CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 26-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8969 |
0.8965 |
-0.0004 |
0.0% |
0.9060 |
| High |
0.8969 |
0.8967 |
-0.0002 |
0.0% |
0.9090 |
| Low |
0.8959 |
0.8915 |
-0.0044 |
-0.5% |
0.8878 |
| Close |
0.8962 |
0.8921 |
-0.0041 |
-0.5% |
0.8925 |
| Range |
0.0010 |
0.0052 |
0.0042 |
420.0% |
0.0212 |
| ATR |
0.0045 |
0.0045 |
0.0001 |
1.1% |
0.0000 |
| Volume |
109 |
20 |
-89 |
-81.7% |
236 |
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9090 |
0.9058 |
0.8950 |
|
| R3 |
0.9038 |
0.9006 |
0.8935 |
|
| R2 |
0.8986 |
0.8986 |
0.8931 |
|
| R1 |
0.8954 |
0.8954 |
0.8926 |
0.8944 |
| PP |
0.8934 |
0.8934 |
0.8934 |
0.8930 |
| S1 |
0.8902 |
0.8902 |
0.8916 |
0.8892 |
| S2 |
0.8882 |
0.8882 |
0.8911 |
|
| S3 |
0.8830 |
0.8850 |
0.8907 |
|
| S4 |
0.8778 |
0.8798 |
0.8892 |
|
|
| 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 |
0.9188 |
|
2.618 |
0.9103 |
|
1.618 |
0.9051 |
|
1.000 |
0.9019 |
|
0.618 |
0.8999 |
|
HIGH |
0.8967 |
|
0.618 |
0.8947 |
|
0.500 |
0.8941 |
|
0.382 |
0.8935 |
|
LOW |
0.8915 |
|
0.618 |
0.8883 |
|
1.000 |
0.8863 |
|
1.618 |
0.8831 |
|
2.618 |
0.8779 |
|
4.250 |
0.8694 |
|
|
| Fisher Pivots for day following 26-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8941 |
0.8949 |
| PP |
0.8934 |
0.8940 |
| S1 |
0.8928 |
0.8930 |
|