CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9334 |
0.9385 |
0.0051 |
0.5% |
0.9290 |
| High |
0.9390 |
0.9385 |
-0.0005 |
-0.1% |
0.9405 |
| Low |
0.9334 |
0.9330 |
-0.0004 |
0.0% |
0.9285 |
| Close |
0.9381 |
0.9348 |
-0.0033 |
-0.4% |
0.9381 |
| Range |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0120 |
| ATR |
0.0050 |
0.0051 |
0.0000 |
0.7% |
0.0000 |
| Volume |
266 |
62 |
-204 |
-76.7% |
736 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9519 |
0.9489 |
0.9378 |
|
| R3 |
0.9464 |
0.9434 |
0.9363 |
|
| R2 |
0.9409 |
0.9409 |
0.9358 |
|
| R1 |
0.9379 |
0.9379 |
0.9353 |
0.9367 |
| PP |
0.9354 |
0.9354 |
0.9354 |
0.9348 |
| S1 |
0.9324 |
0.9324 |
0.9343 |
0.9312 |
| S2 |
0.9299 |
0.9299 |
0.9338 |
|
| S3 |
0.9244 |
0.9269 |
0.9333 |
|
| S4 |
0.9189 |
0.9214 |
0.9318 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9717 |
0.9669 |
0.9447 |
|
| R3 |
0.9597 |
0.9549 |
0.9414 |
|
| R2 |
0.9477 |
0.9477 |
0.9403 |
|
| R1 |
0.9429 |
0.9429 |
0.9392 |
0.9453 |
| PP |
0.9357 |
0.9357 |
0.9357 |
0.9369 |
| S1 |
0.9309 |
0.9309 |
0.9370 |
0.9333 |
| S2 |
0.9237 |
0.9237 |
0.9359 |
|
| S3 |
0.9117 |
0.9189 |
0.9348 |
|
| S4 |
0.8997 |
0.9069 |
0.9315 |
|
|
| 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% |
0.0059 |
0.6% |
53% |
False |
False |
159 |
| 10 |
0.9406 |
0.9274 |
0.0132 |
1.4% |
0.0055 |
0.6% |
56% |
False |
False |
195 |
| 20 |
0.9423 |
0.9274 |
0.0149 |
1.6% |
0.0051 |
0.5% |
50% |
False |
False |
204 |
| 40 |
0.9545 |
0.9274 |
0.0271 |
2.9% |
0.0037 |
0.4% |
27% |
False |
False |
130 |
| 60 |
0.9678 |
0.9274 |
0.0404 |
4.3% |
0.0030 |
0.3% |
18% |
False |
False |
94 |
| 80 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0026 |
0.3% |
16% |
False |
False |
77 |
| 100 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0024 |
0.3% |
16% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9619 |
|
2.618 |
0.9529 |
|
1.618 |
0.9474 |
|
1.000 |
0.9440 |
|
0.618 |
0.9419 |
|
HIGH |
0.9385 |
|
0.618 |
0.9364 |
|
0.500 |
0.9358 |
|
0.382 |
0.9351 |
|
LOW |
0.9330 |
|
0.618 |
0.9296 |
|
1.000 |
0.9275 |
|
1.618 |
0.9241 |
|
2.618 |
0.9186 |
|
4.250 |
0.9096 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9358 |
0.9366 |
| PP |
0.9354 |
0.9360 |
| S1 |
0.9351 |
0.9354 |
|