CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9000 |
0.9043 |
0.0043 |
0.5% |
0.8980 |
| High |
0.9047 |
0.9106 |
0.0059 |
0.7% |
0.9034 |
| Low |
0.8979 |
0.9032 |
0.0053 |
0.6% |
0.8938 |
| Close |
0.9039 |
0.9083 |
0.0044 |
0.5% |
0.9015 |
| Range |
0.0068 |
0.0074 |
0.0006 |
8.8% |
0.0096 |
| ATR |
0.0059 |
0.0061 |
0.0001 |
1.7% |
0.0000 |
| Volume |
3,113 |
14,138 |
11,025 |
354.2% |
9,891 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9296 |
0.9263 |
0.9124 |
|
| R3 |
0.9222 |
0.9189 |
0.9103 |
|
| R2 |
0.9148 |
0.9148 |
0.9097 |
|
| R1 |
0.9115 |
0.9115 |
0.9090 |
0.9132 |
| PP |
0.9074 |
0.9074 |
0.9074 |
0.9082 |
| S1 |
0.9041 |
0.9041 |
0.9076 |
0.9058 |
| S2 |
0.9000 |
0.9000 |
0.9069 |
|
| S3 |
0.8926 |
0.8967 |
0.9063 |
|
| S4 |
0.8852 |
0.8893 |
0.9042 |
|
|
| 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 |
0.9106 |
0.8949 |
0.0157 |
1.7% |
0.0065 |
0.7% |
85% |
True |
False |
4,853 |
| 10 |
0.9106 |
0.8910 |
0.0196 |
2.2% |
0.0059 |
0.7% |
88% |
True |
False |
3,233 |
| 20 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0059 |
0.7% |
76% |
False |
False |
1,864 |
| 40 |
0.9252 |
0.8885 |
0.0367 |
4.0% |
0.0061 |
0.7% |
54% |
False |
False |
1,077 |
| 60 |
0.9423 |
0.8885 |
0.0538 |
5.9% |
0.0058 |
0.6% |
37% |
False |
False |
786 |
| 80 |
0.9545 |
0.8885 |
0.0660 |
7.3% |
0.0050 |
0.6% |
30% |
False |
False |
604 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.7% |
0.0043 |
0.5% |
25% |
False |
False |
488 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0038 |
0.4% |
24% |
False |
False |
410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9421 |
|
2.618 |
0.9300 |
|
1.618 |
0.9226 |
|
1.000 |
0.9180 |
|
0.618 |
0.9152 |
|
HIGH |
0.9106 |
|
0.618 |
0.9078 |
|
0.500 |
0.9069 |
|
0.382 |
0.9060 |
|
LOW |
0.9032 |
|
0.618 |
0.8986 |
|
1.000 |
0.8958 |
|
1.618 |
0.8912 |
|
2.618 |
0.8838 |
|
4.250 |
0.8718 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9078 |
0.9069 |
| PP |
0.9074 |
0.9054 |
| S1 |
0.9069 |
0.9040 |
|