |
6.3% |
0.0054 |
0.6% |
14% |
False |
False |
280 |
| 80 |
0.9551 |
0.8885 |
0.0666 |
7.4% |
0.0046 |
0.5% |
12% |
False |
False |
217 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0039 |
0.4% |
10% |
False |
False |
177 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.4% |
0.0035 |
0.4% |
9% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9314 |
|
2.618 |
0.9189 |
|
1.618 |
0.9112 |
|
1.000 |
0.9064 |
|
0.618 |
0.9035 |
|
HIGH |
0.8987 |
|
0.618 |
0.8958 |
|
0.500 |
0.8949 |
|
0.382 |
0.8939 |
|
LOW |
0.8910 |
|
0.618 |
0.8862 |
|
1.000 |
0.8833 |
|
1.618 |
0.8785 |
|
2.618 |
0.8708 |
|
4.250 |
0.8583 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8958 |
0.9024 |
| PP |
0.8953 |
0.9004 |
| S1 |
0.8949 |
0.8983 |
|