CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 26-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9380 |
0.9372 |
-0.0008 |
-0.1% |
0.9410 |
| High |
0.9382 |
0.9372 |
-0.0010 |
-0.1% |
0.9415 |
| Low |
0.9367 |
0.9350 |
-0.0017 |
-0.2% |
0.9274 |
| Close |
0.9382 |
0.9357 |
-0.0025 |
-0.3% |
0.9340 |
| Range |
0.0015 |
0.0022 |
0.0007 |
46.7% |
0.0141 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
411 |
86 |
-325 |
-79.1% |
1,390 |
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9426 |
0.9413 |
0.9369 |
|
| R3 |
0.9404 |
0.9391 |
0.9363 |
|
| R2 |
0.9382 |
0.9382 |
0.9361 |
|
| R1 |
0.9369 |
0.9369 |
0.9359 |
0.9365 |
| PP |
0.9360 |
0.9360 |
0.9360 |
0.9357 |
| S1 |
0.9347 |
0.9347 |
0.9355 |
0.9343 |
| S2 |
0.9338 |
0.9338 |
0.9353 |
|
| S3 |
0.9316 |
0.9325 |
0.9351 |
|
| S4 |
0.9294 |
0.9303 |
0.9345 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9766 |
0.9694 |
0.9418 |
|
| R3 |
0.9625 |
0.9553 |
0.9379 |
|
| R2 |
0.9484 |
0.9484 |
0.9366 |
|
| R1 |
0.9412 |
0.9412 |
0.9353 |
0.9378 |
| PP |
0.9343 |
0.9343 |
0.9343 |
0.9326 |
| S1 |
0.9271 |
0.9271 |
0.9327 |
0.9237 |
| S2 |
0.9202 |
0.9202 |
0.9314 |
|
| S3 |
0.9061 |
0.9130 |
0.9301 |
|
| S4 |
0.8920 |
0.8989 |
0.9262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9406 |
0.9274 |
0.0132 |
1.4% |
0.0046 |
0.5% |
63% |
False |
False |
362 |
| 10 |
0.9423 |
0.9274 |
0.0149 |
1.6% |
0.0050 |
0.5% |
56% |
False |
False |
268 |
| 20 |
0.9435 |
0.9274 |
0.0161 |
1.7% |
0.0042 |
0.4% |
52% |
False |
False |
198 |
| 40 |
0.9551 |
0.9274 |
0.0277 |
3.0% |
0.0031 |
0.3% |
30% |
False |
False |
117 |
| 60 |
0.9678 |
0.9274 |
0.0404 |
4.3% |
0.0025 |
0.3% |
21% |
False |
False |
84 |
| 80 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0023 |
0.2% |
18% |
False |
False |
67 |
| 100 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0021 |
0.2% |
18% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9466 |
|
2.618 |
0.9430 |
|
1.618 |
0.9408 |
|
1.000 |
0.9394 |
|
0.618 |
0.9386 |
|
HIGH |
0.9372 |
|
0.618 |
0.9364 |
|
0.500 |
0.9361 |
|
0.382 |
0.9358 |
|
LOW |
0.9350 |
|
0.618 |
0.9336 |
|
1.000 |
0.9328 |
|
1.618 |
0.9314 |
|
2.618 |
0.9292 |
|
4.250 |
0.9257 |
|
|
| Fisher Pivots for day following 26-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9361 |
0.9378 |
| PP |
0.9360 |
0.9371 |
| S1 |
0.9358 |
0.9364 |
|