CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9025 |
0.8976 |
-0.0049 |
-0.5% |
0.9008 |
| High |
0.9027 |
0.8981 |
-0.0046 |
-0.5% |
0.9085 |
| Low |
0.8982 |
0.8958 |
-0.0024 |
-0.3% |
0.9003 |
| Close |
0.8982 |
0.8960 |
-0.0022 |
-0.2% |
0.9061 |
| Range |
0.0045 |
0.0023 |
-0.0022 |
-48.9% |
0.0082 |
| ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
45 |
55 |
10 |
22.2% |
311 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9035 |
0.9021 |
0.8973 |
|
| R3 |
0.9012 |
0.8998 |
0.8966 |
|
| R2 |
0.8989 |
0.8989 |
0.8964 |
|
| R1 |
0.8975 |
0.8975 |
0.8962 |
0.8971 |
| PP |
0.8966 |
0.8966 |
0.8966 |
0.8964 |
| S1 |
0.8952 |
0.8952 |
0.8958 |
0.8948 |
| S2 |
0.8943 |
0.8943 |
0.8956 |
|
| S3 |
0.8920 |
0.8929 |
0.8954 |
|
| S4 |
0.8897 |
0.8906 |
0.8947 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9296 |
0.9260 |
0.9106 |
|
| R3 |
0.9214 |
0.9178 |
0.9084 |
|
| R2 |
0.9132 |
0.9132 |
0.9076 |
|
| R1 |
0.9096 |
0.9096 |
0.9069 |
0.9114 |
| PP |
0.9050 |
0.9050 |
0.9050 |
0.9059 |
| S1 |
0.9014 |
0.9014 |
0.9053 |
0.9032 |
| S2 |
0.8968 |
0.8968 |
0.9046 |
|
| S3 |
0.8886 |
0.8932 |
0.9038 |
|
| S4 |
0.8804 |
0.8850 |
0.9016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9093 |
0.8958 |
0.0135 |
1.5% |
0.0031 |
0.3% |
1% |
False |
True |
52 |
| 10 |
0.9093 |
0.8953 |
0.0140 |
1.6% |
0.0028 |
0.3% |
5% |
False |
False |
59 |
| 20 |
0.9093 |
0.8888 |
0.0205 |
2.3% |
0.0033 |
0.4% |
35% |
False |
False |
62 |
| 40 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0034 |
0.4% |
14% |
False |
False |
66 |
| 60 |
0.9426 |
0.8888 |
0.0538 |
6.0% |
0.0032 |
0.4% |
13% |
False |
False |
58 |
| 80 |
0.9527 |
0.8888 |
0.0639 |
7.1% |
0.0027 |
0.3% |
11% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9079 |
|
2.618 |
0.9041 |
|
1.618 |
0.9018 |
|
1.000 |
0.9004 |
|
0.618 |
0.8995 |
|
HIGH |
0.8981 |
|
0.618 |
0.8972 |
|
0.500 |
0.8970 |
|
0.382 |
0.8967 |
|
LOW |
0.8958 |
|
0.618 |
0.8944 |
|
1.000 |
0.8935 |
|
1.618 |
0.8921 |
|
2.618 |
0.8898 |
|
4.250 |
0.8860 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8970 |
0.9026 |
| PP |
0.8966 |
0.9004 |
| S1 |
0.8963 |
0.8982 |
|