CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 18-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8991 |
0.9023 |
0.0032 |
0.4% |
0.8996 |
| High |
0.9035 |
0.9069 |
0.0034 |
0.4% |
0.9035 |
| Low |
0.8982 |
0.8952 |
-0.0030 |
-0.3% |
0.8945 |
| Close |
0.9029 |
0.8955 |
-0.0074 |
-0.8% |
0.8990 |
| Range |
0.0053 |
0.0117 |
0.0064 |
120.8% |
0.0090 |
| ATR |
0.0058 |
0.0062 |
0.0004 |
7.3% |
0.0000 |
| Volume |
48,847 |
74,100 |
25,253 |
51.7% |
215,688 |
|
| Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9343 |
0.9266 |
0.9019 |
|
| R3 |
0.9226 |
0.9149 |
0.8987 |
|
| R2 |
0.9109 |
0.9109 |
0.8976 |
|
| R1 |
0.9032 |
0.9032 |
0.8966 |
0.9012 |
| PP |
0.8992 |
0.8992 |
0.8992 |
0.8982 |
| S1 |
0.8915 |
0.8915 |
0.8944 |
0.8895 |
| S2 |
0.8875 |
0.8875 |
0.8934 |
|
| S3 |
0.8758 |
0.8798 |
0.8923 |
|
| S4 |
0.8641 |
0.8681 |
0.8891 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9260 |
0.9215 |
0.9040 |
|
| R3 |
0.9170 |
0.9125 |
0.9015 |
|
| R2 |
0.9080 |
0.9080 |
0.9007 |
|
| R1 |
0.9035 |
0.9035 |
0.8998 |
0.9013 |
| PP |
0.8990 |
0.8990 |
0.8990 |
0.8979 |
| S1 |
0.8945 |
0.8945 |
0.8982 |
0.8923 |
| S2 |
0.8900 |
0.8900 |
0.8974 |
|
| S3 |
0.8810 |
0.8855 |
0.8965 |
|
| S4 |
0.8720 |
0.8765 |
0.8941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9069 |
0.8945 |
0.0124 |
1.4% |
0.0064 |
0.7% |
8% |
True |
False |
61,082 |
| 10 |
0.9106 |
0.8945 |
0.0161 |
1.8% |
0.0064 |
0.7% |
6% |
False |
False |
36,479 |
| 20 |
0.9138 |
0.8910 |
0.0228 |
2.5% |
0.0064 |
0.7% |
20% |
False |
False |
19,091 |
| 40 |
0.9138 |
0.8885 |
0.0253 |
2.8% |
0.0062 |
0.7% |
28% |
False |
False |
9,702 |
| 60 |
0.9406 |
0.8885 |
0.0521 |
5.8% |
0.0061 |
0.7% |
13% |
False |
False |
6,555 |
| 80 |
0.9522 |
0.8885 |
0.0637 |
7.1% |
0.0054 |
0.6% |
11% |
False |
False |
4,946 |
| 100 |
0.9579 |
0.8885 |
0.0694 |
7.7% |
0.0047 |
0.5% |
10% |
False |
False |
3,963 |
| 120 |
0.9678 |
0.8885 |
0.0793 |
8.9% |
0.0041 |
0.5% |
9% |
False |
False |
3,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9566 |
|
2.618 |
0.9375 |
|
1.618 |
0.9258 |
|
1.000 |
0.9186 |
|
0.618 |
0.9141 |
|
HIGH |
0.9069 |
|
0.618 |
0.9024 |
|
0.500 |
0.9011 |
|
0.382 |
0.8997 |
|
LOW |
0.8952 |
|
0.618 |
0.8880 |
|
1.000 |
0.8835 |
|
1.618 |
0.8763 |
|
2.618 |
0.8646 |
|
4.250 |
0.8455 |
|
|
| Fisher Pivots for day following 18-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9011 |
0.9011 |
| PP |
0.8992 |
0.8992 |
| S1 |
0.8974 |
0.8974 |
|