CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8959 |
0.8965 |
0.0006 |
0.1% |
0.8980 |
| High |
0.8970 |
0.9034 |
0.0064 |
0.7% |
0.9034 |
| Low |
0.8938 |
0.8949 |
0.0011 |
0.1% |
0.8938 |
| Close |
0.8950 |
0.9015 |
0.0065 |
0.7% |
0.9015 |
| Range |
0.0032 |
0.0085 |
0.0053 |
165.6% |
0.0096 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.2% |
0.0000 |
| Volume |
3,102 |
2,856 |
-246 |
-7.9% |
9,891 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9254 |
0.9220 |
0.9062 |
|
| R3 |
0.9169 |
0.9135 |
0.9038 |
|
| R2 |
0.9084 |
0.9084 |
0.9031 |
|
| R1 |
0.9050 |
0.9050 |
0.9023 |
0.9067 |
| PP |
0.8999 |
0.8999 |
0.8999 |
0.9008 |
| S1 |
0.8965 |
0.8965 |
0.9007 |
0.8982 |
| S2 |
0.8914 |
0.8914 |
0.8999 |
|
| S3 |
0.8829 |
0.8880 |
0.8992 |
|
| S4 |
0.8744 |
0.8795 |
0.8968 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9284 |
0.9245 |
0.9068 |
|
| R3 |
0.9188 |
0.9149 |
0.9041 |
|
| R2 |
0.9092 |
0.9092 |
0.9033 |
|
| R1 |
0.9053 |
0.9053 |
0.9024 |
0.9073 |
| PP |
0.8996 |
0.8996 |
0.8996 |
0.9005 |
| S1 |
0.8957 |
0.8957 |
0.9006 |
0.8977 |
| S2 |
0.8900 |
0.8900 |
0.8997 |
|
| S3 |
0.8804 |
0.8861 |
0.8989 |
|
| S4 |
0.8708 |
0.8765 |
0.8962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9034 |
0.8938 |
0.0096 |
1.1% |
0.0055 |
0.6% |
80% |
True |
False |
1,978 |
| 10 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0060 |
0.7% |
46% |
False |
False |
1,356 |
| 20 |
0.9138 |
0.8885 |
0.0253 |
2.8% |
0.0061 |
0.7% |
51% |
False |
False |
854 |
| 40 |
0.9405 |
0.8885 |
0.0520 |
5.8% |
0.0062 |
0.7% |
25% |
False |
False |
554 |
| 60 |
0.9423 |
0.8885 |
0.0538 |
6.0% |
0.0056 |
0.6% |
24% |
False |
False |
439 |
| 80 |
0.9551 |
0.8885 |
0.0666 |
7.4% |
0.0048 |
0.5% |
20% |
False |
False |
339 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0041 |
0.5% |
16% |
False |
False |
275 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0037 |
0.4% |
15% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9395 |
|
2.618 |
0.9257 |
|
1.618 |
0.9172 |
|
1.000 |
0.9119 |
|
0.618 |
0.9087 |
|
HIGH |
0.9034 |
|
0.618 |
0.9002 |
|
0.500 |
0.8992 |
|
0.382 |
0.8981 |
|
LOW |
0.8949 |
|
0.618 |
0.8896 |
|
1.000 |
0.8864 |
|
1.618 |
0.8811 |
|
2.618 |
0.8726 |
|
4.250 |
0.8588 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9007 |
0.9005 |
| PP |
0.8999 |
0.8996 |
| S1 |
0.8992 |
0.8986 |
|