CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 11-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8996 |
0.8981 |
-0.0015 |
-0.2% |
0.9000 |
| High |
0.8998 |
0.9012 |
0.0014 |
0.2% |
0.9106 |
| Low |
0.8963 |
0.8963 |
0.0000 |
0.0% |
0.8973 |
| Close |
0.8983 |
0.8985 |
0.0002 |
0.0% |
0.8989 |
| Range |
0.0035 |
0.0049 |
0.0014 |
40.0% |
0.0133 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
8,919 |
24,306 |
15,387 |
172.5% |
30,317 |
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9134 |
0.9108 |
0.9012 |
|
| R3 |
0.9085 |
0.9059 |
0.8998 |
|
| R2 |
0.9036 |
0.9036 |
0.8994 |
|
| R1 |
0.9010 |
0.9010 |
0.8989 |
0.9023 |
| PP |
0.8987 |
0.8987 |
0.8987 |
0.8993 |
| S1 |
0.8961 |
0.8961 |
0.8981 |
0.8974 |
| S2 |
0.8938 |
0.8938 |
0.8976 |
|
| S3 |
0.8889 |
0.8912 |
0.8972 |
|
| S4 |
0.8840 |
0.8863 |
0.8958 |
|
|
| 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 |
0.8963 |
0.0143 |
1.6% |
0.0065 |
0.7% |
15% |
False |
True |
11,876 |
| 10 |
0.9106 |
0.8938 |
0.0168 |
1.9% |
0.0060 |
0.7% |
28% |
False |
False |
7,106 |
| 20 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0059 |
0.7% |
33% |
False |
False |
3,915 |
| 40 |
0.9188 |
0.8885 |
0.0303 |
3.4% |
0.0060 |
0.7% |
33% |
False |
False |
2,100 |
| 60 |
0.9423 |
0.8885 |
0.0538 |
6.0% |
0.0060 |
0.7% |
19% |
False |
False |
1,480 |
| 80 |
0.9545 |
0.8885 |
0.0660 |
7.3% |
0.0052 |
0.6% |
15% |
False |
False |
1,129 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0044 |
0.5% |
13% |
False |
False |
909 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.4% |
0.0040 |
0.4% |
12% |
False |
False |
760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9220 |
|
2.618 |
0.9140 |
|
1.618 |
0.9091 |
|
1.000 |
0.9061 |
|
0.618 |
0.9042 |
|
HIGH |
0.9012 |
|
0.618 |
0.8993 |
|
0.500 |
0.8988 |
|
0.382 |
0.8982 |
|
LOW |
0.8963 |
|
0.618 |
0.8933 |
|
1.000 |
0.8914 |
|
1.618 |
0.8884 |
|
2.618 |
0.8835 |
|
4.250 |
0.8755 |
|
|
| Fisher Pivots for day following 11-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8988 |
0.9024 |
| PP |
0.8987 |
0.9011 |
| S1 |
0.8986 |
0.8998 |
|