CME Canadian Dollar Future June 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 |
0.9007 |
0.9031 |
0.0024 |
0.3% |
0.8970 |
| High |
0.9090 |
0.9048 |
-0.0042 |
-0.5% |
0.9090 |
| Low |
0.8999 |
0.9013 |
0.0014 |
0.2% |
0.8963 |
| Close |
0.9036 |
0.9026 |
-0.0010 |
-0.1% |
0.9036 |
| Range |
0.0091 |
0.0035 |
-0.0056 |
-61.5% |
0.0127 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
244 |
754 |
510 |
209.0% |
1,382 |
|
| Daily Pivots for day following 10-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9134 |
0.9115 |
0.9045 |
|
| R3 |
0.9099 |
0.9080 |
0.9036 |
|
| R2 |
0.9064 |
0.9064 |
0.9032 |
|
| R1 |
0.9045 |
0.9045 |
0.9029 |
0.9037 |
| PP |
0.9029 |
0.9029 |
0.9029 |
0.9025 |
| S1 |
0.9010 |
0.9010 |
0.9023 |
0.9002 |
| S2 |
0.8994 |
0.8994 |
0.9020 |
|
| S3 |
0.8959 |
0.8975 |
0.9016 |
|
| S4 |
0.8924 |
0.8940 |
0.9007 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9411 |
0.9350 |
0.9106 |
|
| R3 |
0.9284 |
0.9223 |
0.9071 |
|
| R2 |
0.9157 |
0.9157 |
0.9059 |
|
| R1 |
0.9096 |
0.9096 |
0.9048 |
0.9127 |
| PP |
0.9030 |
0.9030 |
0.9030 |
0.9045 |
| S1 |
0.8969 |
0.8969 |
0.9024 |
0.9000 |
| S2 |
0.8903 |
0.8903 |
0.9013 |
|
| S3 |
0.8776 |
0.8842 |
0.9001 |
|
| S4 |
0.8649 |
0.8715 |
0.8966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9090 |
0.8964 |
0.0126 |
1.4% |
0.0059 |
0.6% |
49% |
False |
False |
334 |
| 10 |
0.9090 |
0.8885 |
0.0205 |
2.3% |
0.0063 |
0.7% |
69% |
False |
False |
293 |
| 20 |
0.9188 |
0.8885 |
0.0303 |
3.4% |
0.0062 |
0.7% |
47% |
False |
False |
285 |
| 40 |
0.9423 |
0.8885 |
0.0538 |
6.0% |
0.0060 |
0.7% |
26% |
False |
False |
262 |
| 60 |
0.9545 |
0.8885 |
0.0660 |
7.3% |
0.0049 |
0.5% |
21% |
False |
False |
201 |
| 80 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0041 |
0.4% |
18% |
False |
False |
157 |
| 100 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0036 |
0.4% |
17% |
False |
False |
129 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0032 |
0.4% |
17% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9197 |
|
2.618 |
0.9140 |
|
1.618 |
0.9105 |
|
1.000 |
0.9083 |
|
0.618 |
0.9070 |
|
HIGH |
0.9048 |
|
0.618 |
0.9035 |
|
0.500 |
0.9031 |
|
0.382 |
0.9026 |
|
LOW |
0.9013 |
|
0.618 |
0.8991 |
|
1.000 |
0.8978 |
|
1.618 |
0.8956 |
|
2.618 |
0.8921 |
|
4.250 |
0.8864 |
|
|
| Fisher Pivots for day following 10-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9031 |
0.9027 |
| PP |
0.9029 |
0.9027 |
| S1 |
0.9028 |
0.9026 |
|