CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 19-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9023 |
0.8958 |
-0.0065 |
-0.7% |
0.8996 |
| High |
0.9069 |
0.8972 |
-0.0097 |
-1.1% |
0.9035 |
| Low |
0.8952 |
0.8853 |
-0.0099 |
-1.1% |
0.8945 |
| Close |
0.8955 |
0.8881 |
-0.0074 |
-0.8% |
0.8990 |
| Range |
0.0117 |
0.0119 |
0.0002 |
1.7% |
0.0090 |
| ATR |
0.0062 |
0.0066 |
0.0004 |
6.5% |
0.0000 |
| Volume |
74,100 |
98,423 |
24,323 |
32.8% |
215,688 |
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9259 |
0.9189 |
0.8946 |
|
| R3 |
0.9140 |
0.9070 |
0.8914 |
|
| R2 |
0.9021 |
0.9021 |
0.8903 |
|
| R1 |
0.8951 |
0.8951 |
0.8892 |
0.8927 |
| PP |
0.8902 |
0.8902 |
0.8902 |
0.8890 |
| S1 |
0.8832 |
0.8832 |
0.8870 |
0.8808 |
| S2 |
0.8783 |
0.8783 |
0.8859 |
|
| S3 |
0.8664 |
0.8713 |
0.8848 |
|
| S4 |
0.8545 |
0.8594 |
0.8816 |
|
|
| 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 |
0.8853 |
0.0216 |
2.4% |
0.0078 |
0.9% |
13% |
False |
True |
72,079 |
| 10 |
0.9106 |
0.8853 |
0.0253 |
2.8% |
0.0070 |
0.8% |
11% |
False |
True |
46,010 |
| 20 |
0.9106 |
0.8853 |
0.0253 |
2.8% |
0.0063 |
0.7% |
11% |
False |
True |
23,979 |
| 40 |
0.9138 |
0.8853 |
0.0285 |
3.2% |
0.0064 |
0.7% |
10% |
False |
True |
12,157 |
| 60 |
0.9406 |
0.8853 |
0.0553 |
6.2% |
0.0062 |
0.7% |
5% |
False |
True |
8,185 |
| 80 |
0.9473 |
0.8853 |
0.0620 |
7.0% |
0.0056 |
0.6% |
5% |
False |
True |
6,176 |
| 100 |
0.9551 |
0.8853 |
0.0698 |
7.9% |
0.0048 |
0.5% |
4% |
False |
True |
4,947 |
| 120 |
0.9678 |
0.8853 |
0.0825 |
9.3% |
0.0042 |
0.5% |
3% |
False |
True |
4,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9478 |
|
2.618 |
0.9284 |
|
1.618 |
0.9165 |
|
1.000 |
0.9091 |
|
0.618 |
0.9046 |
|
HIGH |
0.8972 |
|
0.618 |
0.8927 |
|
0.500 |
0.8913 |
|
0.382 |
0.8898 |
|
LOW |
0.8853 |
|
0.618 |
0.8779 |
|
1.000 |
0.8734 |
|
1.618 |
0.8660 |
|
2.618 |
0.8541 |
|
4.250 |
0.8347 |
|
|
| Fisher Pivots for day following 19-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8913 |
0.8961 |
| PP |
0.8902 |
0.8934 |
| S1 |
0.8892 |
0.8908 |
|