CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8984 |
0.8999 |
0.0015 |
0.2% |
0.8966 |
| High |
0.9020 |
0.9039 |
0.0019 |
0.2% |
0.9045 |
| Low |
0.8983 |
0.8999 |
0.0016 |
0.2% |
0.8933 |
| Close |
0.9015 |
0.9029 |
0.0014 |
0.2% |
0.8999 |
| Range |
0.0037 |
0.0040 |
0.0003 |
8.1% |
0.0112 |
| ATR |
|
|
|
|
|
| Volume |
14 |
11 |
-3 |
-21.4% |
262 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9142 |
0.9126 |
0.9051 |
|
| R3 |
0.9102 |
0.9086 |
0.9040 |
|
| R2 |
0.9062 |
0.9062 |
0.9036 |
|
| R1 |
0.9046 |
0.9046 |
0.9033 |
0.9054 |
| PP |
0.9022 |
0.9022 |
0.9022 |
0.9027 |
| S1 |
0.9006 |
0.9006 |
0.9025 |
0.9014 |
| S2 |
0.8982 |
0.8982 |
0.9022 |
|
| S3 |
0.8942 |
0.8966 |
0.9018 |
|
| S4 |
0.8902 |
0.8926 |
0.9007 |
|
|
| 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 |
0.9209 |
|
2.618 |
0.9144 |
|
1.618 |
0.9104 |
|
1.000 |
0.9079 |
|
0.618 |
0.9064 |
|
HIGH |
0.9039 |
|
0.618 |
0.9024 |
|
0.500 |
0.9019 |
|
0.382 |
0.9014 |
|
LOW |
0.8999 |
|
0.618 |
0.8974 |
|
1.000 |
0.8959 |
|
1.618 |
0.8934 |
|
2.618 |
0.8894 |
|
4.250 |
0.8829 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9026 |
0.9023 |
| PP |
0.9022 |
0.9017 |
| S1 |
0.9019 |
0.9011 |
|