CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9047 |
0.9044 |
-0.0003 |
0.0% |
0.9026 |
| High |
0.9070 |
0.9111 |
0.0041 |
0.5% |
0.9111 |
| Low |
0.9037 |
0.9040 |
0.0003 |
0.0% |
0.9017 |
| Close |
0.9045 |
0.9090 |
0.0045 |
0.5% |
0.9090 |
| Range |
0.0033 |
0.0071 |
0.0038 |
115.2% |
0.0094 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.6% |
0.0000 |
| Volume |
36,520 |
67,205 |
30,685 |
84.0% |
241,209 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9293 |
0.9263 |
0.9129 |
|
| R3 |
0.9222 |
0.9192 |
0.9110 |
|
| R2 |
0.9151 |
0.9151 |
0.9103 |
|
| R1 |
0.9121 |
0.9121 |
0.9097 |
0.9136 |
| PP |
0.9080 |
0.9080 |
0.9080 |
0.9088 |
| S1 |
0.9050 |
0.9050 |
0.9083 |
0.9065 |
| S2 |
0.9009 |
0.9009 |
0.9077 |
|
| S3 |
0.8938 |
0.8979 |
0.9070 |
|
| S4 |
0.8867 |
0.8908 |
0.9051 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9355 |
0.9316 |
0.9142 |
|
| R3 |
0.9261 |
0.9222 |
0.9116 |
|
| R2 |
0.9167 |
0.9167 |
0.9107 |
|
| R1 |
0.9128 |
0.9128 |
0.9099 |
0.9148 |
| PP |
0.9073 |
0.9073 |
0.9073 |
0.9082 |
| S1 |
0.9034 |
0.9034 |
0.9081 |
0.9054 |
| S2 |
0.8979 |
0.8979 |
0.9073 |
|
| S3 |
0.8885 |
0.8940 |
0.9064 |
|
| S4 |
0.8791 |
0.8846 |
0.9038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9111 |
0.9017 |
0.0094 |
1.0% |
0.0048 |
0.5% |
78% |
True |
False |
48,241 |
| 10 |
0.9111 |
0.8875 |
0.0236 |
2.6% |
0.0055 |
0.6% |
91% |
True |
False |
51,786 |
| 20 |
0.9111 |
0.8845 |
0.0266 |
2.9% |
0.0059 |
0.6% |
92% |
True |
False |
54,446 |
| 40 |
0.9138 |
0.8845 |
0.0293 |
3.2% |
0.0060 |
0.7% |
84% |
False |
False |
28,375 |
| 60 |
0.9207 |
0.8845 |
0.0362 |
4.0% |
0.0061 |
0.7% |
68% |
False |
False |
19,007 |
| 80 |
0.9423 |
0.8845 |
0.0578 |
6.4% |
0.0059 |
0.7% |
42% |
False |
False |
14,308 |
| 100 |
0.9545 |
0.8845 |
0.0700 |
7.7% |
0.0052 |
0.6% |
35% |
False |
False |
11,461 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.2% |
0.0046 |
0.5% |
29% |
False |
False |
9,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9413 |
|
2.618 |
0.9297 |
|
1.618 |
0.9226 |
|
1.000 |
0.9182 |
|
0.618 |
0.9155 |
|
HIGH |
0.9111 |
|
0.618 |
0.9084 |
|
0.500 |
0.9076 |
|
0.382 |
0.9067 |
|
LOW |
0.9040 |
|
0.618 |
0.8996 |
|
1.000 |
0.8969 |
|
1.618 |
0.8925 |
|
2.618 |
0.8854 |
|
4.250 |
0.8738 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9085 |
0.9084 |
| PP |
0.9080 |
0.9079 |
| S1 |
0.9076 |
0.9073 |
|