CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 05-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9164 |
0.9137 |
-0.0027 |
-0.3% |
0.9195 |
High |
0.9164 |
0.9158 |
-0.0006 |
-0.1% |
0.9237 |
Low |
0.9125 |
0.9120 |
-0.0005 |
-0.1% |
0.9181 |
Close |
0.9141 |
0.9150 |
0.0009 |
0.1% |
0.9219 |
Range |
0.0039 |
0.0038 |
-0.0001 |
-2.6% |
0.0056 |
ATR |
0.0043 |
0.0042 |
0.0000 |
-0.8% |
0.0000 |
Volume |
57,607 |
63,344 |
5,737 |
10.0% |
181,512 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9257 |
0.9241 |
0.9171 |
|
R3 |
0.9219 |
0.9203 |
0.9160 |
|
R2 |
0.9181 |
0.9181 |
0.9157 |
|
R1 |
0.9165 |
0.9165 |
0.9153 |
0.9173 |
PP |
0.9143 |
0.9143 |
0.9143 |
0.9147 |
S1 |
0.9127 |
0.9127 |
0.9147 |
0.9135 |
S2 |
0.9105 |
0.9105 |
0.9143 |
|
S3 |
0.9067 |
0.9089 |
0.9140 |
|
S4 |
0.9029 |
0.9051 |
0.9129 |
|
|
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 |
0.9120 |
0.0117 |
1.3% |
0.0044 |
0.5% |
26% |
False |
True |
52,732 |
10 |
0.9237 |
0.9120 |
0.0117 |
1.3% |
0.0042 |
0.5% |
26% |
False |
True |
46,924 |
20 |
0.9240 |
0.9120 |
0.0120 |
1.3% |
0.0042 |
0.5% |
25% |
False |
True |
44,448 |
40 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0043 |
0.5% |
56% |
False |
False |
43,067 |
60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0048 |
0.5% |
77% |
False |
False |
48,054 |
80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0051 |
0.6% |
77% |
False |
False |
37,019 |
100 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0053 |
0.6% |
77% |
False |
False |
29,672 |
120 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0054 |
0.6% |
53% |
False |
False |
24,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9320 |
2.618 |
0.9257 |
1.618 |
0.9219 |
1.000 |
0.9196 |
0.618 |
0.9181 |
HIGH |
0.9158 |
0.618 |
0.9143 |
0.500 |
0.9139 |
0.382 |
0.9135 |
LOW |
0.9120 |
0.618 |
0.9097 |
1.000 |
0.9082 |
1.618 |
0.9059 |
2.618 |
0.9021 |
4.250 |
0.8959 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9146 |
0.9150 |
PP |
0.9143 |
0.9150 |
S1 |
0.9139 |
0.9150 |
|