CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 09-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9250 |
0.9201 |
-0.0049 |
-0.5% |
0.9290 |
High |
0.9252 |
0.9207 |
-0.0045 |
-0.5% |
0.9405 |
Low |
0.9198 |
0.9163 |
-0.0035 |
-0.4% |
0.9285 |
Close |
0.9218 |
0.9168 |
-0.0050 |
-0.5% |
0.9381 |
Range |
0.0054 |
0.0044 |
-0.0010 |
-18.5% |
0.0120 |
ATR |
0.0055 |
0.0055 |
0.0000 |
0.0% |
0.0000 |
Volume |
487 |
509 |
22 |
4.5% |
736 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9311 |
0.9284 |
0.9192 |
|
R3 |
0.9267 |
0.9240 |
0.9180 |
|
R2 |
0.9223 |
0.9223 |
0.9176 |
|
R1 |
0.9196 |
0.9196 |
0.9172 |
0.9188 |
PP |
0.9179 |
0.9179 |
0.9179 |
0.9175 |
S1 |
0.9152 |
0.9152 |
0.9164 |
0.9144 |
S2 |
0.9135 |
0.9135 |
0.9160 |
|
S3 |
0.9091 |
0.9108 |
0.9156 |
|
S4 |
0.9047 |
0.9064 |
0.9144 |
|
|
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 |
0.9390 |
0.9163 |
0.0227 |
2.5% |
0.0062 |
0.7% |
2% |
False |
True |
284 |
10 |
0.9405 |
0.9163 |
0.0242 |
2.6% |
0.0060 |
0.7% |
2% |
False |
True |
199 |
20 |
0.9423 |
0.9163 |
0.0260 |
2.8% |
0.0055 |
0.6% |
2% |
False |
True |
235 |
40 |
0.9545 |
0.9163 |
0.0382 |
4.2% |
0.0041 |
0.4% |
1% |
False |
True |
155 |
60 |
0.9678 |
0.9163 |
0.0515 |
5.6% |
0.0032 |
0.4% |
1% |
False |
True |
111 |
80 |
0.9726 |
0.9163 |
0.0563 |
6.1% |
0.0029 |
0.3% |
1% |
False |
True |
89 |
100 |
0.9726 |
0.9163 |
0.0563 |
6.1% |
0.0025 |
0.3% |
1% |
False |
True |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9394 |
2.618 |
0.9322 |
1.618 |
0.9278 |
1.000 |
0.9251 |
0.618 |
0.9234 |
HIGH |
0.9207 |
0.618 |
0.9190 |
0.500 |
0.9185 |
0.382 |
0.9180 |
LOW |
0.9163 |
0.618 |
0.9136 |
1.000 |
0.9119 |
1.618 |
0.9092 |
2.618 |
0.9048 |
4.250 |
0.8976 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9185 |
0.9253 |
PP |
0.9179 |
0.9224 |
S1 |
0.9174 |
0.9196 |
|