CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 25-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9000 |
0.9035 |
0.0035 |
0.4% |
0.9103 |
| High |
0.9043 |
0.9042 |
-0.0001 |
0.0% |
0.9160 |
| Low |
0.8970 |
0.9007 |
0.0037 |
0.4% |
0.8927 |
| Close |
0.9037 |
0.9020 |
-0.0017 |
-0.2% |
0.8982 |
| Range |
0.0073 |
0.0035 |
-0.0038 |
-52.1% |
0.0233 |
| ATR |
0.0068 |
0.0065 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
41,227 |
35,565 |
-5,662 |
-13.7% |
261,573 |
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9128 |
0.9109 |
0.9039 |
|
| R3 |
0.9093 |
0.9074 |
0.9030 |
|
| R2 |
0.9058 |
0.9058 |
0.9026 |
|
| R1 |
0.9039 |
0.9039 |
0.9023 |
0.9031 |
| PP |
0.9023 |
0.9023 |
0.9023 |
0.9019 |
| S1 |
0.9004 |
0.9004 |
0.9017 |
0.8996 |
| S2 |
0.8988 |
0.8988 |
0.9014 |
|
| S3 |
0.8953 |
0.8969 |
0.9010 |
|
| S4 |
0.8918 |
0.8934 |
0.9001 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9722 |
0.9585 |
0.9110 |
|
| R3 |
0.9489 |
0.9352 |
0.9046 |
|
| R2 |
0.9256 |
0.9256 |
0.9025 |
|
| R1 |
0.9119 |
0.9119 |
0.9003 |
0.9071 |
| PP |
0.9023 |
0.9023 |
0.9023 |
0.8999 |
| S1 |
0.8886 |
0.8886 |
0.8961 |
0.8838 |
| S2 |
0.8790 |
0.8790 |
0.8939 |
|
| S3 |
0.8557 |
0.8653 |
0.8918 |
|
| S4 |
0.8324 |
0.8420 |
0.8854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0075 |
0.8% |
40% |
False |
False |
57,395 |
| 10 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0062 |
0.7% |
40% |
False |
False |
53,995 |
| 20 |
0.9160 |
0.8899 |
0.0261 |
2.9% |
0.0066 |
0.7% |
46% |
False |
False |
56,689 |
| 40 |
0.9428 |
0.8899 |
0.0529 |
5.9% |
0.0069 |
0.8% |
23% |
False |
False |
62,123 |
| 60 |
0.9466 |
0.8899 |
0.0567 |
6.3% |
0.0064 |
0.7% |
21% |
False |
False |
51,833 |
| 80 |
0.9583 |
0.8899 |
0.0684 |
7.6% |
0.0059 |
0.7% |
18% |
False |
False |
38,990 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0055 |
0.6% |
15% |
False |
False |
31,248 |
| 120 |
0.9775 |
0.8899 |
0.0876 |
9.7% |
0.0053 |
0.6% |
14% |
False |
False |
26,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9191 |
|
2.618 |
0.9134 |
|
1.618 |
0.9099 |
|
1.000 |
0.9077 |
|
0.618 |
0.9064 |
|
HIGH |
0.9042 |
|
0.618 |
0.9029 |
|
0.500 |
0.9025 |
|
0.382 |
0.9020 |
|
LOW |
0.9007 |
|
0.618 |
0.8985 |
|
1.000 |
0.8972 |
|
1.618 |
0.8950 |
|
2.618 |
0.8915 |
|
4.250 |
0.8858 |
|
|
| Fisher Pivots for day following 25-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9025 |
0.9008 |
| PP |
0.9023 |
0.8997 |
| S1 |
0.9022 |
0.8985 |
|