CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9163 |
0.9156 |
-0.0007 |
-0.1% |
0.9166 |
| High |
0.9174 |
0.9181 |
0.0007 |
0.1% |
0.9208 |
| Low |
0.9133 |
0.9142 |
0.0009 |
0.1% |
0.9144 |
| Close |
0.9155 |
0.9172 |
0.0017 |
0.2% |
0.9196 |
| Range |
0.0041 |
0.0039 |
-0.0002 |
-4.9% |
0.0064 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
45,846 |
40,848 |
-4,998 |
-10.9% |
181,006 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9282 |
0.9266 |
0.9193 |
|
| R3 |
0.9243 |
0.9227 |
0.9183 |
|
| R2 |
0.9204 |
0.9204 |
0.9179 |
|
| R1 |
0.9188 |
0.9188 |
0.9176 |
0.9196 |
| PP |
0.9165 |
0.9165 |
0.9165 |
0.9169 |
| S1 |
0.9149 |
0.9149 |
0.9168 |
0.9157 |
| S2 |
0.9126 |
0.9126 |
0.9165 |
|
| S3 |
0.9087 |
0.9110 |
0.9161 |
|
| S4 |
0.9048 |
0.9071 |
0.9151 |
|
|
| 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 |
0.9210 |
0.9133 |
0.0077 |
0.8% |
0.0034 |
0.4% |
51% |
False |
False |
36,544 |
| 10 |
0.9237 |
0.9133 |
0.0104 |
1.1% |
0.0039 |
0.4% |
38% |
False |
False |
40,486 |
| 20 |
0.9240 |
0.9041 |
0.0199 |
2.2% |
0.0043 |
0.5% |
66% |
False |
False |
42,519 |
| 40 |
0.9240 |
0.8982 |
0.0258 |
2.8% |
0.0045 |
0.5% |
74% |
False |
False |
44,261 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0051 |
0.6% |
83% |
False |
False |
42,072 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0053 |
0.6% |
83% |
False |
False |
31,697 |
| 100 |
0.9405 |
0.8845 |
0.0560 |
6.1% |
0.0055 |
0.6% |
58% |
False |
False |
25,409 |
| 120 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0053 |
0.6% |
57% |
False |
False |
21,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9347 |
|
2.618 |
0.9283 |
|
1.618 |
0.9244 |
|
1.000 |
0.9220 |
|
0.618 |
0.9205 |
|
HIGH |
0.9181 |
|
0.618 |
0.9166 |
|
0.500 |
0.9162 |
|
0.382 |
0.9157 |
|
LOW |
0.9142 |
|
0.618 |
0.9118 |
|
1.000 |
0.9103 |
|
1.618 |
0.9079 |
|
2.618 |
0.9040 |
|
4.250 |
0.8976 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9169 |
0.9169 |
| PP |
0.9165 |
0.9166 |
| S1 |
0.9162 |
0.9163 |
|