CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 04-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9000 |
0.9003 |
0.0003 |
0.0% |
0.8980 |
| High |
0.9036 |
0.9016 |
-0.0020 |
-0.2% |
0.9034 |
| Low |
0.8980 |
0.8973 |
-0.0007 |
-0.1% |
0.8938 |
| Close |
0.9000 |
0.8979 |
-0.0021 |
-0.2% |
0.9015 |
| Range |
0.0056 |
0.0043 |
-0.0013 |
-23.2% |
0.0096 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
1,129 |
3,031 |
1,902 |
168.5% |
9,891 |
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9118 |
0.9092 |
0.9003 |
|
| R3 |
0.9075 |
0.9049 |
0.8991 |
|
| R2 |
0.9032 |
0.9032 |
0.8987 |
|
| R1 |
0.9006 |
0.9006 |
0.8983 |
0.8998 |
| PP |
0.8989 |
0.8989 |
0.8989 |
0.8985 |
| S1 |
0.8963 |
0.8963 |
0.8975 |
0.8955 |
| S2 |
0.8946 |
0.8946 |
0.8971 |
|
| S3 |
0.8903 |
0.8920 |
0.8967 |
|
| S4 |
0.8860 |
0.8877 |
0.8955 |
|
|
| 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% |
0.0054 |
0.6% |
42% |
False |
False |
2,336 |
| 10 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0063 |
0.7% |
30% |
False |
False |
1,703 |
| 20 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0058 |
0.6% |
30% |
False |
False |
1,030 |
| 40 |
0.9385 |
0.8885 |
0.0500 |
5.6% |
0.0061 |
0.7% |
19% |
False |
False |
649 |
| 60 |
0.9423 |
0.8885 |
0.0538 |
6.0% |
0.0057 |
0.6% |
17% |
False |
False |
506 |
| 80 |
0.9549 |
0.8885 |
0.0664 |
7.4% |
0.0048 |
0.5% |
14% |
False |
False |
391 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0042 |
0.5% |
12% |
False |
False |
316 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.4% |
0.0037 |
0.4% |
11% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9199 |
|
2.618 |
0.9129 |
|
1.618 |
0.9086 |
|
1.000 |
0.9059 |
|
0.618 |
0.9043 |
|
HIGH |
0.9016 |
|
0.618 |
0.9000 |
|
0.500 |
0.8995 |
|
0.382 |
0.8989 |
|
LOW |
0.8973 |
|
0.618 |
0.8946 |
|
1.000 |
0.8930 |
|
1.618 |
0.8903 |
|
2.618 |
0.8860 |
|
4.250 |
0.8790 |
|
|
| Fisher Pivots for day following 04-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8995 |
0.8993 |
| PP |
0.8989 |
0.8988 |
| S1 |
0.8984 |
0.8984 |
|