CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.9015 |
0.8991 |
-0.0024 |
-0.3% |
0.8996 |
High |
0.9015 |
0.9035 |
0.0020 |
0.2% |
0.9035 |
Low |
0.8980 |
0.8982 |
0.0002 |
0.0% |
0.8945 |
Close |
0.8990 |
0.9029 |
0.0039 |
0.4% |
0.8990 |
Range |
0.0035 |
0.0053 |
0.0018 |
51.4% |
0.0090 |
ATR |
0.0058 |
0.0058 |
0.0000 |
-0.7% |
0.0000 |
Volume |
81,987 |
48,847 |
-33,140 |
-40.4% |
215,688 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9174 |
0.9155 |
0.9058 |
|
R3 |
0.9121 |
0.9102 |
0.9044 |
|
R2 |
0.9068 |
0.9068 |
0.9039 |
|
R1 |
0.9049 |
0.9049 |
0.9034 |
0.9059 |
PP |
0.9015 |
0.9015 |
0.9015 |
0.9020 |
S1 |
0.8996 |
0.8996 |
0.9024 |
0.9006 |
S2 |
0.8962 |
0.8962 |
0.9019 |
|
S3 |
0.8909 |
0.8943 |
0.9014 |
|
S4 |
0.8856 |
0.8890 |
0.9000 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9260 |
0.9215 |
0.9040 |
|
R3 |
0.9170 |
0.9125 |
0.9015 |
|
R2 |
0.9080 |
0.9080 |
0.9007 |
|
R1 |
0.9035 |
0.9035 |
0.8998 |
0.9013 |
PP |
0.8990 |
0.8990 |
0.8990 |
0.8979 |
S1 |
0.8945 |
0.8945 |
0.8982 |
0.8923 |
S2 |
0.8900 |
0.8900 |
0.8974 |
|
S3 |
0.8810 |
0.8855 |
0.8965 |
|
S4 |
0.8720 |
0.8765 |
0.8941 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9035 |
0.8945 |
0.0090 |
1.0% |
0.0050 |
0.6% |
93% |
True |
False |
51,123 |
10 |
0.9106 |
0.8945 |
0.0161 |
1.8% |
0.0057 |
0.6% |
52% |
False |
False |
29,372 |
20 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0060 |
0.7% |
52% |
False |
False |
15,408 |
40 |
0.9138 |
0.8885 |
0.0253 |
2.8% |
0.0060 |
0.7% |
57% |
False |
False |
7,853 |
60 |
0.9406 |
0.8885 |
0.0521 |
5.8% |
0.0060 |
0.7% |
28% |
False |
False |
5,324 |
80 |
0.9530 |
0.8885 |
0.0645 |
7.1% |
0.0053 |
0.6% |
22% |
False |
False |
4,020 |
100 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0046 |
0.5% |
18% |
False |
False |
3,222 |
120 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0040 |
0.4% |
18% |
False |
False |
2,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9260 |
2.618 |
0.9174 |
1.618 |
0.9121 |
1.000 |
0.9088 |
0.618 |
0.9068 |
HIGH |
0.9035 |
0.618 |
0.9015 |
0.500 |
0.9009 |
0.382 |
0.9002 |
LOW |
0.8982 |
0.618 |
0.8949 |
1.000 |
0.8929 |
1.618 |
0.8896 |
2.618 |
0.8843 |
4.250 |
0.8757 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9022 |
0.9020 |
PP |
0.9015 |
0.9012 |
S1 |
0.9009 |
0.9003 |
|