CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9201 |
0.9187 |
-0.0014 |
-0.2% |
0.9130 |
| High |
0.9203 |
0.9210 |
0.0007 |
0.1% |
0.9203 |
| Low |
0.9175 |
0.9109 |
-0.0066 |
-0.7% |
0.9118 |
| Close |
0.9182 |
0.9180 |
-0.0002 |
0.0% |
0.9192 |
| Range |
0.0028 |
0.0101 |
0.0073 |
260.7% |
0.0085 |
| ATR |
0.0035 |
0.0040 |
0.0005 |
13.3% |
0.0000 |
| Volume |
31,664 |
50,099 |
18,435 |
58.2% |
170,014 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9469 |
0.9426 |
0.9236 |
|
| R3 |
0.9368 |
0.9325 |
0.9208 |
|
| R2 |
0.9267 |
0.9267 |
0.9199 |
|
| R1 |
0.9224 |
0.9224 |
0.9189 |
0.9195 |
| PP |
0.9166 |
0.9166 |
0.9166 |
0.9152 |
| S1 |
0.9123 |
0.9123 |
0.9171 |
0.9094 |
| S2 |
0.9065 |
0.9065 |
0.9161 |
|
| S3 |
0.8964 |
0.9022 |
0.9152 |
|
| S4 |
0.8863 |
0.8921 |
0.9124 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9426 |
0.9394 |
0.9239 |
|
| R3 |
0.9341 |
0.9309 |
0.9215 |
|
| R2 |
0.9256 |
0.9256 |
0.9208 |
|
| R1 |
0.9224 |
0.9224 |
0.9200 |
0.9240 |
| PP |
0.9171 |
0.9171 |
0.9171 |
0.9179 |
| S1 |
0.9139 |
0.9139 |
0.9184 |
0.9155 |
| S2 |
0.9086 |
0.9086 |
0.9176 |
|
| S3 |
0.9001 |
0.9054 |
0.9169 |
|
| S4 |
0.8916 |
0.8969 |
0.9145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9210 |
0.9109 |
0.0101 |
1.1% |
0.0042 |
0.5% |
70% |
True |
True |
43,422 |
| 10 |
0.9210 |
0.9100 |
0.0110 |
1.2% |
0.0038 |
0.4% |
73% |
True |
False |
30,740 |
| 20 |
0.9216 |
0.9100 |
0.0116 |
1.3% |
0.0039 |
0.4% |
69% |
False |
False |
16,095 |
| 40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0038 |
0.4% |
81% |
False |
False |
8,296 |
| 60 |
0.9218 |
0.8888 |
0.0330 |
3.6% |
0.0040 |
0.4% |
88% |
False |
False |
5,620 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0041 |
0.4% |
91% |
False |
False |
4,253 |
| 100 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
91% |
False |
False |
3,414 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0039 |
0.4% |
64% |
False |
False |
2,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9639 |
|
2.618 |
0.9474 |
|
1.618 |
0.9373 |
|
1.000 |
0.9311 |
|
0.618 |
0.9272 |
|
HIGH |
0.9210 |
|
0.618 |
0.9171 |
|
0.500 |
0.9160 |
|
0.382 |
0.9148 |
|
LOW |
0.9109 |
|
0.618 |
0.9047 |
|
1.000 |
0.9008 |
|
1.618 |
0.8946 |
|
2.618 |
0.8845 |
|
4.250 |
0.8680 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9173 |
0.9173 |
| PP |
0.9166 |
0.9166 |
| S1 |
0.9160 |
0.9160 |
|