CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 10-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2014 |
10-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9026 |
0.9049 |
0.0023 |
0.3% |
0.8983 |
| High |
0.9110 |
0.9068 |
-0.0042 |
-0.5% |
0.9110 |
| Low |
0.9017 |
0.9032 |
0.0015 |
0.2% |
0.8973 |
| Close |
0.9056 |
0.9045 |
-0.0011 |
-0.1% |
0.9056 |
| Range |
0.0093 |
0.0036 |
-0.0057 |
-61.3% |
0.0137 |
| ATR |
0.0071 |
0.0068 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
71,486 |
35,114 |
-36,372 |
-50.9% |
311,712 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9156 |
0.9137 |
0.9065 |
|
| R3 |
0.9120 |
0.9101 |
0.9055 |
|
| R2 |
0.9084 |
0.9084 |
0.9052 |
|
| R1 |
0.9065 |
0.9065 |
0.9048 |
0.9057 |
| PP |
0.9048 |
0.9048 |
0.9048 |
0.9044 |
| S1 |
0.9029 |
0.9029 |
0.9042 |
0.9021 |
| S2 |
0.9012 |
0.9012 |
0.9038 |
|
| S3 |
0.8976 |
0.8993 |
0.9035 |
|
| S4 |
0.8940 |
0.8957 |
0.9025 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9457 |
0.9394 |
0.9131 |
|
| R3 |
0.9320 |
0.9257 |
0.9094 |
|
| R2 |
0.9183 |
0.9183 |
0.9081 |
|
| R1 |
0.9120 |
0.9120 |
0.9069 |
0.9152 |
| PP |
0.9046 |
0.9046 |
0.9046 |
0.9062 |
| S1 |
0.8983 |
0.8983 |
0.9043 |
0.9015 |
| S2 |
0.8909 |
0.8909 |
0.9031 |
|
| S3 |
0.8772 |
0.8846 |
0.9018 |
|
| S4 |
0.8635 |
0.8709 |
0.8981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9110 |
0.8981 |
0.0129 |
1.4% |
0.0064 |
0.7% |
50% |
False |
False |
55,325 |
| 10 |
0.9110 |
0.8899 |
0.0211 |
2.3% |
0.0069 |
0.8% |
69% |
False |
False |
59,383 |
| 20 |
0.9208 |
0.8899 |
0.0309 |
3.4% |
0.0070 |
0.8% |
47% |
False |
False |
65,779 |
| 40 |
0.9446 |
0.8899 |
0.0547 |
6.0% |
0.0068 |
0.8% |
27% |
False |
False |
61,172 |
| 60 |
0.9573 |
0.8899 |
0.0674 |
7.5% |
0.0062 |
0.7% |
22% |
False |
False |
42,944 |
| 80 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0056 |
0.6% |
18% |
False |
False |
32,283 |
| 100 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0053 |
0.6% |
17% |
False |
False |
25,860 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0050 |
0.6% |
17% |
False |
False |
21,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9221 |
|
2.618 |
0.9162 |
|
1.618 |
0.9126 |
|
1.000 |
0.9104 |
|
0.618 |
0.9090 |
|
HIGH |
0.9068 |
|
0.618 |
0.9054 |
|
0.500 |
0.9050 |
|
0.382 |
0.9046 |
|
LOW |
0.9032 |
|
0.618 |
0.9010 |
|
1.000 |
0.8996 |
|
1.618 |
0.8974 |
|
2.618 |
0.8938 |
|
4.250 |
0.8879 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9050 |
0.9046 |
| PP |
0.9048 |
0.9046 |
| S1 |
0.9047 |
0.9045 |
|