CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 14-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2014 |
14-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9063 |
0.9081 |
0.0018 |
0.2% |
0.9031 |
| High |
0.9101 |
0.9113 |
0.0012 |
0.1% |
0.9113 |
| Low |
0.9044 |
0.9074 |
0.0030 |
0.3% |
0.8992 |
| Close |
0.9085 |
0.9080 |
-0.0005 |
-0.1% |
0.9080 |
| Range |
0.0057 |
0.0039 |
-0.0018 |
-31.6% |
0.0121 |
| ATR |
0.0060 |
0.0059 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
419 |
247 |
-172 |
-41.1% |
2,201 |
|
| Daily Pivots for day following 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9206 |
0.9182 |
0.9101 |
|
| R3 |
0.9167 |
0.9143 |
0.9091 |
|
| R2 |
0.9128 |
0.9128 |
0.9087 |
|
| R1 |
0.9104 |
0.9104 |
0.9084 |
0.9097 |
| PP |
0.9089 |
0.9089 |
0.9089 |
0.9085 |
| S1 |
0.9065 |
0.9065 |
0.9076 |
0.9058 |
| S2 |
0.9050 |
0.9050 |
0.9073 |
|
| S3 |
0.9011 |
0.9026 |
0.9069 |
|
| S4 |
0.8972 |
0.8987 |
0.9059 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9425 |
0.9373 |
0.9147 |
|
| R3 |
0.9304 |
0.9252 |
0.9113 |
|
| R2 |
0.9183 |
0.9183 |
0.9102 |
|
| R1 |
0.9131 |
0.9131 |
0.9091 |
0.9157 |
| PP |
0.9062 |
0.9062 |
0.9062 |
0.9075 |
| S1 |
0.9010 |
0.9010 |
0.9069 |
0.9036 |
| S2 |
0.8941 |
0.8941 |
0.9058 |
|
| S3 |
0.8820 |
0.8889 |
0.9047 |
|
| S4 |
0.8699 |
0.8768 |
0.9013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9113 |
0.8992 |
0.0121 |
1.3% |
0.0047 |
0.5% |
73% |
True |
False |
440 |
| 10 |
0.9113 |
0.8963 |
0.0150 |
1.7% |
0.0056 |
0.6% |
78% |
True |
False |
358 |
| 20 |
0.9115 |
0.8885 |
0.0230 |
2.5% |
0.0061 |
0.7% |
85% |
False |
False |
298 |
| 40 |
0.9406 |
0.8885 |
0.0521 |
5.7% |
0.0060 |
0.7% |
37% |
False |
False |
282 |
| 60 |
0.9530 |
0.8885 |
0.0645 |
7.1% |
0.0051 |
0.6% |
30% |
False |
False |
223 |
| 80 |
0.9678 |
0.8885 |
0.0793 |
8.7% |
0.0043 |
0.5% |
25% |
False |
False |
175 |
| 100 |
0.9678 |
0.8885 |
0.0793 |
8.7% |
0.0036 |
0.4% |
25% |
False |
False |
143 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0033 |
0.4% |
23% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9279 |
|
2.618 |
0.9215 |
|
1.618 |
0.9176 |
|
1.000 |
0.9152 |
|
0.618 |
0.9137 |
|
HIGH |
0.9113 |
|
0.618 |
0.9098 |
|
0.500 |
0.9094 |
|
0.382 |
0.9089 |
|
LOW |
0.9074 |
|
0.618 |
0.9050 |
|
1.000 |
0.9035 |
|
1.618 |
0.9011 |
|
2.618 |
0.8972 |
|
4.250 |
0.8908 |
|
|
| Fisher Pivots for day following 14-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9094 |
0.9080 |
| PP |
0.9089 |
0.9079 |
| S1 |
0.9085 |
0.9079 |
|