CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9191 |
0.9223 |
0.0032 |
0.3% |
0.9195 |
| High |
0.9234 |
0.9237 |
0.0003 |
0.0% |
0.9237 |
| Low |
0.9185 |
0.9181 |
-0.0004 |
0.0% |
0.9181 |
| Close |
0.9221 |
0.9219 |
-0.0002 |
0.0% |
0.9219 |
| Range |
0.0049 |
0.0056 |
0.0007 |
14.3% |
0.0056 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.4% |
0.0000 |
| Volume |
47,219 |
55,213 |
7,994 |
16.9% |
181,512 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9380 |
0.9356 |
0.9250 |
|
| R3 |
0.9324 |
0.9300 |
0.9234 |
|
| R2 |
0.9268 |
0.9268 |
0.9229 |
|
| R1 |
0.9244 |
0.9244 |
0.9224 |
0.9228 |
| PP |
0.9212 |
0.9212 |
0.9212 |
0.9205 |
| S1 |
0.9188 |
0.9188 |
0.9214 |
0.9172 |
| S2 |
0.9156 |
0.9156 |
0.9209 |
|
| S3 |
0.9100 |
0.9132 |
0.9204 |
|
| S4 |
0.9044 |
0.9076 |
0.9188 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9380 |
0.9356 |
0.9250 |
|
| R3 |
0.9324 |
0.9300 |
0.9234 |
|
| R2 |
0.9268 |
0.9268 |
0.9229 |
|
| R1 |
0.9244 |
0.9244 |
0.9224 |
0.9256 |
| PP |
0.9212 |
0.9212 |
0.9212 |
0.9219 |
| S1 |
0.9188 |
0.9188 |
0.9214 |
0.9200 |
| S2 |
0.9156 |
0.9156 |
0.9209 |
|
| S3 |
0.9100 |
0.9132 |
0.9204 |
|
| S4 |
0.9044 |
0.9076 |
0.9188 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9237 |
0.9162 |
0.0075 |
0.8% |
0.0043 |
0.5% |
76% |
True |
False |
43,989 |
| 10 |
0.9237 |
0.9133 |
0.0104 |
1.1% |
0.0038 |
0.4% |
83% |
True |
False |
40,266 |
| 20 |
0.9240 |
0.9068 |
0.0172 |
1.9% |
0.0044 |
0.5% |
88% |
False |
False |
43,351 |
| 40 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0044 |
0.5% |
90% |
False |
False |
43,070 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0050 |
0.5% |
95% |
False |
False |
45,517 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0052 |
0.6% |
95% |
False |
False |
34,430 |
| 100 |
0.9342 |
0.8845 |
0.0497 |
5.4% |
0.0054 |
0.6% |
75% |
False |
False |
27,601 |
| 120 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0054 |
0.6% |
65% |
False |
False |
23,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9475 |
|
2.618 |
0.9384 |
|
1.618 |
0.9328 |
|
1.000 |
0.9293 |
|
0.618 |
0.9272 |
|
HIGH |
0.9237 |
|
0.618 |
0.9216 |
|
0.500 |
0.9209 |
|
0.382 |
0.9202 |
|
LOW |
0.9181 |
|
0.618 |
0.9146 |
|
1.000 |
0.9125 |
|
1.618 |
0.9090 |
|
2.618 |
0.9034 |
|
4.250 |
0.8943 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9216 |
0.9216 |
| PP |
0.9212 |
0.9212 |
| S1 |
0.9209 |
0.9209 |
|