CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.9075 |
0.9085 |
0.0010 |
0.1% |
0.8983 |
High |
0.9104 |
0.9122 |
0.0018 |
0.2% |
0.9110 |
Low |
0.9064 |
0.9062 |
-0.0002 |
0.0% |
0.8973 |
Close |
0.9087 |
0.9105 |
0.0018 |
0.2% |
0.9056 |
Range |
0.0040 |
0.0060 |
0.0020 |
50.0% |
0.0137 |
ATR |
0.0066 |
0.0066 |
0.0000 |
-0.7% |
0.0000 |
Volume |
45,433 |
48,327 |
2,894 |
6.4% |
311,712 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9276 |
0.9251 |
0.9138 |
|
R3 |
0.9216 |
0.9191 |
0.9122 |
|
R2 |
0.9156 |
0.9156 |
0.9116 |
|
R1 |
0.9131 |
0.9131 |
0.9111 |
0.9144 |
PP |
0.9096 |
0.9096 |
0.9096 |
0.9103 |
S1 |
0.9071 |
0.9071 |
0.9100 |
0.9084 |
S2 |
0.9036 |
0.9036 |
0.9094 |
|
S3 |
0.8976 |
0.9011 |
0.9089 |
|
S4 |
0.8916 |
0.8951 |
0.9072 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9457 |
0.9394 |
0.9131 |
|
R3 |
0.9320 |
0.9257 |
0.9094 |
|
R2 |
0.9183 |
0.9183 |
0.9081 |
|
R1 |
0.9120 |
0.9120 |
0.9069 |
0.9152 |
PP |
0.9046 |
0.9046 |
0.9046 |
0.9062 |
S1 |
0.8983 |
0.8983 |
0.9043 |
0.9015 |
S2 |
0.8909 |
0.8909 |
0.9031 |
|
S3 |
0.8772 |
0.8846 |
0.9018 |
|
S4 |
0.8635 |
0.8709 |
0.8981 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9122 |
0.9010 |
0.0112 |
1.2% |
0.0060 |
0.7% |
85% |
True |
False |
50,567 |
10 |
0.9122 |
0.8899 |
0.0223 |
2.4% |
0.0068 |
0.7% |
92% |
True |
False |
57,571 |
20 |
0.9157 |
0.8899 |
0.0258 |
2.8% |
0.0068 |
0.7% |
80% |
False |
False |
62,973 |
40 |
0.9434 |
0.8899 |
0.0535 |
5.9% |
0.0068 |
0.7% |
39% |
False |
False |
60,010 |
60 |
0.9573 |
0.8899 |
0.0674 |
7.4% |
0.0062 |
0.7% |
31% |
False |
False |
45,361 |
80 |
0.9700 |
0.8899 |
0.0801 |
8.8% |
0.0057 |
0.6% |
26% |
False |
False |
34,098 |
100 |
0.9700 |
0.8899 |
0.0801 |
8.8% |
0.0053 |
0.6% |
26% |
False |
False |
27,317 |
120 |
0.9775 |
0.8899 |
0.0876 |
9.6% |
0.0051 |
0.6% |
24% |
False |
False |
22,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9377 |
2.618 |
0.9279 |
1.618 |
0.9219 |
1.000 |
0.9182 |
0.618 |
0.9159 |
HIGH |
0.9122 |
0.618 |
0.9099 |
0.500 |
0.9092 |
0.382 |
0.9085 |
LOW |
0.9062 |
0.618 |
0.9025 |
1.000 |
0.9002 |
1.618 |
0.8965 |
2.618 |
0.8905 |
4.250 |
0.8807 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9101 |
0.9092 |
PP |
0.9096 |
0.9079 |
S1 |
0.9092 |
0.9066 |
|