CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9188 |
0.9133 |
-0.0055 |
-0.6% |
0.9385 |
High |
0.9190 |
0.9188 |
-0.0002 |
0.0% |
0.9385 |
Low |
0.9105 |
0.9120 |
0.0015 |
0.2% |
0.9105 |
Close |
0.9147 |
0.9176 |
0.0029 |
0.3% |
0.9147 |
Range |
0.0085 |
0.0068 |
-0.0017 |
-20.0% |
0.0280 |
ATR |
0.0057 |
0.0058 |
0.0001 |
1.4% |
0.0000 |
Volume |
194 |
410 |
216 |
111.3% |
1,348 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9365 |
0.9339 |
0.9213 |
|
R3 |
0.9297 |
0.9271 |
0.9195 |
|
R2 |
0.9229 |
0.9229 |
0.9188 |
|
R1 |
0.9203 |
0.9203 |
0.9182 |
0.9216 |
PP |
0.9161 |
0.9161 |
0.9161 |
0.9168 |
S1 |
0.9135 |
0.9135 |
0.9170 |
0.9148 |
S2 |
0.9093 |
0.9093 |
0.9164 |
|
S3 |
0.9025 |
0.9067 |
0.9157 |
|
S4 |
0.8957 |
0.8999 |
0.9139 |
|
|
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 |
0.9342 |
0.9105 |
0.0237 |
2.6% |
0.0071 |
0.8% |
30% |
False |
False |
339 |
10 |
0.9405 |
0.9105 |
0.0300 |
3.3% |
0.0065 |
0.7% |
24% |
False |
False |
249 |
20 |
0.9415 |
0.9105 |
0.0310 |
3.4% |
0.0058 |
0.6% |
23% |
False |
False |
254 |
40 |
0.9545 |
0.9105 |
0.0440 |
4.8% |
0.0044 |
0.5% |
16% |
False |
False |
168 |
60 |
0.9678 |
0.9105 |
0.0573 |
6.2% |
0.0035 |
0.4% |
12% |
False |
False |
122 |
80 |
0.9715 |
0.9105 |
0.0610 |
6.6% |
0.0029 |
0.3% |
12% |
False |
False |
96 |
100 |
0.9726 |
0.9105 |
0.0621 |
6.8% |
0.0027 |
0.3% |
11% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9477 |
2.618 |
0.9366 |
1.618 |
0.9298 |
1.000 |
0.9256 |
0.618 |
0.9230 |
HIGH |
0.9188 |
0.618 |
0.9162 |
0.500 |
0.9154 |
0.382 |
0.9146 |
LOW |
0.9120 |
0.618 |
0.9078 |
1.000 |
0.9052 |
1.618 |
0.9010 |
2.618 |
0.8942 |
4.250 |
0.8831 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9169 |
0.9169 |
PP |
0.9161 |
0.9163 |
S1 |
0.9154 |
0.9156 |
|