CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 12-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8981 |
0.8983 |
0.0002 |
0.0% |
0.9000 |
| High |
0.9012 |
0.8996 |
-0.0016 |
-0.2% |
0.9106 |
| Low |
0.8963 |
0.8945 |
-0.0018 |
-0.2% |
0.8973 |
| Close |
0.8985 |
0.8973 |
-0.0012 |
-0.1% |
0.8989 |
| Range |
0.0049 |
0.0051 |
0.0002 |
4.1% |
0.0133 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
24,306 |
43,435 |
19,129 |
78.7% |
30,317 |
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9124 |
0.9100 |
0.9001 |
|
| R3 |
0.9073 |
0.9049 |
0.8987 |
|
| R2 |
0.9022 |
0.9022 |
0.8982 |
|
| R1 |
0.8998 |
0.8998 |
0.8978 |
0.8985 |
| PP |
0.8971 |
0.8971 |
0.8971 |
0.8965 |
| S1 |
0.8947 |
0.8947 |
0.8968 |
0.8934 |
| S2 |
0.8920 |
0.8920 |
0.8964 |
|
| S3 |
0.8869 |
0.8896 |
0.8959 |
|
| S4 |
0.8818 |
0.8845 |
0.8945 |
|
|
| 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 |
0.8945 |
0.0161 |
1.8% |
0.0061 |
0.7% |
17% |
False |
True |
19,940 |
| 10 |
0.9106 |
0.8938 |
0.0168 |
1.9% |
0.0059 |
0.7% |
21% |
False |
False |
11,293 |
| 20 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0059 |
0.7% |
28% |
False |
False |
6,077 |
| 40 |
0.9157 |
0.8885 |
0.0272 |
3.0% |
0.0060 |
0.7% |
32% |
False |
False |
3,176 |
| 60 |
0.9415 |
0.8885 |
0.0530 |
5.9% |
0.0059 |
0.7% |
17% |
False |
False |
2,202 |
| 80 |
0.9545 |
0.8885 |
0.0660 |
7.4% |
0.0052 |
0.6% |
13% |
False |
False |
1,672 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0045 |
0.5% |
11% |
False |
False |
1,343 |
| 120 |
0.9715 |
0.8885 |
0.0830 |
9.2% |
0.0039 |
0.4% |
11% |
False |
False |
1,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9213 |
|
2.618 |
0.9130 |
|
1.618 |
0.9079 |
|
1.000 |
0.9047 |
|
0.618 |
0.9028 |
|
HIGH |
0.8996 |
|
0.618 |
0.8977 |
|
0.500 |
0.8971 |
|
0.382 |
0.8964 |
|
LOW |
0.8945 |
|
0.618 |
0.8913 |
|
1.000 |
0.8894 |
|
1.618 |
0.8862 |
|
2.618 |
0.8811 |
|
4.250 |
0.8728 |
|
|
| Fisher Pivots for day following 12-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8972 |
0.8979 |
| PP |
0.8971 |
0.8977 |
| S1 |
0.8971 |
0.8975 |
|