CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8965 |
0.9000 |
0.0035 |
0.4% |
0.8980 |
| High |
0.9034 |
0.9036 |
0.0002 |
0.0% |
0.9034 |
| Low |
0.8949 |
0.8980 |
0.0031 |
0.3% |
0.8938 |
| Close |
0.9015 |
0.9000 |
-0.0015 |
-0.2% |
0.9015 |
| Range |
0.0085 |
0.0056 |
-0.0029 |
-34.1% |
0.0096 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
2,856 |
1,129 |
-1,727 |
-60.5% |
9,891 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9173 |
0.9143 |
0.9031 |
|
| R3 |
0.9117 |
0.9087 |
0.9015 |
|
| R2 |
0.9061 |
0.9061 |
0.9010 |
|
| R1 |
0.9031 |
0.9031 |
0.9005 |
0.9028 |
| PP |
0.9005 |
0.9005 |
0.9005 |
0.9004 |
| S1 |
0.8975 |
0.8975 |
0.8995 |
0.8972 |
| S2 |
0.8949 |
0.8949 |
0.8990 |
|
| S3 |
0.8893 |
0.8919 |
0.8985 |
|
| S4 |
0.8837 |
0.8863 |
0.8969 |
|
|
| 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 |
0.9036 |
0.8938 |
0.0098 |
1.1% |
0.0052 |
0.6% |
63% |
True |
False |
2,014 |
| 10 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0062 |
0.7% |
39% |
False |
False |
1,445 |
| 20 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0059 |
0.7% |
39% |
False |
False |
901 |
| 40 |
0.9390 |
0.8885 |
0.0505 |
5.6% |
0.0061 |
0.7% |
23% |
False |
False |
580 |
| 60 |
0.9423 |
0.8885 |
0.0538 |
6.0% |
0.0057 |
0.6% |
21% |
False |
False |
457 |
| 80 |
0.9549 |
0.8885 |
0.0664 |
7.4% |
0.0048 |
0.5% |
17% |
False |
False |
353 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0042 |
0.5% |
15% |
False |
False |
286 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0037 |
0.4% |
14% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9274 |
|
2.618 |
0.9183 |
|
1.618 |
0.9127 |
|
1.000 |
0.9092 |
|
0.618 |
0.9071 |
|
HIGH |
0.9036 |
|
0.618 |
0.9015 |
|
0.500 |
0.9008 |
|
0.382 |
0.9001 |
|
LOW |
0.8980 |
|
0.618 |
0.8945 |
|
1.000 |
0.8924 |
|
1.618 |
0.8889 |
|
2.618 |
0.8833 |
|
4.250 |
0.8742 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9008 |
0.8996 |
| PP |
0.9005 |
0.8991 |
| S1 |
0.9003 |
0.8987 |
|