CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 20-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8958 |
0.8875 |
-0.0083 |
-0.9% |
0.8996 |
| High |
0.8972 |
0.8883 |
-0.0089 |
-1.0% |
0.9035 |
| Low |
0.8853 |
0.8845 |
-0.0008 |
-0.1% |
0.8945 |
| Close |
0.8881 |
0.8877 |
-0.0004 |
0.0% |
0.8990 |
| Range |
0.0119 |
0.0038 |
-0.0081 |
-68.1% |
0.0090 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
98,423 |
53,582 |
-44,841 |
-45.6% |
215,688 |
|
| Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8982 |
0.8968 |
0.8898 |
|
| R3 |
0.8944 |
0.8930 |
0.8887 |
|
| R2 |
0.8906 |
0.8906 |
0.8884 |
|
| R1 |
0.8892 |
0.8892 |
0.8880 |
0.8899 |
| PP |
0.8868 |
0.8868 |
0.8868 |
0.8872 |
| S1 |
0.8854 |
0.8854 |
0.8874 |
0.8861 |
| S2 |
0.8830 |
0.8830 |
0.8870 |
|
| S3 |
0.8792 |
0.8816 |
0.8867 |
|
| S4 |
0.8754 |
0.8778 |
0.8856 |
|
|
| 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 |
0.9069 |
0.8845 |
0.0224 |
2.5% |
0.0072 |
0.8% |
14% |
False |
True |
71,387 |
| 10 |
0.9085 |
0.8845 |
0.0240 |
2.7% |
0.0066 |
0.7% |
13% |
False |
True |
49,954 |
| 20 |
0.9106 |
0.8845 |
0.0261 |
2.9% |
0.0063 |
0.7% |
12% |
False |
True |
26,594 |
| 40 |
0.9138 |
0.8845 |
0.0293 |
3.3% |
0.0062 |
0.7% |
11% |
False |
True |
13,491 |
| 60 |
0.9406 |
0.8845 |
0.0561 |
6.3% |
0.0061 |
0.7% |
6% |
False |
True |
9,074 |
| 80 |
0.9450 |
0.8845 |
0.0605 |
6.8% |
0.0056 |
0.6% |
5% |
False |
True |
6,845 |
| 100 |
0.9551 |
0.8845 |
0.0706 |
8.0% |
0.0048 |
0.5% |
5% |
False |
True |
5,483 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.4% |
0.0042 |
0.5% |
4% |
False |
True |
4,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9045 |
|
2.618 |
0.8982 |
|
1.618 |
0.8944 |
|
1.000 |
0.8921 |
|
0.618 |
0.8906 |
|
HIGH |
0.8883 |
|
0.618 |
0.8868 |
|
0.500 |
0.8864 |
|
0.382 |
0.8860 |
|
LOW |
0.8845 |
|
0.618 |
0.8822 |
|
1.000 |
0.8807 |
|
1.618 |
0.8784 |
|
2.618 |
0.8746 |
|
4.250 |
0.8684 |
|
|
| Fisher Pivots for day following 20-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8873 |
0.8957 |
| PP |
0.8868 |
0.8930 |
| S1 |
0.8864 |
0.8904 |
|