CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 03-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9365 |
0.9334 |
-0.0031 |
-0.3% |
0.9290 |
| High |
0.9405 |
0.9390 |
-0.0015 |
-0.2% |
0.9405 |
| Low |
0.9327 |
0.9334 |
0.0007 |
0.1% |
0.9285 |
| Close |
0.9341 |
0.9381 |
0.0040 |
0.4% |
0.9381 |
| Range |
0.0078 |
0.0056 |
-0.0022 |
-28.2% |
0.0120 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.9% |
0.0000 |
| Volume |
75 |
266 |
191 |
254.7% |
736 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9536 |
0.9515 |
0.9412 |
|
| R3 |
0.9480 |
0.9459 |
0.9396 |
|
| R2 |
0.9424 |
0.9424 |
0.9391 |
|
| R1 |
0.9403 |
0.9403 |
0.9386 |
0.9414 |
| PP |
0.9368 |
0.9368 |
0.9368 |
0.9374 |
| S1 |
0.9347 |
0.9347 |
0.9376 |
0.9358 |
| S2 |
0.9312 |
0.9312 |
0.9371 |
|
| S3 |
0.9256 |
0.9291 |
0.9366 |
|
| S4 |
0.9200 |
0.9235 |
0.9350 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9717 |
0.9669 |
0.9447 |
|
| R3 |
0.9597 |
0.9549 |
0.9414 |
|
| R2 |
0.9477 |
0.9477 |
0.9403 |
|
| R1 |
0.9429 |
0.9429 |
0.9392 |
0.9453 |
| PP |
0.9357 |
0.9357 |
0.9357 |
0.9369 |
| S1 |
0.9309 |
0.9309 |
0.9370 |
0.9333 |
| S2 |
0.9237 |
0.9237 |
0.9359 |
|
| S3 |
0.9117 |
0.9189 |
0.9348 |
|
| S4 |
0.8997 |
0.9069 |
0.9315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9405 |
0.9285 |
0.0120 |
1.3% |
0.0064 |
0.7% |
80% |
False |
False |
150 |
| 10 |
0.9406 |
0.9274 |
0.0132 |
1.4% |
0.0055 |
0.6% |
81% |
False |
False |
256 |
| 20 |
0.9423 |
0.9274 |
0.0149 |
1.6% |
0.0050 |
0.5% |
72% |
False |
False |
219 |
| 40 |
0.9549 |
0.9274 |
0.0275 |
2.9% |
0.0036 |
0.4% |
39% |
False |
False |
132 |
| 60 |
0.9678 |
0.9274 |
0.0404 |
4.3% |
0.0029 |
0.3% |
26% |
False |
False |
93 |
| 80 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0026 |
0.3% |
24% |
False |
False |
76 |
| 100 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0023 |
0.2% |
24% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9628 |
|
2.618 |
0.9537 |
|
1.618 |
0.9481 |
|
1.000 |
0.9446 |
|
0.618 |
0.9425 |
|
HIGH |
0.9390 |
|
0.618 |
0.9369 |
|
0.500 |
0.9362 |
|
0.382 |
0.9355 |
|
LOW |
0.9334 |
|
0.618 |
0.9299 |
|
1.000 |
0.9278 |
|
1.618 |
0.9243 |
|
2.618 |
0.9187 |
|
4.250 |
0.9096 |
|
|
| Fisher Pivots for day following 03-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9375 |
0.9376 |
| PP |
0.9368 |
0.9371 |
| S1 |
0.9362 |
0.9366 |
|