CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8976 |
0.8913 |
-0.0063 |
-0.7% |
0.9075 |
| High |
0.8981 |
0.8951 |
-0.0030 |
-0.3% |
0.9093 |
| Low |
0.8958 |
0.8907 |
-0.0051 |
-0.6% |
0.8907 |
| Close |
0.8960 |
0.8944 |
-0.0016 |
-0.2% |
0.8944 |
| Range |
0.0023 |
0.0044 |
0.0021 |
91.3% |
0.0186 |
| ATR |
0.0044 |
0.0044 |
0.0001 |
1.5% |
0.0000 |
| Volume |
55 |
37 |
-18 |
-32.7% |
185 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9066 |
0.9049 |
0.8968 |
|
| R3 |
0.9022 |
0.9005 |
0.8956 |
|
| R2 |
0.8978 |
0.8978 |
0.8952 |
|
| R1 |
0.8961 |
0.8961 |
0.8948 |
0.8970 |
| PP |
0.8934 |
0.8934 |
0.8934 |
0.8938 |
| S1 |
0.8917 |
0.8917 |
0.8940 |
0.8926 |
| S2 |
0.8890 |
0.8890 |
0.8936 |
|
| S3 |
0.8846 |
0.8873 |
0.8932 |
|
| S4 |
0.8802 |
0.8829 |
0.8920 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9539 |
0.9428 |
0.9046 |
|
| R3 |
0.9353 |
0.9242 |
0.8995 |
|
| R2 |
0.9167 |
0.9167 |
0.8978 |
|
| R1 |
0.9056 |
0.9056 |
0.8961 |
0.9019 |
| PP |
0.8981 |
0.8981 |
0.8981 |
0.8963 |
| S1 |
0.8870 |
0.8870 |
0.8927 |
0.8833 |
| S2 |
0.8795 |
0.8795 |
0.8910 |
|
| S3 |
0.8609 |
0.8684 |
0.8893 |
|
| S4 |
0.8423 |
0.8498 |
0.8842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0032 |
0.4% |
20% |
False |
True |
53 |
| 10 |
0.9093 |
0.8907 |
0.0186 |
2.1% |
0.0027 |
0.3% |
20% |
False |
True |
56 |
| 20 |
0.9093 |
0.8888 |
0.0205 |
2.3% |
0.0032 |
0.4% |
27% |
False |
False |
59 |
| 40 |
0.9387 |
0.8888 |
0.0499 |
5.6% |
0.0035 |
0.4% |
11% |
False |
False |
66 |
| 60 |
0.9421 |
0.8888 |
0.0533 |
6.0% |
0.0032 |
0.4% |
11% |
False |
False |
59 |
| 80 |
0.9527 |
0.8888 |
0.0639 |
7.1% |
0.0027 |
0.3% |
9% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9138 |
|
2.618 |
0.9066 |
|
1.618 |
0.9022 |
|
1.000 |
0.8995 |
|
0.618 |
0.8978 |
|
HIGH |
0.8951 |
|
0.618 |
0.8934 |
|
0.500 |
0.8929 |
|
0.382 |
0.8924 |
|
LOW |
0.8907 |
|
0.618 |
0.8880 |
|
1.000 |
0.8863 |
|
1.618 |
0.8836 |
|
2.618 |
0.8792 |
|
4.250 |
0.8720 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8939 |
0.8967 |
| PP |
0.8934 |
0.8959 |
| S1 |
0.8929 |
0.8952 |
|