CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 17-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9033 |
0.9003 |
-0.0030 |
-0.3% |
0.9013 |
| High |
0.9037 |
0.9054 |
0.0017 |
0.2% |
0.9055 |
| Low |
0.9000 |
0.9003 |
0.0003 |
0.0% |
0.8964 |
| Close |
0.9010 |
0.9049 |
0.0039 |
0.4% |
0.9010 |
| Range |
0.0037 |
0.0051 |
0.0014 |
37.8% |
0.0091 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
42,298 |
11,159 |
-31,139 |
-73.6% |
301,302 |
|
| Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9188 |
0.9170 |
0.9077 |
|
| R3 |
0.9137 |
0.9119 |
0.9063 |
|
| R2 |
0.9086 |
0.9086 |
0.9058 |
|
| R1 |
0.9068 |
0.9068 |
0.9054 |
0.9077 |
| PP |
0.9035 |
0.9035 |
0.9035 |
0.9040 |
| S1 |
0.9017 |
0.9017 |
0.9044 |
0.9026 |
| S2 |
0.8984 |
0.8984 |
0.9040 |
|
| S3 |
0.8933 |
0.8966 |
0.9035 |
|
| S4 |
0.8882 |
0.8915 |
0.9021 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9283 |
0.9237 |
0.9060 |
|
| R3 |
0.9192 |
0.9146 |
0.9035 |
|
| R2 |
0.9101 |
0.9101 |
0.9027 |
|
| R1 |
0.9055 |
0.9055 |
0.9018 |
0.9033 |
| PP |
0.9010 |
0.9010 |
0.9010 |
0.8998 |
| S1 |
0.8964 |
0.8964 |
0.9002 |
0.8942 |
| S2 |
0.8919 |
0.8919 |
0.8993 |
|
| S3 |
0.8828 |
0.8873 |
0.8985 |
|
| S4 |
0.8737 |
0.8782 |
0.8960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9055 |
0.8964 |
0.0091 |
1.0% |
0.0051 |
0.6% |
93% |
False |
False |
53,149 |
| 10 |
0.9126 |
0.8964 |
0.0162 |
1.8% |
0.0058 |
0.6% |
52% |
False |
False |
56,978 |
| 20 |
0.9160 |
0.8927 |
0.0233 |
2.6% |
0.0062 |
0.7% |
52% |
False |
False |
56,133 |
| 40 |
0.9160 |
0.8899 |
0.0261 |
2.9% |
0.0065 |
0.7% |
57% |
False |
False |
59,661 |
| 60 |
0.9431 |
0.8899 |
0.0532 |
5.9% |
0.0066 |
0.7% |
28% |
False |
False |
58,880 |
| 80 |
0.9571 |
0.8899 |
0.0672 |
7.4% |
0.0062 |
0.7% |
22% |
False |
False |
48,741 |
| 100 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0058 |
0.6% |
19% |
False |
False |
39,057 |
| 120 |
0.9700 |
0.8899 |
0.0801 |
8.9% |
0.0054 |
0.6% |
19% |
False |
False |
32,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9271 |
|
2.618 |
0.9188 |
|
1.618 |
0.9137 |
|
1.000 |
0.9105 |
|
0.618 |
0.9086 |
|
HIGH |
0.9054 |
|
0.618 |
0.9035 |
|
0.500 |
0.9029 |
|
0.382 |
0.9022 |
|
LOW |
0.9003 |
|
0.618 |
0.8971 |
|
1.000 |
0.8952 |
|
1.618 |
0.8920 |
|
2.618 |
0.8869 |
|
4.250 |
0.8786 |
|
|
| Fisher Pivots for day following 17-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9042 |
0.9040 |
| PP |
0.9035 |
0.9031 |
| S1 |
0.9029 |
0.9023 |
|