CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9386 |
0.9366 |
-0.0020 |
-0.2% |
0.9324 |
| High |
0.9410 |
0.9369 |
-0.0041 |
-0.4% |
0.9428 |
| Low |
0.9346 |
0.9259 |
-0.0087 |
-0.9% |
0.9304 |
| Close |
0.9369 |
0.9273 |
-0.0096 |
-1.0% |
0.9402 |
| Range |
0.0064 |
0.0110 |
0.0046 |
71.9% |
0.0124 |
| ATR |
0.0059 |
0.0062 |
0.0004 |
6.3% |
0.0000 |
| Volume |
60,211 |
92,592 |
32,381 |
53.8% |
183,144 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9630 |
0.9562 |
0.9334 |
|
| R3 |
0.9520 |
0.9452 |
0.9303 |
|
| R2 |
0.9410 |
0.9410 |
0.9293 |
|
| R1 |
0.9342 |
0.9342 |
0.9283 |
0.9321 |
| PP |
0.9300 |
0.9300 |
0.9300 |
0.9290 |
| S1 |
0.9232 |
0.9232 |
0.9263 |
0.9211 |
| S2 |
0.9190 |
0.9190 |
0.9253 |
|
| S3 |
0.9080 |
0.9122 |
0.9243 |
|
| S4 |
0.8970 |
0.9012 |
0.9213 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9750 |
0.9700 |
0.9470 |
|
| R3 |
0.9626 |
0.9576 |
0.9436 |
|
| R2 |
0.9502 |
0.9502 |
0.9425 |
|
| R1 |
0.9452 |
0.9452 |
0.9413 |
0.9477 |
| PP |
0.9378 |
0.9378 |
0.9378 |
0.9391 |
| S1 |
0.9328 |
0.9328 |
0.9391 |
0.9353 |
| S2 |
0.9254 |
0.9254 |
0.9379 |
|
| S3 |
0.9130 |
0.9204 |
0.9368 |
|
| S4 |
0.9006 |
0.9080 |
0.9334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9428 |
0.9259 |
0.0169 |
1.8% |
0.0071 |
0.8% |
8% |
False |
True |
58,895 |
| 10 |
0.9431 |
0.9259 |
0.0172 |
1.9% |
0.0066 |
0.7% |
8% |
False |
True |
44,853 |
| 20 |
0.9446 |
0.9259 |
0.0187 |
2.0% |
0.0062 |
0.7% |
7% |
False |
True |
48,208 |
| 40 |
0.9573 |
0.9259 |
0.0314 |
3.4% |
0.0055 |
0.6% |
4% |
False |
True |
25,267 |
| 60 |
0.9700 |
0.9259 |
0.0441 |
4.8% |
0.0051 |
0.5% |
3% |
False |
True |
16,940 |
| 80 |
0.9775 |
0.9259 |
0.0516 |
5.6% |
0.0048 |
0.5% |
3% |
False |
True |
12,741 |
| 100 |
0.9775 |
0.9259 |
0.0516 |
5.6% |
0.0046 |
0.5% |
3% |
False |
True |
10,211 |
| 120 |
0.9775 |
0.9259 |
0.0516 |
5.6% |
0.0043 |
0.5% |
3% |
False |
True |
8,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9837 |
|
2.618 |
0.9657 |
|
1.618 |
0.9547 |
|
1.000 |
0.9479 |
|
0.618 |
0.9437 |
|
HIGH |
0.9369 |
|
0.618 |
0.9327 |
|
0.500 |
0.9314 |
|
0.382 |
0.9301 |
|
LOW |
0.9259 |
|
0.618 |
0.9191 |
|
1.000 |
0.9149 |
|
1.618 |
0.9081 |
|
2.618 |
0.8971 |
|
4.250 |
0.8792 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9314 |
0.9338 |
| PP |
0.9300 |
0.9316 |
| S1 |
0.9287 |
0.9295 |
|