CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 28-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9007 |
0.8968 |
-0.0039 |
-0.4% |
0.9088 |
High |
0.9033 |
0.8992 |
-0.0041 |
-0.5% |
0.9115 |
Low |
0.8966 |
0.8923 |
-0.0043 |
-0.5% |
0.8925 |
Close |
0.8981 |
0.8939 |
-0.0042 |
-0.5% |
0.9006 |
Range |
0.0067 |
0.0069 |
0.0002 |
3.0% |
0.0190 |
ATR |
0.0061 |
0.0062 |
0.0001 |
0.9% |
0.0000 |
Volume |
229 |
271 |
42 |
18.3% |
1,228 |
|
Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9158 |
0.9118 |
0.8977 |
|
R3 |
0.9089 |
0.9049 |
0.8958 |
|
R2 |
0.9020 |
0.9020 |
0.8952 |
|
R1 |
0.8980 |
0.8980 |
0.8945 |
0.8966 |
PP |
0.8951 |
0.8951 |
0.8951 |
0.8944 |
S1 |
0.8911 |
0.8911 |
0.8933 |
0.8897 |
S2 |
0.8882 |
0.8882 |
0.8926 |
|
S3 |
0.8813 |
0.8842 |
0.8920 |
|
S4 |
0.8744 |
0.8773 |
0.8901 |
|
|
Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9585 |
0.9486 |
0.9111 |
|
R3 |
0.9395 |
0.9296 |
0.9058 |
|
R2 |
0.9205 |
0.9205 |
0.9041 |
|
R1 |
0.9106 |
0.9106 |
0.9023 |
0.9061 |
PP |
0.9015 |
0.9015 |
0.9015 |
0.8993 |
S1 |
0.8916 |
0.8916 |
0.8989 |
0.8871 |
S2 |
0.8825 |
0.8825 |
0.8971 |
|
S3 |
0.8635 |
0.8726 |
0.8954 |
|
S4 |
0.8445 |
0.8536 |
0.8902 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9095 |
0.8923 |
0.0172 |
1.9% |
0.0072 |
0.8% |
9% |
False |
True |
296 |
10 |
0.9157 |
0.8923 |
0.0234 |
2.6% |
0.0060 |
0.7% |
7% |
False |
True |
264 |
20 |
0.9405 |
0.8923 |
0.0482 |
5.4% |
0.0062 |
0.7% |
3% |
False |
True |
256 |
40 |
0.9423 |
0.8923 |
0.0500 |
5.6% |
0.0053 |
0.6% |
3% |
False |
True |
227 |
60 |
0.9551 |
0.8923 |
0.0628 |
7.0% |
0.0042 |
0.5% |
3% |
False |
True |
163 |
80 |
0.9678 |
0.8923 |
0.0755 |
8.4% |
0.0035 |
0.4% |
2% |
False |
True |
125 |
100 |
0.9726 |
0.8923 |
0.0803 |
9.0% |
0.0031 |
0.4% |
2% |
False |
True |
105 |
120 |
0.9726 |
0.8923 |
0.0803 |
9.0% |
0.0028 |
0.3% |
2% |
False |
True |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9285 |
2.618 |
0.9173 |
1.618 |
0.9104 |
1.000 |
0.9061 |
0.618 |
0.9035 |
HIGH |
0.8992 |
0.618 |
0.8966 |
0.500 |
0.8958 |
0.382 |
0.8949 |
LOW |
0.8923 |
0.618 |
0.8880 |
1.000 |
0.8854 |
1.618 |
0.8811 |
2.618 |
0.8742 |
4.250 |
0.8630 |
|
|
Fisher Pivots for day following 28-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8958 |
0.8978 |
PP |
0.8951 |
0.8965 |
S1 |
0.8945 |
0.8952 |
|