CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 07-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9385 |
0.9342 |
-0.0043 |
-0.5% |
0.9290 |
High |
0.9385 |
0.9342 |
-0.0043 |
-0.5% |
0.9405 |
Low |
0.9330 |
0.9240 |
-0.0090 |
-1.0% |
0.9285 |
Close |
0.9348 |
0.9253 |
-0.0095 |
-1.0% |
0.9381 |
Range |
0.0055 |
0.0102 |
0.0047 |
85.5% |
0.0120 |
ATR |
0.0051 |
0.0055 |
0.0004 |
8.1% |
0.0000 |
Volume |
62 |
96 |
34 |
54.8% |
736 |
|
Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9584 |
0.9521 |
0.9309 |
|
R3 |
0.9482 |
0.9419 |
0.9281 |
|
R2 |
0.9380 |
0.9380 |
0.9272 |
|
R1 |
0.9317 |
0.9317 |
0.9262 |
0.9298 |
PP |
0.9278 |
0.9278 |
0.9278 |
0.9269 |
S1 |
0.9215 |
0.9215 |
0.9244 |
0.9196 |
S2 |
0.9176 |
0.9176 |
0.9234 |
|
S3 |
0.9074 |
0.9113 |
0.9225 |
|
S4 |
0.8972 |
0.9011 |
0.9197 |
|
|
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 |
0.9240 |
0.0165 |
1.8% |
0.0064 |
0.7% |
8% |
False |
True |
154 |
10 |
0.9406 |
0.9240 |
0.0166 |
1.8% |
0.0056 |
0.6% |
8% |
False |
True |
185 |
20 |
0.9423 |
0.9240 |
0.0183 |
2.0% |
0.0053 |
0.6% |
7% |
False |
True |
205 |
40 |
0.9545 |
0.9240 |
0.0305 |
3.3% |
0.0040 |
0.4% |
4% |
False |
True |
131 |
60 |
0.9678 |
0.9240 |
0.0438 |
4.7% |
0.0031 |
0.3% |
3% |
False |
True |
95 |
80 |
0.9726 |
0.9240 |
0.0486 |
5.3% |
0.0027 |
0.3% |
3% |
False |
True |
77 |
100 |
0.9726 |
0.9240 |
0.0486 |
5.3% |
0.0025 |
0.3% |
3% |
False |
True |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9776 |
2.618 |
0.9609 |
1.618 |
0.9507 |
1.000 |
0.9444 |
0.618 |
0.9405 |
HIGH |
0.9342 |
0.618 |
0.9303 |
0.500 |
0.9291 |
0.382 |
0.9279 |
LOW |
0.9240 |
0.618 |
0.9177 |
1.000 |
0.9138 |
1.618 |
0.9075 |
2.618 |
0.8973 |
4.250 |
0.8807 |
|
|
Fisher Pivots for day following 07-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9291 |
0.9315 |
PP |
0.9278 |
0.9294 |
S1 |
0.9266 |
0.9274 |
|