CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9373 |
0.9324 |
-0.0049 |
-0.5% |
0.9376 |
| High |
0.9400 |
0.9384 |
-0.0016 |
-0.2% |
0.9431 |
| Low |
0.9311 |
0.9304 |
-0.0007 |
-0.1% |
0.9311 |
| Close |
0.9318 |
0.9381 |
0.0063 |
0.7% |
0.9318 |
| Range |
0.0089 |
0.0080 |
-0.0009 |
-10.1% |
0.0120 |
| ATR |
0.0056 |
0.0057 |
0.0002 |
3.1% |
0.0000 |
| Volume |
42,098 |
41,469 |
-629 |
-1.5% |
112,584 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9596 |
0.9569 |
0.9425 |
|
| R3 |
0.9516 |
0.9489 |
0.9403 |
|
| R2 |
0.9436 |
0.9436 |
0.9396 |
|
| R1 |
0.9409 |
0.9409 |
0.9388 |
0.9423 |
| PP |
0.9356 |
0.9356 |
0.9356 |
0.9363 |
| S1 |
0.9329 |
0.9329 |
0.9374 |
0.9343 |
| S2 |
0.9276 |
0.9276 |
0.9366 |
|
| S3 |
0.9196 |
0.9249 |
0.9359 |
|
| S4 |
0.9116 |
0.9169 |
0.9337 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9713 |
0.9636 |
0.9384 |
|
| R3 |
0.9593 |
0.9516 |
0.9351 |
|
| R2 |
0.9473 |
0.9473 |
0.9340 |
|
| R1 |
0.9396 |
0.9396 |
0.9329 |
0.9375 |
| PP |
0.9353 |
0.9353 |
0.9353 |
0.9343 |
| S1 |
0.9276 |
0.9276 |
0.9307 |
0.9255 |
| S2 |
0.9233 |
0.9233 |
0.9296 |
|
| S3 |
0.9113 |
0.9156 |
0.9285 |
|
| S4 |
0.8993 |
0.9036 |
0.9252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9431 |
0.9304 |
0.0127 |
1.4% |
0.0060 |
0.6% |
61% |
False |
True |
30,810 |
| 10 |
0.9437 |
0.9293 |
0.0144 |
1.5% |
0.0061 |
0.6% |
61% |
False |
False |
43,524 |
| 20 |
0.9446 |
0.9293 |
0.0153 |
1.6% |
0.0057 |
0.6% |
58% |
False |
False |
35,264 |
| 40 |
0.9583 |
0.9293 |
0.0290 |
3.1% |
0.0051 |
0.5% |
30% |
False |
False |
17,933 |
| 60 |
0.9700 |
0.9293 |
0.0407 |
4.3% |
0.0048 |
0.5% |
22% |
False |
False |
12,052 |
| 80 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0046 |
0.5% |
18% |
False |
False |
9,075 |
| 100 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0044 |
0.5% |
18% |
False |
False |
7,276 |
| 120 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0041 |
0.4% |
18% |
False |
False |
6,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9724 |
|
2.618 |
0.9593 |
|
1.618 |
0.9513 |
|
1.000 |
0.9464 |
|
0.618 |
0.9433 |
|
HIGH |
0.9384 |
|
0.618 |
0.9353 |
|
0.500 |
0.9344 |
|
0.382 |
0.9335 |
|
LOW |
0.9304 |
|
0.618 |
0.9255 |
|
1.000 |
0.9224 |
|
1.618 |
0.9175 |
|
2.618 |
0.9095 |
|
4.250 |
0.8964 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9369 |
0.9372 |
| PP |
0.9356 |
0.9363 |
| S1 |
0.9344 |
0.9354 |
|