CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 19-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2014 |
19-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9060 |
0.9080 |
0.0020 |
0.2% |
0.9000 |
| High |
0.9076 |
0.9090 |
0.0014 |
0.2% |
0.9073 |
| Low |
0.9060 |
0.8960 |
-0.0100 |
-1.1% |
0.8983 |
| Close |
0.9073 |
0.8962 |
-0.0111 |
-1.2% |
0.9042 |
| Range |
0.0016 |
0.0130 |
0.0114 |
712.5% |
0.0090 |
| ATR |
0.0039 |
0.0046 |
0.0006 |
16.5% |
0.0000 |
| Volume |
63 |
67 |
4 |
6.3% |
173 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9394 |
0.9308 |
0.9034 |
|
| R3 |
0.9264 |
0.9178 |
0.8998 |
|
| R2 |
0.9134 |
0.9134 |
0.8986 |
|
| R1 |
0.9048 |
0.9048 |
0.8974 |
0.9026 |
| PP |
0.9004 |
0.9004 |
0.9004 |
0.8993 |
| S1 |
0.8918 |
0.8918 |
0.8950 |
0.8896 |
| S2 |
0.8874 |
0.8874 |
0.8938 |
|
| S3 |
0.8744 |
0.8788 |
0.8926 |
|
| S4 |
0.8614 |
0.8658 |
0.8891 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9303 |
0.9262 |
0.9092 |
|
| R3 |
0.9213 |
0.9172 |
0.9067 |
|
| R2 |
0.9123 |
0.9123 |
0.9059 |
|
| R1 |
0.9082 |
0.9082 |
0.9050 |
0.9103 |
| PP |
0.9033 |
0.9033 |
0.9033 |
0.9043 |
| S1 |
0.8992 |
0.8992 |
0.9034 |
0.9013 |
| S2 |
0.8943 |
0.8943 |
0.9026 |
|
| S3 |
0.8853 |
0.8902 |
0.9017 |
|
| S4 |
0.8763 |
0.8812 |
0.8993 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9643 |
|
2.618 |
0.9430 |
|
1.618 |
0.9300 |
|
1.000 |
0.9220 |
|
0.618 |
0.9170 |
|
HIGH |
0.9090 |
|
0.618 |
0.9040 |
|
0.500 |
0.9025 |
|
0.382 |
0.9010 |
|
LOW |
0.8960 |
|
0.618 |
0.8880 |
|
1.000 |
0.8830 |
|
1.618 |
0.8750 |
|
2.618 |
0.8620 |
|
4.250 |
0.8408 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9025 |
0.9025 |
| PP |
0.9004 |
0.9004 |
| S1 |
0.8983 |
0.8983 |
|