CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 25-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8892 |
0.8917 |
0.0025 |
0.3% |
0.8991 |
| High |
0.8924 |
0.8947 |
0.0023 |
0.3% |
0.9069 |
| Low |
0.8875 |
0.8903 |
0.0028 |
0.3% |
0.8845 |
| Close |
0.8916 |
0.8938 |
0.0022 |
0.2% |
0.8904 |
| Range |
0.0049 |
0.0044 |
-0.0005 |
-10.2% |
0.0224 |
| ATR |
0.0064 |
0.0062 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
43,960 |
43,157 |
-803 |
-1.8% |
355,378 |
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9061 |
0.9044 |
0.8962 |
|
| R3 |
0.9017 |
0.9000 |
0.8950 |
|
| R2 |
0.8973 |
0.8973 |
0.8946 |
|
| R1 |
0.8956 |
0.8956 |
0.8942 |
0.8965 |
| PP |
0.8929 |
0.8929 |
0.8929 |
0.8934 |
| S1 |
0.8912 |
0.8912 |
0.8934 |
0.8921 |
| S2 |
0.8885 |
0.8885 |
0.8930 |
|
| S3 |
0.8841 |
0.8868 |
0.8926 |
|
| S4 |
0.8797 |
0.8824 |
0.8914 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9611 |
0.9482 |
0.9027 |
|
| R3 |
0.9387 |
0.9258 |
0.8966 |
|
| R2 |
0.9163 |
0.9163 |
0.8945 |
|
| R1 |
0.9034 |
0.9034 |
0.8925 |
0.8987 |
| PP |
0.8939 |
0.8939 |
0.8939 |
0.8916 |
| S1 |
0.8810 |
0.8810 |
0.8883 |
0.8763 |
| S2 |
0.8715 |
0.8715 |
0.8863 |
|
| S3 |
0.8491 |
0.8586 |
0.8842 |
|
| S4 |
0.8267 |
0.8362 |
0.8781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8972 |
0.8845 |
0.0127 |
1.4% |
0.0064 |
0.7% |
73% |
False |
False |
63,909 |
| 10 |
0.9069 |
0.8845 |
0.0224 |
2.5% |
0.0064 |
0.7% |
42% |
False |
False |
62,495 |
| 20 |
0.9106 |
0.8845 |
0.0261 |
2.9% |
0.0062 |
0.7% |
36% |
False |
False |
34,801 |
| 40 |
0.9138 |
0.8845 |
0.0293 |
3.3% |
0.0061 |
0.7% |
32% |
False |
False |
17,655 |
| 60 |
0.9405 |
0.8845 |
0.0560 |
6.3% |
0.0062 |
0.7% |
17% |
False |
False |
11,851 |
| 80 |
0.9435 |
0.8845 |
0.0590 |
6.6% |
0.0057 |
0.6% |
16% |
False |
False |
8,938 |
| 100 |
0.9551 |
0.8845 |
0.0706 |
7.9% |
0.0049 |
0.6% |
13% |
False |
False |
7,157 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.3% |
0.0044 |
0.5% |
11% |
False |
False |
5,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9134 |
|
2.618 |
0.9062 |
|
1.618 |
0.9018 |
|
1.000 |
0.8991 |
|
0.618 |
0.8974 |
|
HIGH |
0.8947 |
|
0.618 |
0.8930 |
|
0.500 |
0.8925 |
|
0.382 |
0.8920 |
|
LOW |
0.8903 |
|
0.618 |
0.8876 |
|
1.000 |
0.8859 |
|
1.618 |
0.8832 |
|
2.618 |
0.8788 |
|
4.250 |
0.8716 |
|
|
| Fisher Pivots for day following 25-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8934 |
0.8927 |
| PP |
0.8929 |
0.8916 |
| S1 |
0.8925 |
0.8905 |
|