CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 30-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9350 |
0.9290 |
-0.0060 |
-0.6% |
0.9358 |
High |
0.9376 |
0.9362 |
-0.0014 |
-0.1% |
0.9406 |
Low |
0.9294 |
0.9285 |
-0.0009 |
-0.1% |
0.9294 |
Close |
0.9297 |
0.9361 |
0.0064 |
0.7% |
0.9297 |
Range |
0.0082 |
0.0077 |
-0.0005 |
-6.1% |
0.0112 |
ATR |
0.0047 |
0.0049 |
0.0002 |
4.6% |
0.0000 |
Volume |
15 |
124 |
109 |
726.7% |
964 |
|
Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9567 |
0.9541 |
0.9403 |
|
R3 |
0.9490 |
0.9464 |
0.9382 |
|
R2 |
0.9413 |
0.9413 |
0.9375 |
|
R1 |
0.9387 |
0.9387 |
0.9368 |
0.9400 |
PP |
0.9336 |
0.9336 |
0.9336 |
0.9343 |
S1 |
0.9310 |
0.9310 |
0.9354 |
0.9323 |
S2 |
0.9259 |
0.9259 |
0.9347 |
|
S3 |
0.9182 |
0.9233 |
0.9340 |
|
S4 |
0.9105 |
0.9156 |
0.9319 |
|
|
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 |
0.9285 |
0.0121 |
1.3% |
0.0049 |
0.5% |
63% |
False |
True |
217 |
10 |
0.9415 |
0.9274 |
0.0141 |
1.5% |
0.0051 |
0.5% |
62% |
False |
False |
247 |
20 |
0.9423 |
0.9274 |
0.0149 |
1.6% |
0.0045 |
0.5% |
58% |
False |
False |
199 |
40 |
0.9551 |
0.9274 |
0.0277 |
3.0% |
0.0033 |
0.4% |
31% |
False |
False |
119 |
60 |
0.9678 |
0.9274 |
0.0404 |
4.3% |
0.0028 |
0.3% |
22% |
False |
False |
84 |
80 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0025 |
0.3% |
19% |
False |
False |
69 |
100 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0022 |
0.2% |
19% |
False |
False |
61 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9689 |
2.618 |
0.9564 |
1.618 |
0.9487 |
1.000 |
0.9439 |
0.618 |
0.9410 |
HIGH |
0.9362 |
0.618 |
0.9333 |
0.500 |
0.9324 |
0.382 |
0.9314 |
LOW |
0.9285 |
0.618 |
0.9237 |
1.000 |
0.9208 |
1.618 |
0.9160 |
2.618 |
0.9083 |
4.250 |
0.8958 |
|
|
Fisher Pivots for day following 30-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9349 |
0.9351 |
PP |
0.9336 |
0.9341 |
S1 |
0.9324 |
0.9331 |
|