CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9402 |
0.9380 |
-0.0022 |
-0.2% |
0.9336 |
High |
0.9407 |
0.9380 |
-0.0027 |
-0.3% |
0.9423 |
Low |
0.9376 |
0.9305 |
-0.0071 |
-0.8% |
0.9330 |
Close |
0.9379 |
0.9343 |
-0.0036 |
-0.4% |
0.9398 |
Range |
0.0031 |
0.0075 |
0.0044 |
141.9% |
0.0093 |
ATR |
0.0038 |
0.0041 |
0.0003 |
6.9% |
0.0000 |
Volume |
108 |
241 |
133 |
123.1% |
866 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9568 |
0.9530 |
0.9384 |
|
R3 |
0.9493 |
0.9455 |
0.9364 |
|
R2 |
0.9418 |
0.9418 |
0.9357 |
|
R1 |
0.9380 |
0.9380 |
0.9350 |
0.9362 |
PP |
0.9343 |
0.9343 |
0.9343 |
0.9333 |
S1 |
0.9305 |
0.9305 |
0.9336 |
0.9287 |
S2 |
0.9268 |
0.9268 |
0.9329 |
|
S3 |
0.9193 |
0.9230 |
0.9322 |
|
S4 |
0.9118 |
0.9155 |
0.9302 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9663 |
0.9623 |
0.9449 |
|
R3 |
0.9570 |
0.9530 |
0.9424 |
|
R2 |
0.9477 |
0.9477 |
0.9415 |
|
R1 |
0.9437 |
0.9437 |
0.9407 |
0.9457 |
PP |
0.9384 |
0.9384 |
0.9384 |
0.9394 |
S1 |
0.9344 |
0.9344 |
0.9389 |
0.9364 |
S2 |
0.9291 |
0.9291 |
0.9381 |
|
S3 |
0.9198 |
0.9251 |
0.9372 |
|
S4 |
0.9105 |
0.9158 |
0.9347 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9423 |
0.9305 |
0.0118 |
1.3% |
0.0054 |
0.6% |
32% |
False |
True |
174 |
10 |
0.9423 |
0.9305 |
0.0118 |
1.3% |
0.0044 |
0.5% |
32% |
False |
True |
182 |
20 |
0.9522 |
0.9300 |
0.0222 |
2.4% |
0.0036 |
0.4% |
19% |
False |
False |
117 |
40 |
0.9579 |
0.9300 |
0.0279 |
3.0% |
0.0027 |
0.3% |
15% |
False |
False |
74 |
60 |
0.9678 |
0.9300 |
0.0378 |
4.0% |
0.0022 |
0.2% |
11% |
False |
False |
54 |
80 |
0.9726 |
0.9300 |
0.0426 |
4.6% |
0.0020 |
0.2% |
10% |
False |
False |
45 |
100 |
0.9726 |
0.9300 |
0.0426 |
4.6% |
0.0020 |
0.2% |
10% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9699 |
2.618 |
0.9576 |
1.618 |
0.9501 |
1.000 |
0.9455 |
0.618 |
0.9426 |
HIGH |
0.9380 |
0.618 |
0.9351 |
0.500 |
0.9343 |
0.382 |
0.9334 |
LOW |
0.9305 |
0.618 |
0.9259 |
1.000 |
0.9230 |
1.618 |
0.9184 |
2.618 |
0.9109 |
4.250 |
0.8986 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9343 |
0.9360 |
PP |
0.9343 |
0.9354 |
S1 |
0.9343 |
0.9349 |
|