CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 10-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9220 |
0.9209 |
-0.0011 |
-0.1% |
0.9386 |
| High |
0.9229 |
0.9212 |
-0.0017 |
-0.2% |
0.9410 |
| Low |
0.9180 |
0.9120 |
-0.0060 |
-0.7% |
0.9120 |
| Close |
0.9188 |
0.9166 |
-0.0022 |
-0.2% |
0.9166 |
| Range |
0.0049 |
0.0092 |
0.0043 |
87.8% |
0.0290 |
| ATR |
0.0061 |
0.0064 |
0.0002 |
3.6% |
0.0000 |
| Volume |
63,794 |
101,423 |
37,629 |
59.0% |
404,155 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9442 |
0.9396 |
0.9217 |
|
| R3 |
0.9350 |
0.9304 |
0.9191 |
|
| R2 |
0.9258 |
0.9258 |
0.9183 |
|
| R1 |
0.9212 |
0.9212 |
0.9174 |
0.9189 |
| PP |
0.9166 |
0.9166 |
0.9166 |
0.9155 |
| S1 |
0.9120 |
0.9120 |
0.9158 |
0.9097 |
| S2 |
0.9074 |
0.9074 |
0.9149 |
|
| S3 |
0.8982 |
0.9028 |
0.9141 |
|
| S4 |
0.8890 |
0.8936 |
0.9115 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0102 |
0.9924 |
0.9326 |
|
| R3 |
0.9812 |
0.9634 |
0.9246 |
|
| R2 |
0.9522 |
0.9522 |
0.9219 |
|
| R1 |
0.9344 |
0.9344 |
0.9193 |
0.9288 |
| PP |
0.9232 |
0.9232 |
0.9232 |
0.9204 |
| S1 |
0.9054 |
0.9054 |
0.9139 |
0.8998 |
| S2 |
0.8942 |
0.8942 |
0.9113 |
|
| S3 |
0.8652 |
0.8764 |
0.9086 |
|
| S4 |
0.8362 |
0.8474 |
0.9007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9410 |
0.9120 |
0.0290 |
3.2% |
0.0074 |
0.8% |
16% |
False |
True |
80,831 |
| 10 |
0.9428 |
0.9120 |
0.0308 |
3.4% |
0.0072 |
0.8% |
15% |
False |
True |
62,939 |
| 20 |
0.9446 |
0.9120 |
0.0326 |
3.6% |
0.0066 |
0.7% |
14% |
False |
True |
56,564 |
| 40 |
0.9573 |
0.9120 |
0.0453 |
4.9% |
0.0058 |
0.6% |
10% |
False |
True |
31,527 |
| 60 |
0.9700 |
0.9120 |
0.0580 |
6.3% |
0.0052 |
0.6% |
8% |
False |
True |
21,118 |
| 80 |
0.9775 |
0.9120 |
0.0655 |
7.1% |
0.0049 |
0.5% |
7% |
False |
True |
15,880 |
| 100 |
0.9775 |
0.9120 |
0.0655 |
7.1% |
0.0047 |
0.5% |
7% |
False |
True |
12,724 |
| 120 |
0.9775 |
0.9120 |
0.0655 |
7.1% |
0.0044 |
0.5% |
7% |
False |
True |
10,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9603 |
|
2.618 |
0.9453 |
|
1.618 |
0.9361 |
|
1.000 |
0.9304 |
|
0.618 |
0.9269 |
|
HIGH |
0.9212 |
|
0.618 |
0.9177 |
|
0.500 |
0.9166 |
|
0.382 |
0.9155 |
|
LOW |
0.9120 |
|
0.618 |
0.9063 |
|
1.000 |
0.9028 |
|
1.618 |
0.8971 |
|
2.618 |
0.8879 |
|
4.250 |
0.8729 |
|
|
| Fisher Pivots for day following 10-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9166 |
0.9197 |
| PP |
0.9166 |
0.9186 |
| S1 |
0.9166 |
0.9176 |
|