CME Canadian Dollar Future March 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 |
0.9103 |
0.9124 |
0.0021 |
0.2% |
0.9049 |
| High |
0.9135 |
0.9160 |
0.0025 |
0.3% |
0.9134 |
| Low |
0.9099 |
0.9014 |
-0.0085 |
-0.9% |
0.9010 |
| Close |
0.9132 |
0.9021 |
-0.0111 |
-1.2% |
0.9100 |
| Range |
0.0036 |
0.0146 |
0.0110 |
305.6% |
0.0124 |
| ATR |
0.0062 |
0.0068 |
0.0006 |
9.6% |
0.0000 |
| Volume |
51,389 |
74,809 |
23,420 |
45.6% |
236,703 |
|
| Daily Pivots for day following 19-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9503 |
0.9408 |
0.9101 |
|
| R3 |
0.9357 |
0.9262 |
0.9061 |
|
| R2 |
0.9211 |
0.9211 |
0.9048 |
|
| R1 |
0.9116 |
0.9116 |
0.9034 |
0.9091 |
| PP |
0.9065 |
0.9065 |
0.9065 |
0.9052 |
| S1 |
0.8970 |
0.8970 |
0.9008 |
0.8945 |
| S2 |
0.8919 |
0.8919 |
0.8994 |
|
| S3 |
0.8773 |
0.8824 |
0.8981 |
|
| S4 |
0.8627 |
0.8678 |
0.8941 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9453 |
0.9401 |
0.9168 |
|
| R3 |
0.9329 |
0.9277 |
0.9134 |
|
| R2 |
0.9205 |
0.9205 |
0.9123 |
|
| R1 |
0.9153 |
0.9153 |
0.9111 |
0.9179 |
| PP |
0.9081 |
0.9081 |
0.9081 |
0.9095 |
| S1 |
0.9029 |
0.9029 |
0.9089 |
0.9055 |
| S2 |
0.8957 |
0.8957 |
0.9077 |
|
| S3 |
0.8833 |
0.8905 |
0.9066 |
|
| S4 |
0.8709 |
0.8781 |
0.9032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9160 |
0.9014 |
0.0146 |
1.6% |
0.0064 |
0.7% |
5% |
True |
True |
55,062 |
| 10 |
0.9160 |
0.8982 |
0.0178 |
2.0% |
0.0065 |
0.7% |
22% |
True |
False |
55,166 |
| 20 |
0.9160 |
0.8899 |
0.0261 |
2.9% |
0.0070 |
0.8% |
47% |
True |
False |
63,606 |
| 40 |
0.9431 |
0.8899 |
0.0532 |
5.9% |
0.0068 |
0.8% |
23% |
False |
False |
60,120 |
| 60 |
0.9540 |
0.8899 |
0.0641 |
7.1% |
0.0064 |
0.7% |
19% |
False |
False |
48,367 |
| 80 |
0.9611 |
0.8899 |
0.0712 |
7.9% |
0.0058 |
0.6% |
17% |
False |
False |
36,363 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0054 |
0.6% |
15% |
False |
False |
29,131 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0052 |
0.6% |
14% |
False |
False |
24,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9781 |
|
2.618 |
0.9542 |
|
1.618 |
0.9396 |
|
1.000 |
0.9306 |
|
0.618 |
0.9250 |
|
HIGH |
0.9160 |
|
0.618 |
0.9104 |
|
0.500 |
0.9087 |
|
0.382 |
0.9070 |
|
LOW |
0.9014 |
|
0.618 |
0.8924 |
|
1.000 |
0.8868 |
|
1.618 |
0.8778 |
|
2.618 |
0.8632 |
|
4.250 |
0.8394 |
|
|
| Fisher Pivots for day following 19-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9087 |
0.9087 |
| PP |
0.9065 |
0.9065 |
| S1 |
0.9043 |
0.9043 |
|