CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9356 |
0.9365 |
0.0009 |
0.1% |
0.9358 |
| High |
0.9380 |
0.9405 |
0.0025 |
0.3% |
0.9406 |
| Low |
0.9352 |
0.9327 |
-0.0025 |
-0.3% |
0.9294 |
| Close |
0.9371 |
0.9341 |
-0.0030 |
-0.3% |
0.9297 |
| Range |
0.0028 |
0.0078 |
0.0050 |
178.6% |
0.0112 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.6% |
0.0000 |
| Volume |
271 |
75 |
-196 |
-72.3% |
964 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9592 |
0.9544 |
0.9384 |
|
| R3 |
0.9514 |
0.9466 |
0.9362 |
|
| R2 |
0.9436 |
0.9436 |
0.9355 |
|
| R1 |
0.9388 |
0.9388 |
0.9348 |
0.9373 |
| PP |
0.9358 |
0.9358 |
0.9358 |
0.9350 |
| S1 |
0.9310 |
0.9310 |
0.9334 |
0.9295 |
| S2 |
0.9280 |
0.9280 |
0.9327 |
|
| S3 |
0.9202 |
0.9232 |
0.9320 |
|
| S4 |
0.9124 |
0.9154 |
0.9298 |
|
|
| 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 |
0.9405 |
0.9285 |
0.0120 |
1.3% |
0.0057 |
0.6% |
47% |
True |
False |
114 |
| 10 |
0.9406 |
0.9274 |
0.0132 |
1.4% |
0.0057 |
0.6% |
51% |
False |
False |
253 |
| 20 |
0.9423 |
0.9274 |
0.0149 |
1.6% |
0.0048 |
0.5% |
45% |
False |
False |
211 |
| 40 |
0.9549 |
0.9274 |
0.0275 |
2.9% |
0.0035 |
0.4% |
24% |
False |
False |
125 |
| 60 |
0.9678 |
0.9274 |
0.0404 |
4.3% |
0.0029 |
0.3% |
17% |
False |
False |
89 |
| 80 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0025 |
0.3% |
15% |
False |
False |
73 |
| 100 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0022 |
0.2% |
15% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9737 |
|
2.618 |
0.9609 |
|
1.618 |
0.9531 |
|
1.000 |
0.9483 |
|
0.618 |
0.9453 |
|
HIGH |
0.9405 |
|
0.618 |
0.9375 |
|
0.500 |
0.9366 |
|
0.382 |
0.9357 |
|
LOW |
0.9327 |
|
0.618 |
0.9279 |
|
1.000 |
0.9249 |
|
1.618 |
0.9201 |
|
2.618 |
0.9123 |
|
4.250 |
0.8996 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9366 |
0.9345 |
| PP |
0.9358 |
0.9344 |
| S1 |
0.9349 |
0.9342 |
|