CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9124 |
0.9022 |
-0.0102 |
-1.1% |
0.9049 |
| High |
0.9160 |
0.9036 |
-0.0124 |
-1.4% |
0.9134 |
| Low |
0.9014 |
0.8993 |
-0.0021 |
-0.2% |
0.9010 |
| Close |
0.9021 |
0.8998 |
-0.0023 |
-0.3% |
0.9100 |
| Range |
0.0146 |
0.0043 |
-0.0103 |
-70.5% |
0.0124 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
74,809 |
63,798 |
-11,011 |
-14.7% |
236,703 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9138 |
0.9111 |
0.9022 |
|
| R3 |
0.9095 |
0.9068 |
0.9010 |
|
| R2 |
0.9052 |
0.9052 |
0.9006 |
|
| R1 |
0.9025 |
0.9025 |
0.9002 |
0.9017 |
| PP |
0.9009 |
0.9009 |
0.9009 |
0.9005 |
| S1 |
0.8982 |
0.8982 |
0.8994 |
0.8974 |
| S2 |
0.8966 |
0.8966 |
0.8990 |
|
| S3 |
0.8923 |
0.8939 |
0.8986 |
|
| S4 |
0.8880 |
0.8896 |
0.8974 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9453 |
0.9401 |
0.9168 |
|
| R3 |
0.9329 |
0.9277 |
0.9134 |
|
| R2 |
0.9205 |
0.9205 |
0.9123 |
|
| R1 |
0.9153 |
0.9153 |
0.9111 |
0.9179 |
| PP |
0.9081 |
0.9081 |
0.9081 |
0.9095 |
| S1 |
0.9029 |
0.9029 |
0.9089 |
0.9055 |
| S2 |
0.8957 |
0.8957 |
0.9077 |
|
| S3 |
0.8833 |
0.8905 |
0.9066 |
|
| S4 |
0.8709 |
0.8781 |
0.9032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9160 |
0.8993 |
0.0167 |
1.9% |
0.0065 |
0.7% |
3% |
False |
True |
58,735 |
| 10 |
0.9160 |
0.8982 |
0.0178 |
2.0% |
0.0063 |
0.7% |
9% |
False |
False |
55,081 |
| 20 |
0.9160 |
0.8899 |
0.0261 |
2.9% |
0.0067 |
0.7% |
38% |
False |
False |
62,261 |
| 40 |
0.9431 |
0.8899 |
0.0532 |
5.9% |
0.0067 |
0.7% |
19% |
False |
False |
60,176 |
| 60 |
0.9481 |
0.8899 |
0.0582 |
6.5% |
0.0063 |
0.7% |
17% |
False |
False |
49,425 |
| 80 |
0.9583 |
0.8899 |
0.0684 |
7.6% |
0.0058 |
0.6% |
14% |
False |
False |
37,152 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0054 |
0.6% |
12% |
False |
False |
29,766 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0052 |
0.6% |
11% |
False |
False |
24,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9219 |
|
2.618 |
0.9149 |
|
1.618 |
0.9106 |
|
1.000 |
0.9079 |
|
0.618 |
0.9063 |
|
HIGH |
0.9036 |
|
0.618 |
0.9020 |
|
0.500 |
0.9015 |
|
0.382 |
0.9009 |
|
LOW |
0.8993 |
|
0.618 |
0.8966 |
|
1.000 |
0.8950 |
|
1.618 |
0.8923 |
|
2.618 |
0.8880 |
|
4.250 |
0.8810 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9015 |
0.9077 |
| PP |
0.9009 |
0.9050 |
| S1 |
0.9004 |
0.9024 |
|