CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 27-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8965 |
0.8916 |
-0.0049 |
-0.5% |
0.9060 |
| High |
0.8967 |
0.8922 |
-0.0045 |
-0.5% |
0.9090 |
| Low |
0.8915 |
0.8909 |
-0.0006 |
-0.1% |
0.8878 |
| Close |
0.8921 |
0.8913 |
-0.0008 |
-0.1% |
0.8925 |
| Range |
0.0052 |
0.0013 |
-0.0039 |
-75.0% |
0.0212 |
| ATR |
0.0045 |
0.0043 |
-0.0002 |
-5.1% |
0.0000 |
| Volume |
20 |
16 |
-4 |
-20.0% |
236 |
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8954 |
0.8946 |
0.8920 |
|
| R3 |
0.8941 |
0.8933 |
0.8917 |
|
| R2 |
0.8928 |
0.8928 |
0.8915 |
|
| R1 |
0.8920 |
0.8920 |
0.8914 |
0.8918 |
| PP |
0.8915 |
0.8915 |
0.8915 |
0.8913 |
| S1 |
0.8907 |
0.8907 |
0.8912 |
0.8905 |
| S2 |
0.8902 |
0.8902 |
0.8911 |
|
| S3 |
0.8889 |
0.8894 |
0.8909 |
|
| S4 |
0.8876 |
0.8881 |
0.8906 |
|
|
| 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 |
0.8977 |
|
2.618 |
0.8956 |
|
1.618 |
0.8943 |
|
1.000 |
0.8935 |
|
0.618 |
0.8930 |
|
HIGH |
0.8922 |
|
0.618 |
0.8917 |
|
0.500 |
0.8916 |
|
0.382 |
0.8914 |
|
LOW |
0.8909 |
|
0.618 |
0.8901 |
|
1.000 |
0.8896 |
|
1.618 |
0.8888 |
|
2.618 |
0.8875 |
|
4.250 |
0.8854 |
|
|
| Fisher Pivots for day following 27-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8916 |
0.8939 |
| PP |
0.8915 |
0.8930 |
| S1 |
0.8914 |
0.8922 |
|