CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 21-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9135 |
0.9103 |
-0.0032 |
-0.4% |
0.9156 |
| High |
0.9139 |
0.9137 |
-0.0002 |
0.0% |
0.9208 |
| Low |
0.9091 |
0.9063 |
-0.0028 |
-0.3% |
0.9084 |
| Close |
0.9102 |
0.9094 |
-0.0008 |
-0.1% |
0.9102 |
| Range |
0.0048 |
0.0074 |
0.0026 |
54.2% |
0.0124 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.2% |
0.0000 |
| Volume |
50,516 |
67,347 |
16,831 |
33.3% |
303,892 |
|
| Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9320 |
0.9281 |
0.9135 |
|
| R3 |
0.9246 |
0.9207 |
0.9114 |
|
| R2 |
0.9172 |
0.9172 |
0.9108 |
|
| R1 |
0.9133 |
0.9133 |
0.9101 |
0.9116 |
| PP |
0.9098 |
0.9098 |
0.9098 |
0.9089 |
| S1 |
0.9059 |
0.9059 |
0.9087 |
0.9042 |
| S2 |
0.9024 |
0.9024 |
0.9080 |
|
| S3 |
0.8950 |
0.8985 |
0.9074 |
|
| S4 |
0.8876 |
0.8911 |
0.9053 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9503 |
0.9427 |
0.9170 |
|
| R3 |
0.9379 |
0.9303 |
0.9136 |
|
| R2 |
0.9255 |
0.9255 |
0.9125 |
|
| R1 |
0.9179 |
0.9179 |
0.9113 |
0.9155 |
| PP |
0.9131 |
0.9131 |
0.9131 |
0.9120 |
| S1 |
0.9055 |
0.9055 |
0.9091 |
0.9031 |
| S2 |
0.9007 |
0.9007 |
0.9079 |
|
| S3 |
0.8883 |
0.8931 |
0.9068 |
|
| S4 |
0.8759 |
0.8807 |
0.9034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9187 |
0.9063 |
0.0124 |
1.4% |
0.0061 |
0.7% |
25% |
False |
True |
62,075 |
| 10 |
0.9369 |
0.9063 |
0.0306 |
3.4% |
0.0069 |
0.8% |
10% |
False |
True |
71,518 |
| 20 |
0.9431 |
0.9063 |
0.0368 |
4.0% |
0.0066 |
0.7% |
8% |
False |
True |
56,634 |
| 40 |
0.9540 |
0.9063 |
0.0477 |
5.2% |
0.0060 |
0.7% |
6% |
False |
True |
40,748 |
| 60 |
0.9611 |
0.9063 |
0.0548 |
6.0% |
0.0054 |
0.6% |
6% |
False |
True |
27,282 |
| 80 |
0.9700 |
0.9063 |
0.0637 |
7.0% |
0.0050 |
0.6% |
5% |
False |
True |
20,512 |
| 100 |
0.9775 |
0.9063 |
0.0712 |
7.8% |
0.0048 |
0.5% |
4% |
False |
True |
16,433 |
| 120 |
0.9775 |
0.9063 |
0.0712 |
7.8% |
0.0046 |
0.5% |
4% |
False |
True |
13,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9452 |
|
2.618 |
0.9331 |
|
1.618 |
0.9257 |
|
1.000 |
0.9211 |
|
0.618 |
0.9183 |
|
HIGH |
0.9137 |
|
0.618 |
0.9109 |
|
0.500 |
0.9100 |
|
0.382 |
0.9091 |
|
LOW |
0.9063 |
|
0.618 |
0.9017 |
|
1.000 |
0.8989 |
|
1.618 |
0.8943 |
|
2.618 |
0.8869 |
|
4.250 |
0.8749 |
|
|
| Fisher Pivots for day following 21-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9100 |
0.9110 |
| PP |
0.9098 |
0.9105 |
| S1 |
0.9096 |
0.9099 |
|