CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9342 |
0.9250 |
-0.0092 |
-1.0% |
0.9290 |
| High |
0.9342 |
0.9252 |
-0.0090 |
-1.0% |
0.9405 |
| Low |
0.9240 |
0.9198 |
-0.0042 |
-0.5% |
0.9285 |
| Close |
0.9253 |
0.9218 |
-0.0035 |
-0.4% |
0.9381 |
| Range |
0.0102 |
0.0054 |
-0.0048 |
-47.1% |
0.0120 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.1% |
0.0000 |
| Volume |
96 |
487 |
391 |
407.3% |
736 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9385 |
0.9355 |
0.9248 |
|
| R3 |
0.9331 |
0.9301 |
0.9233 |
|
| R2 |
0.9277 |
0.9277 |
0.9228 |
|
| R1 |
0.9247 |
0.9247 |
0.9223 |
0.9235 |
| PP |
0.9223 |
0.9223 |
0.9223 |
0.9217 |
| S1 |
0.9193 |
0.9193 |
0.9213 |
0.9181 |
| S2 |
0.9169 |
0.9169 |
0.9208 |
|
| S3 |
0.9115 |
0.9139 |
0.9203 |
|
| S4 |
0.9061 |
0.9085 |
0.9188 |
|
|
| 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 |
0.9198 |
0.0207 |
2.2% |
0.0069 |
0.7% |
10% |
False |
True |
197 |
| 10 |
0.9405 |
0.9198 |
0.0207 |
2.2% |
0.0057 |
0.6% |
10% |
False |
True |
189 |
| 20 |
0.9423 |
0.9198 |
0.0225 |
2.4% |
0.0055 |
0.6% |
9% |
False |
True |
213 |
| 40 |
0.9545 |
0.9198 |
0.0347 |
3.8% |
0.0040 |
0.4% |
6% |
False |
True |
143 |
| 60 |
0.9678 |
0.9198 |
0.0480 |
5.2% |
0.0031 |
0.3% |
4% |
False |
True |
103 |
| 80 |
0.9726 |
0.9198 |
0.0528 |
5.7% |
0.0028 |
0.3% |
4% |
False |
True |
83 |
| 100 |
0.9726 |
0.9198 |
0.0528 |
5.7% |
0.0025 |
0.3% |
4% |
False |
True |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9482 |
|
2.618 |
0.9393 |
|
1.618 |
0.9339 |
|
1.000 |
0.9306 |
|
0.618 |
0.9285 |
|
HIGH |
0.9252 |
|
0.618 |
0.9231 |
|
0.500 |
0.9225 |
|
0.382 |
0.9219 |
|
LOW |
0.9198 |
|
0.618 |
0.9165 |
|
1.000 |
0.9144 |
|
1.618 |
0.9111 |
|
2.618 |
0.9057 |
|
4.250 |
0.8969 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9225 |
0.9292 |
| PP |
0.9223 |
0.9267 |
| S1 |
0.9220 |
0.9243 |
|