CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 07-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9043 |
0.9079 |
0.0036 |
0.4% |
0.9000 |
| High |
0.9106 |
0.9085 |
-0.0021 |
-0.2% |
0.9106 |
| Low |
0.9032 |
0.8987 |
-0.0045 |
-0.5% |
0.8973 |
| Close |
0.9083 |
0.8989 |
-0.0094 |
-1.0% |
0.8989 |
| Range |
0.0074 |
0.0098 |
0.0024 |
32.4% |
0.0133 |
| ATR |
0.0061 |
0.0063 |
0.0003 |
4.4% |
0.0000 |
| Volume |
14,138 |
8,906 |
-5,232 |
-37.0% |
30,317 |
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9314 |
0.9250 |
0.9043 |
|
| R3 |
0.9216 |
0.9152 |
0.9016 |
|
| R2 |
0.9118 |
0.9118 |
0.9007 |
|
| R1 |
0.9054 |
0.9054 |
0.8998 |
0.9037 |
| PP |
0.9020 |
0.9020 |
0.9020 |
0.9012 |
| S1 |
0.8956 |
0.8956 |
0.8980 |
0.8939 |
| S2 |
0.8922 |
0.8922 |
0.8971 |
|
| S3 |
0.8824 |
0.8858 |
0.8962 |
|
| S4 |
0.8726 |
0.8760 |
0.8935 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9422 |
0.9338 |
0.9062 |
|
| R3 |
0.9289 |
0.9205 |
0.9026 |
|
| R2 |
0.9156 |
0.9156 |
0.9013 |
|
| R1 |
0.9072 |
0.9072 |
0.9001 |
0.9048 |
| PP |
0.9023 |
0.9023 |
0.9023 |
0.9010 |
| S1 |
0.8939 |
0.8939 |
0.8977 |
0.8915 |
| S2 |
0.8890 |
0.8890 |
0.8965 |
|
| S3 |
0.8757 |
0.8806 |
0.8952 |
|
| S4 |
0.8624 |
0.8673 |
0.8916 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9106 |
0.8973 |
0.0133 |
1.5% |
0.0068 |
0.8% |
12% |
False |
False |
6,063 |
| 10 |
0.9106 |
0.8938 |
0.0168 |
1.9% |
0.0061 |
0.7% |
30% |
False |
False |
4,020 |
| 20 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0061 |
0.7% |
35% |
False |
False |
2,304 |
| 40 |
0.9207 |
0.8885 |
0.0322 |
3.6% |
0.0062 |
0.7% |
32% |
False |
False |
1,287 |
| 60 |
0.9423 |
0.8885 |
0.0538 |
6.0% |
0.0059 |
0.7% |
19% |
False |
False |
929 |
| 80 |
0.9545 |
0.8885 |
0.0660 |
7.3% |
0.0051 |
0.6% |
16% |
False |
False |
715 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0044 |
0.5% |
13% |
False |
False |
577 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.4% |
0.0039 |
0.4% |
12% |
False |
False |
484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9502 |
|
2.618 |
0.9342 |
|
1.618 |
0.9244 |
|
1.000 |
0.9183 |
|
0.618 |
0.9146 |
|
HIGH |
0.9085 |
|
0.618 |
0.9048 |
|
0.500 |
0.9036 |
|
0.382 |
0.9024 |
|
LOW |
0.8987 |
|
0.618 |
0.8926 |
|
1.000 |
0.8889 |
|
1.618 |
0.8828 |
|
2.618 |
0.8730 |
|
4.250 |
0.8571 |
|
|
| Fisher Pivots for day following 07-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9036 |
0.9043 |
| PP |
0.9020 |
0.9025 |
| S1 |
0.9005 |
0.9007 |
|