CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8998 |
0.8959 |
-0.0039 |
-0.4% |
0.9087 |
| High |
0.9006 |
0.8970 |
-0.0036 |
-0.4% |
0.9138 |
| Low |
0.8950 |
0.8938 |
-0.0012 |
-0.1% |
0.8910 |
| Close |
0.8960 |
0.8950 |
-0.0010 |
-0.1% |
0.8963 |
| Range |
0.0056 |
0.0032 |
-0.0024 |
-42.9% |
0.0228 |
| ATR |
0.0061 |
0.0058 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
1,564 |
3,102 |
1,538 |
98.3% |
3,431 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9049 |
0.9031 |
0.8968 |
|
| R3 |
0.9017 |
0.8999 |
0.8959 |
|
| R2 |
0.8985 |
0.8985 |
0.8956 |
|
| R1 |
0.8967 |
0.8967 |
0.8953 |
0.8960 |
| PP |
0.8953 |
0.8953 |
0.8953 |
0.8949 |
| S1 |
0.8935 |
0.8935 |
0.8947 |
0.8928 |
| S2 |
0.8921 |
0.8921 |
0.8944 |
|
| S3 |
0.8889 |
0.8903 |
0.8941 |
|
| S4 |
0.8857 |
0.8871 |
0.8932 |
|
|
| 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 |
0.9023 |
0.8910 |
0.0113 |
1.3% |
0.0053 |
0.6% |
35% |
False |
False |
1,613 |
| 10 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0058 |
0.6% |
18% |
False |
False |
1,113 |
| 20 |
0.9138 |
0.8885 |
0.0253 |
2.8% |
0.0059 |
0.7% |
26% |
False |
False |
722 |
| 40 |
0.9405 |
0.8885 |
0.0520 |
5.8% |
0.0060 |
0.7% |
13% |
False |
False |
489 |
| 60 |
0.9423 |
0.8885 |
0.0538 |
6.0% |
0.0055 |
0.6% |
12% |
False |
False |
392 |
| 80 |
0.9551 |
0.8885 |
0.0666 |
7.4% |
0.0047 |
0.5% |
10% |
False |
False |
304 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.9% |
0.0041 |
0.5% |
8% |
False |
False |
246 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.4% |
0.0037 |
0.4% |
8% |
False |
False |
209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9106 |
|
2.618 |
0.9054 |
|
1.618 |
0.9022 |
|
1.000 |
0.9002 |
|
0.618 |
0.8990 |
|
HIGH |
0.8970 |
|
0.618 |
0.8958 |
|
0.500 |
0.8954 |
|
0.382 |
0.8950 |
|
LOW |
0.8938 |
|
0.618 |
0.8918 |
|
1.000 |
0.8906 |
|
1.618 |
0.8886 |
|
2.618 |
0.8854 |
|
4.250 |
0.8802 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8954 |
0.8980 |
| PP |
0.8953 |
0.8970 |
| S1 |
0.8951 |
0.8960 |
|