CME Canadian Dollar Future December 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 |
0.8970 |
0.8885 |
-0.0085 |
-0.9% |
0.9060 |
| High |
0.8970 |
0.8929 |
-0.0041 |
-0.5% |
0.9090 |
| Low |
0.8941 |
0.8878 |
-0.0063 |
-0.7% |
0.8878 |
| Close |
0.8941 |
0.8925 |
-0.0016 |
-0.2% |
0.8925 |
| Range |
0.0029 |
0.0051 |
0.0022 |
75.9% |
0.0212 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
3.0% |
0.0000 |
| Volume |
67 |
39 |
-28 |
-41.8% |
236 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9064 |
0.9045 |
0.8953 |
|
| R3 |
0.9013 |
0.8994 |
0.8939 |
|
| R2 |
0.8962 |
0.8962 |
0.8934 |
|
| R1 |
0.8943 |
0.8943 |
0.8930 |
0.8953 |
| PP |
0.8911 |
0.8911 |
0.8911 |
0.8915 |
| S1 |
0.8892 |
0.8892 |
0.8920 |
0.8902 |
| S2 |
0.8860 |
0.8860 |
0.8916 |
|
| S3 |
0.8809 |
0.8841 |
0.8911 |
|
| S4 |
0.8758 |
0.8790 |
0.8897 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9600 |
0.9475 |
0.9042 |
|
| R3 |
0.9388 |
0.9263 |
0.8983 |
|
| R2 |
0.9176 |
0.9176 |
0.8964 |
|
| R1 |
0.9051 |
0.9051 |
0.8944 |
0.9008 |
| PP |
0.8964 |
0.8964 |
0.8964 |
0.8943 |
| S1 |
0.8839 |
0.8839 |
0.8906 |
0.8796 |
| S2 |
0.8752 |
0.8752 |
0.8886 |
|
| S3 |
0.8540 |
0.8627 |
0.8867 |
|
| S4 |
0.8328 |
0.8415 |
0.8808 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9146 |
|
2.618 |
0.9063 |
|
1.618 |
0.9012 |
|
1.000 |
0.8980 |
|
0.618 |
0.8961 |
|
HIGH |
0.8929 |
|
0.618 |
0.8910 |
|
0.500 |
0.8904 |
|
0.382 |
0.8897 |
|
LOW |
0.8878 |
|
0.618 |
0.8846 |
|
1.000 |
0.8827 |
|
1.618 |
0.8795 |
|
2.618 |
0.8744 |
|
4.250 |
0.8661 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8918 |
0.8984 |
| PP |
0.8911 |
0.8964 |
| S1 |
0.8904 |
0.8945 |
|