CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9003 |
0.9000 |
-0.0003 |
0.0% |
0.8980 |
| High |
0.9016 |
0.9047 |
0.0031 |
0.3% |
0.9034 |
| Low |
0.8973 |
0.8979 |
0.0006 |
0.1% |
0.8938 |
| Close |
0.8979 |
0.9039 |
0.0060 |
0.7% |
0.9015 |
| Range |
0.0043 |
0.0068 |
0.0025 |
58.1% |
0.0096 |
| ATR |
0.0059 |
0.0059 |
0.0001 |
1.1% |
0.0000 |
| Volume |
3,031 |
3,113 |
82 |
2.7% |
9,891 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9226 |
0.9200 |
0.9076 |
|
| R3 |
0.9158 |
0.9132 |
0.9058 |
|
| R2 |
0.9090 |
0.9090 |
0.9051 |
|
| R1 |
0.9064 |
0.9064 |
0.9045 |
0.9077 |
| PP |
0.9022 |
0.9022 |
0.9022 |
0.9028 |
| S1 |
0.8996 |
0.8996 |
0.9033 |
0.9009 |
| S2 |
0.8954 |
0.8954 |
0.9027 |
|
| S3 |
0.8886 |
0.8928 |
0.9020 |
|
| S4 |
0.8818 |
0.8860 |
0.9002 |
|
|
| 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 |
0.9047 |
0.8938 |
0.0109 |
1.2% |
0.0057 |
0.6% |
93% |
True |
False |
2,646 |
| 10 |
0.9047 |
0.8910 |
0.0137 |
1.5% |
0.0056 |
0.6% |
94% |
True |
False |
1,949 |
| 20 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0059 |
0.6% |
57% |
False |
False |
1,167 |
| 40 |
0.9342 |
0.8885 |
0.0457 |
5.1% |
0.0061 |
0.7% |
34% |
False |
False |
726 |
| 60 |
0.9423 |
0.8885 |
0.0538 |
6.0% |
0.0058 |
0.6% |
29% |
False |
False |
552 |
| 80 |
0.9545 |
0.8885 |
0.0660 |
7.3% |
0.0049 |
0.5% |
23% |
False |
False |
428 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0042 |
0.5% |
19% |
False |
False |
346 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0038 |
0.4% |
18% |
False |
False |
293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9336 |
|
2.618 |
0.9225 |
|
1.618 |
0.9157 |
|
1.000 |
0.9115 |
|
0.618 |
0.9089 |
|
HIGH |
0.9047 |
|
0.618 |
0.9021 |
|
0.500 |
0.9013 |
|
0.382 |
0.9005 |
|
LOW |
0.8979 |
|
0.618 |
0.8937 |
|
1.000 |
0.8911 |
|
1.618 |
0.8869 |
|
2.618 |
0.8801 |
|
4.250 |
0.8690 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9030 |
0.9029 |
| PP |
0.9022 |
0.9020 |
| S1 |
0.9013 |
0.9010 |
|