CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 15-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2014 |
15-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9100 |
0.9107 |
0.0007 |
0.1% |
0.9090 |
| High |
0.9124 |
0.9110 |
-0.0014 |
-0.2% |
0.9195 |
| Low |
0.9084 |
0.9066 |
-0.0018 |
-0.2% |
0.9067 |
| Close |
0.9108 |
0.9094 |
-0.0014 |
-0.2% |
0.9107 |
| Range |
0.0040 |
0.0044 |
0.0004 |
10.0% |
0.0128 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
34,866 |
39,154 |
4,288 |
12.3% |
252,309 |
|
| Daily Pivots for day following 15-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9222 |
0.9202 |
0.9118 |
|
| R3 |
0.9178 |
0.9158 |
0.9106 |
|
| R2 |
0.9134 |
0.9134 |
0.9102 |
|
| R1 |
0.9114 |
0.9114 |
0.9098 |
0.9102 |
| PP |
0.9090 |
0.9090 |
0.9090 |
0.9084 |
| S1 |
0.9070 |
0.9070 |
0.9090 |
0.9058 |
| S2 |
0.9046 |
0.9046 |
0.9086 |
|
| S3 |
0.9002 |
0.9026 |
0.9082 |
|
| S4 |
0.8958 |
0.8982 |
0.9070 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9507 |
0.9435 |
0.9177 |
|
| R3 |
0.9379 |
0.9307 |
0.9142 |
|
| R2 |
0.9251 |
0.9251 |
0.9130 |
|
| R1 |
0.9179 |
0.9179 |
0.9119 |
0.9215 |
| PP |
0.9123 |
0.9123 |
0.9123 |
0.9141 |
| S1 |
0.9051 |
0.9051 |
0.9095 |
0.9087 |
| S2 |
0.8995 |
0.8995 |
0.9084 |
|
| S3 |
0.8867 |
0.8923 |
0.9072 |
|
| S4 |
0.8739 |
0.8795 |
0.9037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9195 |
0.9066 |
0.0129 |
1.4% |
0.0055 |
0.6% |
22% |
False |
True |
44,302 |
| 10 |
0.9195 |
0.9035 |
0.0160 |
1.8% |
0.0051 |
0.6% |
37% |
False |
False |
46,837 |
| 20 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0058 |
0.6% |
71% |
False |
False |
53,831 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0061 |
0.7% |
71% |
False |
False |
36,461 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0061 |
0.7% |
71% |
False |
False |
24,412 |
| 80 |
0.9406 |
0.8845 |
0.0561 |
6.2% |
0.0060 |
0.7% |
44% |
False |
False |
18,374 |
| 100 |
0.9522 |
0.8845 |
0.0677 |
7.4% |
0.0055 |
0.6% |
37% |
False |
False |
14,723 |
| 120 |
0.9579 |
0.8845 |
0.0734 |
8.1% |
0.0049 |
0.5% |
34% |
False |
False |
12,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9297 |
|
2.618 |
0.9225 |
|
1.618 |
0.9181 |
|
1.000 |
0.9154 |
|
0.618 |
0.9137 |
|
HIGH |
0.9110 |
|
0.618 |
0.9093 |
|
0.500 |
0.9088 |
|
0.382 |
0.9083 |
|
LOW |
0.9066 |
|
0.618 |
0.9039 |
|
1.000 |
0.9022 |
|
1.618 |
0.8995 |
|
2.618 |
0.8951 |
|
4.250 |
0.8879 |
|
|
| Fisher Pivots for day following 15-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9092 |
0.9105 |
| PP |
0.9090 |
0.9101 |
| S1 |
0.9088 |
0.9098 |
|