CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9372 |
0.9350 |
-0.0022 |
-0.2% |
0.9358 |
| High |
0.9372 |
0.9376 |
0.0004 |
0.0% |
0.9406 |
| Low |
0.9350 |
0.9294 |
-0.0056 |
-0.6% |
0.9294 |
| Close |
0.9357 |
0.9297 |
-0.0060 |
-0.6% |
0.9297 |
| Range |
0.0022 |
0.0082 |
0.0060 |
272.7% |
0.0112 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.1% |
0.0000 |
| Volume |
86 |
15 |
-71 |
-82.6% |
964 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9568 |
0.9515 |
0.9342 |
|
| R3 |
0.9486 |
0.9433 |
0.9320 |
|
| R2 |
0.9404 |
0.9404 |
0.9312 |
|
| R1 |
0.9351 |
0.9351 |
0.9305 |
0.9337 |
| PP |
0.9322 |
0.9322 |
0.9322 |
0.9315 |
| S1 |
0.9269 |
0.9269 |
0.9289 |
0.9255 |
| S2 |
0.9240 |
0.9240 |
0.9282 |
|
| S3 |
0.9158 |
0.9187 |
0.9274 |
|
| S4 |
0.9076 |
0.9105 |
0.9252 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9668 |
0.9595 |
0.9359 |
|
| R3 |
0.9556 |
0.9483 |
0.9328 |
|
| R2 |
0.9444 |
0.9444 |
0.9318 |
|
| R1 |
0.9371 |
0.9371 |
0.9307 |
0.9352 |
| PP |
0.9332 |
0.9332 |
0.9332 |
0.9323 |
| S1 |
0.9259 |
0.9259 |
0.9287 |
0.9240 |
| S2 |
0.9220 |
0.9220 |
0.9276 |
|
| S3 |
0.9108 |
0.9147 |
0.9266 |
|
| S4 |
0.8996 |
0.9035 |
0.9235 |
|
|
| 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% |
0.0052 |
0.6% |
17% |
False |
False |
231 |
| 10 |
0.9415 |
0.9274 |
0.0141 |
1.5% |
0.0050 |
0.5% |
16% |
False |
False |
260 |
| 20 |
0.9423 |
0.9274 |
0.0149 |
1.6% |
0.0043 |
0.5% |
15% |
False |
False |
197 |
| 40 |
0.9551 |
0.9274 |
0.0277 |
3.0% |
0.0032 |
0.3% |
8% |
False |
False |
116 |
| 60 |
0.9678 |
0.9274 |
0.0404 |
4.3% |
0.0026 |
0.3% |
6% |
False |
False |
82 |
| 80 |
0.9726 |
0.9274 |
0.0452 |
4.9% |
0.0024 |
0.3% |
5% |
False |
False |
67 |
| 100 |
0.9726 |
0.9274 |
0.0452 |
4.9% |
0.0021 |
0.2% |
5% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9725 |
|
2.618 |
0.9591 |
|
1.618 |
0.9509 |
|
1.000 |
0.9458 |
|
0.618 |
0.9427 |
|
HIGH |
0.9376 |
|
0.618 |
0.9345 |
|
0.500 |
0.9335 |
|
0.382 |
0.9325 |
|
LOW |
0.9294 |
|
0.618 |
0.9243 |
|
1.000 |
0.9212 |
|
1.618 |
0.9161 |
|
2.618 |
0.9079 |
|
4.250 |
0.8946 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9335 |
0.9338 |
| PP |
0.9322 |
0.9324 |
| S1 |
0.9310 |
0.9311 |
|