CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 29-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2014 |
29-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9053 |
0.9057 |
0.0004 |
0.0% |
0.9059 |
| High |
0.9067 |
0.9129 |
0.0062 |
0.7% |
0.9078 |
| Low |
0.9047 |
0.9057 |
0.0010 |
0.1% |
0.9035 |
| Close |
0.9058 |
0.9117 |
0.0059 |
0.7% |
0.9048 |
| Range |
0.0020 |
0.0072 |
0.0052 |
260.0% |
0.0043 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
4.4% |
0.0000 |
| Volume |
29,088 |
62,331 |
33,243 |
114.3% |
161,551 |
|
| Daily Pivots for day following 29-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9317 |
0.9289 |
0.9157 |
|
| R3 |
0.9245 |
0.9217 |
0.9137 |
|
| R2 |
0.9173 |
0.9173 |
0.9130 |
|
| R1 |
0.9145 |
0.9145 |
0.9124 |
0.9159 |
| PP |
0.9101 |
0.9101 |
0.9101 |
0.9108 |
| S1 |
0.9073 |
0.9073 |
0.9110 |
0.9087 |
| S2 |
0.9029 |
0.9029 |
0.9104 |
|
| S3 |
0.8957 |
0.9001 |
0.9097 |
|
| S4 |
0.8885 |
0.8929 |
0.9077 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9183 |
0.9158 |
0.9072 |
|
| R3 |
0.9140 |
0.9115 |
0.9060 |
|
| R2 |
0.9097 |
0.9097 |
0.9056 |
|
| R1 |
0.9072 |
0.9072 |
0.9052 |
0.9063 |
| PP |
0.9054 |
0.9054 |
0.9054 |
0.9049 |
| S1 |
0.9029 |
0.9029 |
0.9044 |
0.9020 |
| S2 |
0.9011 |
0.9011 |
0.9040 |
|
| S3 |
0.8968 |
0.8986 |
0.9036 |
|
| S4 |
0.8925 |
0.8943 |
0.9024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9129 |
0.9035 |
0.0094 |
1.0% |
0.0034 |
0.4% |
87% |
True |
False |
39,371 |
| 10 |
0.9129 |
0.9035 |
0.0094 |
1.0% |
0.0036 |
0.4% |
87% |
True |
False |
38,384 |
| 20 |
0.9195 |
0.9017 |
0.0178 |
2.0% |
0.0044 |
0.5% |
56% |
False |
False |
42,598 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0054 |
0.6% |
78% |
False |
False |
44,728 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0056 |
0.6% |
78% |
False |
False |
30,119 |
| 80 |
0.9390 |
0.8845 |
0.0545 |
6.0% |
0.0058 |
0.6% |
50% |
False |
False |
22,654 |
| 100 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0056 |
0.6% |
47% |
False |
False |
18,165 |
| 120 |
0.9549 |
0.8845 |
0.0704 |
7.7% |
0.0050 |
0.5% |
39% |
False |
False |
15,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9435 |
|
2.618 |
0.9317 |
|
1.618 |
0.9245 |
|
1.000 |
0.9201 |
|
0.618 |
0.9173 |
|
HIGH |
0.9129 |
|
0.618 |
0.9101 |
|
0.500 |
0.9093 |
|
0.382 |
0.9085 |
|
LOW |
0.9057 |
|
0.618 |
0.9013 |
|
1.000 |
0.8985 |
|
1.618 |
0.8941 |
|
2.618 |
0.8869 |
|
4.250 |
0.8751 |
|
|
| Fisher Pivots for day following 29-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9109 |
0.9106 |
| PP |
0.9101 |
0.9096 |
| S1 |
0.9093 |
0.9085 |
|