CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9201 |
0.9188 |
-0.0013 |
-0.1% |
0.9385 |
High |
0.9207 |
0.9190 |
-0.0017 |
-0.2% |
0.9385 |
Low |
0.9163 |
0.9105 |
-0.0058 |
-0.6% |
0.9105 |
Close |
0.9168 |
0.9147 |
-0.0021 |
-0.2% |
0.9147 |
Range |
0.0044 |
0.0085 |
0.0041 |
93.2% |
0.0280 |
ATR |
0.0055 |
0.0057 |
0.0002 |
4.0% |
0.0000 |
Volume |
509 |
194 |
-315 |
-61.9% |
1,348 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9402 |
0.9360 |
0.9194 |
|
R3 |
0.9317 |
0.9275 |
0.9170 |
|
R2 |
0.9232 |
0.9232 |
0.9163 |
|
R1 |
0.9190 |
0.9190 |
0.9155 |
0.9169 |
PP |
0.9147 |
0.9147 |
0.9147 |
0.9137 |
S1 |
0.9105 |
0.9105 |
0.9139 |
0.9084 |
S2 |
0.9062 |
0.9062 |
0.9131 |
|
S3 |
0.8977 |
0.9020 |
0.9124 |
|
S4 |
0.8892 |
0.8935 |
0.9100 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0052 |
0.9880 |
0.9301 |
|
R3 |
0.9772 |
0.9600 |
0.9224 |
|
R2 |
0.9492 |
0.9492 |
0.9198 |
|
R1 |
0.9320 |
0.9320 |
0.9173 |
0.9266 |
PP |
0.9212 |
0.9212 |
0.9212 |
0.9186 |
S1 |
0.9040 |
0.9040 |
0.9121 |
0.8986 |
S2 |
0.8932 |
0.8932 |
0.9096 |
|
S3 |
0.8652 |
0.8760 |
0.9070 |
|
S4 |
0.8372 |
0.8480 |
0.8993 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9385 |
0.9105 |
0.0280 |
3.1% |
0.0068 |
0.7% |
15% |
False |
True |
269 |
10 |
0.9405 |
0.9105 |
0.0300 |
3.3% |
0.0066 |
0.7% |
14% |
False |
True |
209 |
20 |
0.9423 |
0.9105 |
0.0318 |
3.5% |
0.0058 |
0.6% |
13% |
False |
True |
239 |
40 |
0.9545 |
0.9105 |
0.0440 |
4.8% |
0.0043 |
0.5% |
10% |
False |
True |
159 |
60 |
0.9678 |
0.9105 |
0.0573 |
6.3% |
0.0034 |
0.4% |
7% |
False |
True |
115 |
80 |
0.9726 |
0.9105 |
0.0621 |
6.8% |
0.0029 |
0.3% |
7% |
False |
True |
90 |
100 |
0.9726 |
0.9105 |
0.0621 |
6.8% |
0.0026 |
0.3% |
7% |
False |
True |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9551 |
2.618 |
0.9413 |
1.618 |
0.9328 |
1.000 |
0.9275 |
0.618 |
0.9243 |
HIGH |
0.9190 |
0.618 |
0.9158 |
0.500 |
0.9148 |
0.382 |
0.9137 |
LOW |
0.9105 |
0.618 |
0.9052 |
1.000 |
0.9020 |
1.618 |
0.8967 |
2.618 |
0.8882 |
4.250 |
0.8744 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9148 |
0.9179 |
PP |
0.9147 |
0.9168 |
S1 |
0.9147 |
0.9158 |
|