CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8983 |
0.8973 |
-0.0010 |
-0.1% |
0.9000 |
High |
0.8996 |
0.9035 |
0.0039 |
0.4% |
0.9106 |
Low |
0.8945 |
0.8971 |
0.0026 |
0.3% |
0.8973 |
Close |
0.8973 |
0.9017 |
0.0044 |
0.5% |
0.8989 |
Range |
0.0051 |
0.0064 |
0.0013 |
25.5% |
0.0133 |
ATR |
0.0060 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
Volume |
43,435 |
57,041 |
13,606 |
31.3% |
30,317 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9200 |
0.9172 |
0.9052 |
|
R3 |
0.9136 |
0.9108 |
0.9035 |
|
R2 |
0.9072 |
0.9072 |
0.9029 |
|
R1 |
0.9044 |
0.9044 |
0.9023 |
0.9058 |
PP |
0.9008 |
0.9008 |
0.9008 |
0.9015 |
S1 |
0.8980 |
0.8980 |
0.9011 |
0.8994 |
S2 |
0.8944 |
0.8944 |
0.9005 |
|
S3 |
0.8880 |
0.8916 |
0.8999 |
|
S4 |
0.8816 |
0.8852 |
0.8982 |
|
|
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 |
0.9085 |
0.8945 |
0.0140 |
1.6% |
0.0059 |
0.7% |
51% |
False |
False |
28,521 |
10 |
0.9106 |
0.8945 |
0.0161 |
1.8% |
0.0062 |
0.7% |
45% |
False |
False |
16,687 |
20 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0060 |
0.7% |
47% |
False |
False |
8,900 |
40 |
0.9138 |
0.8885 |
0.0253 |
2.8% |
0.0060 |
0.7% |
52% |
False |
False |
4,594 |
60 |
0.9415 |
0.8885 |
0.0530 |
5.9% |
0.0059 |
0.7% |
25% |
False |
False |
3,149 |
80 |
0.9545 |
0.8885 |
0.0660 |
7.3% |
0.0052 |
0.6% |
20% |
False |
False |
2,385 |
100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0045 |
0.5% |
17% |
False |
False |
1,914 |
120 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0040 |
0.4% |
17% |
False |
False |
1,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9307 |
2.618 |
0.9203 |
1.618 |
0.9139 |
1.000 |
0.9099 |
0.618 |
0.9075 |
HIGH |
0.9035 |
0.618 |
0.9011 |
0.500 |
0.9003 |
0.382 |
0.8995 |
LOW |
0.8971 |
0.618 |
0.8931 |
1.000 |
0.8907 |
1.618 |
0.8867 |
2.618 |
0.8803 |
4.250 |
0.8699 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9012 |
0.9008 |
PP |
0.9008 |
0.8999 |
S1 |
0.9003 |
0.8990 |
|