CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9176 |
0.9182 |
0.0006 |
0.1% |
0.9166 |
| High |
0.9208 |
0.9205 |
-0.0003 |
0.0% |
0.9208 |
| Low |
0.9174 |
0.9177 |
0.0003 |
0.0% |
0.9144 |
| Close |
0.9187 |
0.9196 |
0.0009 |
0.1% |
0.9196 |
| Range |
0.0034 |
0.0028 |
-0.0006 |
-17.6% |
0.0064 |
| ATR |
0.0047 |
0.0045 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
43,597 |
29,990 |
-13,607 |
-31.2% |
181,006 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9277 |
0.9264 |
0.9211 |
|
| R3 |
0.9249 |
0.9236 |
0.9204 |
|
| R2 |
0.9221 |
0.9221 |
0.9201 |
|
| R1 |
0.9208 |
0.9208 |
0.9199 |
0.9215 |
| PP |
0.9193 |
0.9193 |
0.9193 |
0.9196 |
| S1 |
0.9180 |
0.9180 |
0.9193 |
0.9187 |
| S2 |
0.9165 |
0.9165 |
0.9191 |
|
| S3 |
0.9137 |
0.9152 |
0.9188 |
|
| S4 |
0.9109 |
0.9124 |
0.9181 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9375 |
0.9349 |
0.9231 |
|
| R3 |
0.9311 |
0.9285 |
0.9214 |
|
| R2 |
0.9247 |
0.9247 |
0.9208 |
|
| R1 |
0.9221 |
0.9221 |
0.9202 |
0.9234 |
| PP |
0.9183 |
0.9183 |
0.9183 |
0.9189 |
| S1 |
0.9157 |
0.9157 |
0.9190 |
0.9170 |
| S2 |
0.9119 |
0.9119 |
0.9184 |
|
| S3 |
0.9055 |
0.9093 |
0.9178 |
|
| S4 |
0.8991 |
0.9029 |
0.9161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9208 |
0.9144 |
0.0064 |
0.7% |
0.0033 |
0.4% |
81% |
False |
False |
36,201 |
| 10 |
0.9240 |
0.9090 |
0.0150 |
1.6% |
0.0046 |
0.5% |
71% |
False |
False |
43,488 |
| 20 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0041 |
0.4% |
79% |
False |
False |
41,418 |
| 40 |
0.9240 |
0.8862 |
0.0378 |
4.1% |
0.0048 |
0.5% |
88% |
False |
False |
46,117 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0053 |
0.6% |
89% |
False |
False |
39,609 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0055 |
0.6% |
89% |
False |
False |
29,804 |
| 100 |
0.9406 |
0.8845 |
0.0561 |
6.1% |
0.0056 |
0.6% |
63% |
False |
False |
23,891 |
| 120 |
0.9450 |
0.8845 |
0.0605 |
6.6% |
0.0053 |
0.6% |
58% |
False |
False |
19,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9324 |
|
2.618 |
0.9278 |
|
1.618 |
0.9250 |
|
1.000 |
0.9233 |
|
0.618 |
0.9222 |
|
HIGH |
0.9205 |
|
0.618 |
0.9194 |
|
0.500 |
0.9191 |
|
0.382 |
0.9188 |
|
LOW |
0.9177 |
|
0.618 |
0.9160 |
|
1.000 |
0.9149 |
|
1.618 |
0.9132 |
|
2.618 |
0.9104 |
|
4.250 |
0.9058 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9194 |
0.9190 |
| PP |
0.9193 |
0.9184 |
| S1 |
0.9191 |
0.9179 |
|