CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8973 |
0.9015 |
0.0042 |
0.5% |
0.8996 |
| High |
0.9035 |
0.9015 |
-0.0020 |
-0.2% |
0.9035 |
| Low |
0.8971 |
0.8980 |
0.0009 |
0.1% |
0.8945 |
| Close |
0.9017 |
0.8990 |
-0.0027 |
-0.3% |
0.8990 |
| Range |
0.0064 |
0.0035 |
-0.0029 |
-45.3% |
0.0090 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
57,041 |
81,987 |
24,946 |
43.7% |
215,688 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9100 |
0.9080 |
0.9009 |
|
| R3 |
0.9065 |
0.9045 |
0.9000 |
|
| R2 |
0.9030 |
0.9030 |
0.8996 |
|
| R1 |
0.9010 |
0.9010 |
0.8993 |
0.9003 |
| PP |
0.8995 |
0.8995 |
0.8995 |
0.8991 |
| S1 |
0.8975 |
0.8975 |
0.8987 |
0.8968 |
| S2 |
0.8960 |
0.8960 |
0.8984 |
|
| S3 |
0.8925 |
0.8940 |
0.8980 |
|
| S4 |
0.8890 |
0.8905 |
0.8971 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9260 |
0.9215 |
0.9040 |
|
| R3 |
0.9170 |
0.9125 |
0.9015 |
|
| R2 |
0.9080 |
0.9080 |
0.9007 |
|
| R1 |
0.9035 |
0.9035 |
0.8998 |
0.9013 |
| PP |
0.8990 |
0.8990 |
0.8990 |
0.8979 |
| S1 |
0.8945 |
0.8945 |
0.8982 |
0.8923 |
| S2 |
0.8900 |
0.8900 |
0.8974 |
|
| S3 |
0.8810 |
0.8855 |
0.8965 |
|
| S4 |
0.8720 |
0.8765 |
0.8941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9035 |
0.8945 |
0.0090 |
1.0% |
0.0047 |
0.5% |
50% |
False |
False |
43,137 |
| 10 |
0.9106 |
0.8945 |
0.0161 |
1.8% |
0.0057 |
0.6% |
28% |
False |
False |
24,600 |
| 20 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0059 |
0.7% |
35% |
False |
False |
12,978 |
| 40 |
0.9138 |
0.8885 |
0.0253 |
2.8% |
0.0060 |
0.7% |
42% |
False |
False |
6,637 |
| 60 |
0.9407 |
0.8885 |
0.0522 |
5.8% |
0.0059 |
0.7% |
20% |
False |
False |
4,512 |
| 80 |
0.9545 |
0.8885 |
0.0660 |
7.3% |
0.0053 |
0.6% |
16% |
False |
False |
3,409 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0046 |
0.5% |
13% |
False |
False |
2,733 |
| 120 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0040 |
0.4% |
13% |
False |
False |
2,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9164 |
|
2.618 |
0.9107 |
|
1.618 |
0.9072 |
|
1.000 |
0.9050 |
|
0.618 |
0.9037 |
|
HIGH |
0.9015 |
|
0.618 |
0.9002 |
|
0.500 |
0.8998 |
|
0.382 |
0.8993 |
|
LOW |
0.8980 |
|
0.618 |
0.8958 |
|
1.000 |
0.8945 |
|
1.618 |
0.8923 |
|
2.618 |
0.8888 |
|
4.250 |
0.8831 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8998 |
0.8990 |
| PP |
0.8995 |
0.8990 |
| S1 |
0.8993 |
0.8990 |
|