CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 02-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9114 |
0.9111 |
-0.0003 |
0.0% |
0.9053 |
| High |
0.9126 |
0.9133 |
0.0007 |
0.1% |
0.9133 |
| Low |
0.9084 |
0.9068 |
-0.0016 |
-0.2% |
0.9047 |
| Close |
0.9107 |
0.9101 |
-0.0006 |
-0.1% |
0.9101 |
| Range |
0.0042 |
0.0065 |
0.0023 |
54.8% |
0.0086 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
3.2% |
0.0000 |
| Volume |
34,800 |
59,472 |
24,672 |
70.9% |
231,926 |
|
| Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9296 |
0.9263 |
0.9137 |
|
| R3 |
0.9231 |
0.9198 |
0.9119 |
|
| R2 |
0.9166 |
0.9166 |
0.9113 |
|
| R1 |
0.9133 |
0.9133 |
0.9107 |
0.9117 |
| PP |
0.9101 |
0.9101 |
0.9101 |
0.9093 |
| S1 |
0.9068 |
0.9068 |
0.9095 |
0.9052 |
| S2 |
0.9036 |
0.9036 |
0.9089 |
|
| S3 |
0.8971 |
0.9003 |
0.9083 |
|
| S4 |
0.8906 |
0.8938 |
0.9065 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9352 |
0.9312 |
0.9148 |
|
| R3 |
0.9266 |
0.9226 |
0.9125 |
|
| R2 |
0.9180 |
0.9180 |
0.9117 |
|
| R1 |
0.9140 |
0.9140 |
0.9109 |
0.9160 |
| PP |
0.9094 |
0.9094 |
0.9094 |
0.9104 |
| S1 |
0.9054 |
0.9054 |
0.9093 |
0.9074 |
| S2 |
0.9008 |
0.9008 |
0.9085 |
|
| S3 |
0.8922 |
0.8968 |
0.9077 |
|
| S4 |
0.8836 |
0.8882 |
0.9054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9133 |
0.9047 |
0.0086 |
0.9% |
0.0046 |
0.5% |
63% |
True |
False |
46,385 |
| 10 |
0.9133 |
0.9035 |
0.0098 |
1.1% |
0.0036 |
0.4% |
67% |
True |
False |
39,347 |
| 20 |
0.9195 |
0.9035 |
0.0160 |
1.8% |
0.0045 |
0.5% |
41% |
False |
False |
43,936 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0053 |
0.6% |
73% |
False |
False |
47,734 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0055 |
0.6% |
73% |
False |
False |
32,444 |
| 80 |
0.9252 |
0.8845 |
0.0407 |
4.5% |
0.0057 |
0.6% |
63% |
False |
False |
24,405 |
| 100 |
0.9423 |
0.8845 |
0.0578 |
6.4% |
0.0056 |
0.6% |
44% |
False |
False |
19,565 |
| 120 |
0.9545 |
0.8845 |
0.0700 |
7.7% |
0.0051 |
0.6% |
37% |
False |
False |
16,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9409 |
|
2.618 |
0.9303 |
|
1.618 |
0.9238 |
|
1.000 |
0.9198 |
|
0.618 |
0.9173 |
|
HIGH |
0.9133 |
|
0.618 |
0.9108 |
|
0.500 |
0.9101 |
|
0.382 |
0.9093 |
|
LOW |
0.9068 |
|
0.618 |
0.9028 |
|
1.000 |
0.9003 |
|
1.618 |
0.8963 |
|
2.618 |
0.8898 |
|
4.250 |
0.8792 |
|
|
| Fisher Pivots for day following 02-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9101 |
0.9101 |
| PP |
0.9101 |
0.9101 |
| S1 |
0.9101 |
0.9101 |
|