CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8986 |
0.8980 |
-0.0006 |
-0.1% |
0.9087 |
| High |
0.8987 |
0.9023 |
0.0036 |
0.4% |
0.9138 |
| Low |
0.8910 |
0.8954 |
0.0044 |
0.5% |
0.8910 |
| Close |
0.8963 |
0.9018 |
0.0055 |
0.6% |
0.8963 |
| Range |
0.0077 |
0.0069 |
-0.0008 |
-10.4% |
0.0228 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.7% |
0.0000 |
| Volume |
1,034 |
947 |
-87 |
-8.4% |
3,431 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9205 |
0.9181 |
0.9056 |
|
| R3 |
0.9136 |
0.9112 |
0.9037 |
|
| R2 |
0.9067 |
0.9067 |
0.9031 |
|
| R1 |
0.9043 |
0.9043 |
0.9024 |
0.9055 |
| PP |
0.8998 |
0.8998 |
0.8998 |
0.9005 |
| S1 |
0.8974 |
0.8974 |
0.9012 |
0.8986 |
| S2 |
0.8929 |
0.8929 |
0.9005 |
|
| S3 |
0.8860 |
0.8905 |
0.8999 |
|
| S4 |
0.8791 |
0.8836 |
0.8980 |
|
|
| 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% |
0.0072 |
0.8% |
47% |
False |
False |
875 |
| 10 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0059 |
0.7% |
47% |
False |
False |
657 |
| 20 |
0.9138 |
0.8885 |
0.0253 |
2.8% |
0.0063 |
0.7% |
53% |
False |
False |
449 |
| 40 |
0.9405 |
0.8885 |
0.0520 |
5.8% |
0.0062 |
0.7% |
26% |
False |
False |
343 |
| 60 |
0.9450 |
0.8885 |
0.0565 |
6.3% |
0.0055 |
0.6% |
24% |
False |
False |
294 |
| 80 |
0.9551 |
0.8885 |
0.0666 |
7.4% |
0.0046 |
0.5% |
20% |
False |
False |
229 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0040 |
0.4% |
17% |
False |
False |
186 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0036 |
0.4% |
16% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9316 |
|
2.618 |
0.9204 |
|
1.618 |
0.9135 |
|
1.000 |
0.9092 |
|
0.618 |
0.9066 |
|
HIGH |
0.9023 |
|
0.618 |
0.8997 |
|
0.500 |
0.8989 |
|
0.382 |
0.8980 |
|
LOW |
0.8954 |
|
0.618 |
0.8911 |
|
1.000 |
0.8885 |
|
1.618 |
0.8842 |
|
2.618 |
0.8773 |
|
4.250 |
0.8661 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9008 |
0.9001 |
| PP |
0.8998 |
0.8984 |
| S1 |
0.8989 |
0.8967 |
|