CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9000 |
0.8984 |
-0.0016 |
-0.2% |
0.8966 |
| High |
0.9000 |
0.9020 |
0.0020 |
0.2% |
0.9045 |
| Low |
0.8985 |
0.8983 |
-0.0002 |
0.0% |
0.8933 |
| Close |
0.8987 |
0.9015 |
0.0028 |
0.3% |
0.8999 |
| Range |
0.0015 |
0.0037 |
0.0022 |
146.7% |
0.0112 |
| ATR |
|
|
|
|
|
| Volume |
47 |
14 |
-33 |
-70.2% |
262 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9117 |
0.9103 |
0.9035 |
|
| R3 |
0.9080 |
0.9066 |
0.9025 |
|
| R2 |
0.9043 |
0.9043 |
0.9022 |
|
| R1 |
0.9029 |
0.9029 |
0.9018 |
0.9036 |
| PP |
0.9006 |
0.9006 |
0.9006 |
0.9010 |
| S1 |
0.8992 |
0.8992 |
0.9012 |
0.8999 |
| S2 |
0.8969 |
0.8969 |
0.9008 |
|
| S3 |
0.8932 |
0.8955 |
0.9005 |
|
| S4 |
0.8895 |
0.8918 |
0.8995 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9328 |
0.9276 |
0.9061 |
|
| R3 |
0.9216 |
0.9164 |
0.9030 |
|
| R2 |
0.9104 |
0.9104 |
0.9020 |
|
| R1 |
0.9052 |
0.9052 |
0.9009 |
0.9078 |
| PP |
0.8992 |
0.8992 |
0.8992 |
0.9006 |
| S1 |
0.8940 |
0.8940 |
0.8989 |
0.8966 |
| S2 |
0.8880 |
0.8880 |
0.8978 |
|
| S3 |
0.8768 |
0.8828 |
0.8968 |
|
| S4 |
0.8656 |
0.8716 |
0.8937 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9177 |
|
2.618 |
0.9117 |
|
1.618 |
0.9080 |
|
1.000 |
0.9057 |
|
0.618 |
0.9043 |
|
HIGH |
0.9020 |
|
0.618 |
0.9006 |
|
0.500 |
0.9002 |
|
0.382 |
0.8997 |
|
LOW |
0.8983 |
|
0.618 |
0.8960 |
|
1.000 |
0.8946 |
|
1.618 |
0.8923 |
|
2.618 |
0.8886 |
|
4.250 |
0.8826 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9011 |
0.9015 |
| PP |
0.9006 |
0.9014 |
| S1 |
0.9002 |
0.9014 |
|