CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9324 |
0.9371 |
0.0047 |
0.5% |
0.9376 |
| High |
0.9384 |
0.9407 |
0.0023 |
0.2% |
0.9431 |
| Low |
0.9304 |
0.9366 |
0.0062 |
0.7% |
0.9311 |
| Close |
0.9381 |
0.9392 |
0.0011 |
0.1% |
0.9318 |
| Range |
0.0080 |
0.0041 |
-0.0039 |
-48.8% |
0.0120 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
41,469 |
28,362 |
-13,107 |
-31.6% |
112,584 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9511 |
0.9493 |
0.9415 |
|
| R3 |
0.9470 |
0.9452 |
0.9403 |
|
| R2 |
0.9429 |
0.9429 |
0.9400 |
|
| R1 |
0.9411 |
0.9411 |
0.9396 |
0.9420 |
| PP |
0.9388 |
0.9388 |
0.9388 |
0.9393 |
| S1 |
0.9370 |
0.9370 |
0.9388 |
0.9379 |
| S2 |
0.9347 |
0.9347 |
0.9384 |
|
| S3 |
0.9306 |
0.9329 |
0.9381 |
|
| S4 |
0.9265 |
0.9288 |
0.9369 |
|
|
| 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 |
0.9410 |
0.9304 |
0.0106 |
1.1% |
0.0054 |
0.6% |
83% |
False |
False |
27,960 |
| 10 |
0.9434 |
0.9293 |
0.0141 |
1.5% |
0.0063 |
0.7% |
70% |
False |
False |
42,110 |
| 20 |
0.9446 |
0.9293 |
0.0153 |
1.6% |
0.0058 |
0.6% |
65% |
False |
False |
36,633 |
| 40 |
0.9583 |
0.9293 |
0.0290 |
3.1% |
0.0051 |
0.5% |
34% |
False |
False |
18,632 |
| 60 |
0.9700 |
0.9293 |
0.0407 |
4.3% |
0.0048 |
0.5% |
24% |
False |
False |
12,522 |
| 80 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0045 |
0.5% |
21% |
False |
False |
9,429 |
| 100 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0044 |
0.5% |
21% |
False |
False |
7,558 |
| 120 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0041 |
0.4% |
21% |
False |
False |
6,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9581 |
|
2.618 |
0.9514 |
|
1.618 |
0.9473 |
|
1.000 |
0.9448 |
|
0.618 |
0.9432 |
|
HIGH |
0.9407 |
|
0.618 |
0.9391 |
|
0.500 |
0.9387 |
|
0.382 |
0.9382 |
|
LOW |
0.9366 |
|
0.618 |
0.9341 |
|
1.000 |
0.9325 |
|
1.618 |
0.9300 |
|
2.618 |
0.9259 |
|
4.250 |
0.9192 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9390 |
0.9380 |
| PP |
0.9388 |
0.9368 |
| S1 |
0.9387 |
0.9356 |
|