CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8983 |
0.8991 |
0.0008 |
0.1% |
0.9024 |
| High |
0.9048 |
0.9042 |
-0.0006 |
-0.1% |
0.9054 |
| Low |
0.8973 |
0.8981 |
0.0008 |
0.1% |
0.8899 |
| Close |
0.9002 |
0.9021 |
0.0019 |
0.2% |
0.8978 |
| Range |
0.0075 |
0.0061 |
-0.0014 |
-18.7% |
0.0155 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
70,199 |
52,745 |
-17,454 |
-24.9% |
300,242 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9198 |
0.9170 |
0.9055 |
|
| R3 |
0.9137 |
0.9109 |
0.9038 |
|
| R2 |
0.9076 |
0.9076 |
0.9032 |
|
| R1 |
0.9048 |
0.9048 |
0.9027 |
0.9062 |
| PP |
0.9015 |
0.9015 |
0.9015 |
0.9022 |
| S1 |
0.8987 |
0.8987 |
0.9015 |
0.9001 |
| S2 |
0.8954 |
0.8954 |
0.9010 |
|
| S3 |
0.8893 |
0.8926 |
0.9004 |
|
| S4 |
0.8832 |
0.8865 |
0.8987 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9442 |
0.9365 |
0.9063 |
|
| R3 |
0.9287 |
0.9210 |
0.9021 |
|
| R2 |
0.9132 |
0.9132 |
0.9006 |
|
| R1 |
0.9055 |
0.9055 |
0.8992 |
0.9016 |
| PP |
0.8977 |
0.8977 |
0.8977 |
0.8958 |
| S1 |
0.8900 |
0.8900 |
0.8964 |
0.8861 |
| S2 |
0.8822 |
0.8822 |
0.8950 |
|
| S3 |
0.8667 |
0.8745 |
0.8935 |
|
| S4 |
0.8512 |
0.8590 |
0.8893 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9048 |
0.8899 |
0.0149 |
1.7% |
0.0071 |
0.8% |
82% |
False |
False |
62,538 |
| 10 |
0.9118 |
0.8899 |
0.0219 |
2.4% |
0.0076 |
0.8% |
56% |
False |
False |
72,046 |
| 20 |
0.9369 |
0.8899 |
0.0470 |
5.2% |
0.0072 |
0.8% |
26% |
False |
False |
71,782 |
| 40 |
0.9446 |
0.8899 |
0.0547 |
6.1% |
0.0066 |
0.7% |
22% |
False |
False |
58,068 |
| 60 |
0.9576 |
0.8899 |
0.0677 |
7.5% |
0.0060 |
0.7% |
18% |
False |
False |
39,232 |
| 80 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0055 |
0.6% |
15% |
False |
False |
29,497 |
| 100 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0052 |
0.6% |
14% |
False |
False |
23,628 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0049 |
0.5% |
14% |
False |
False |
19,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9301 |
|
2.618 |
0.9202 |
|
1.618 |
0.9141 |
|
1.000 |
0.9103 |
|
0.618 |
0.9080 |
|
HIGH |
0.9042 |
|
0.618 |
0.9019 |
|
0.500 |
0.9012 |
|
0.382 |
0.9004 |
|
LOW |
0.8981 |
|
0.618 |
0.8943 |
|
1.000 |
0.8920 |
|
1.618 |
0.8882 |
|
2.618 |
0.8821 |
|
4.250 |
0.8722 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9018 |
0.9005 |
| PP |
0.9015 |
0.8989 |
| S1 |
0.9012 |
0.8974 |
|