CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 31-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9290 |
0.9356 |
0.0066 |
0.7% |
0.9358 |
High |
0.9362 |
0.9380 |
0.0018 |
0.2% |
0.9406 |
Low |
0.9285 |
0.9352 |
0.0067 |
0.7% |
0.9294 |
Close |
0.9361 |
0.9371 |
0.0010 |
0.1% |
0.9297 |
Range |
0.0077 |
0.0028 |
-0.0049 |
-63.6% |
0.0112 |
ATR |
0.0049 |
0.0048 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
124 |
271 |
147 |
118.5% |
964 |
|
Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9452 |
0.9439 |
0.9386 |
|
R3 |
0.9424 |
0.9411 |
0.9379 |
|
R2 |
0.9396 |
0.9396 |
0.9376 |
|
R1 |
0.9383 |
0.9383 |
0.9374 |
0.9390 |
PP |
0.9368 |
0.9368 |
0.9368 |
0.9371 |
S1 |
0.9355 |
0.9355 |
0.9368 |
0.9362 |
S2 |
0.9340 |
0.9340 |
0.9366 |
|
S3 |
0.9312 |
0.9327 |
0.9363 |
|
S4 |
0.9284 |
0.9299 |
0.9356 |
|
|
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 |
0.9382 |
0.9285 |
0.0097 |
1.0% |
0.0045 |
0.5% |
89% |
False |
False |
181 |
10 |
0.9407 |
0.9274 |
0.0133 |
1.4% |
0.0052 |
0.6% |
73% |
False |
False |
256 |
20 |
0.9423 |
0.9274 |
0.0149 |
1.6% |
0.0045 |
0.5% |
65% |
False |
False |
209 |
40 |
0.9551 |
0.9274 |
0.0277 |
3.0% |
0.0034 |
0.4% |
35% |
False |
False |
125 |
60 |
0.9678 |
0.9274 |
0.0404 |
4.3% |
0.0028 |
0.3% |
24% |
False |
False |
88 |
80 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0024 |
0.3% |
21% |
False |
False |
72 |
100 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0022 |
0.2% |
21% |
False |
False |
63 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9499 |
2.618 |
0.9453 |
1.618 |
0.9425 |
1.000 |
0.9408 |
0.618 |
0.9397 |
HIGH |
0.9380 |
0.618 |
0.9369 |
0.500 |
0.9366 |
0.382 |
0.9363 |
LOW |
0.9352 |
0.618 |
0.9335 |
1.000 |
0.9324 |
1.618 |
0.9307 |
2.618 |
0.9279 |
4.250 |
0.9233 |
|
|
Fisher Pivots for day following 31-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9369 |
0.9358 |
PP |
0.9368 |
0.9345 |
S1 |
0.9366 |
0.9333 |
|