CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9133 |
0.9151 |
0.0018 |
0.2% |
0.9385 |
| High |
0.9188 |
0.9157 |
-0.0031 |
-0.3% |
0.9385 |
| Low |
0.9120 |
0.9095 |
-0.0025 |
-0.3% |
0.9105 |
| Close |
0.9176 |
0.9103 |
-0.0073 |
-0.8% |
0.9147 |
| Range |
0.0068 |
0.0062 |
-0.0006 |
-8.8% |
0.0280 |
| ATR |
0.0058 |
0.0059 |
0.0002 |
2.9% |
0.0000 |
| Volume |
410 |
315 |
-95 |
-23.2% |
1,348 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9304 |
0.9266 |
0.9137 |
|
| R3 |
0.9242 |
0.9204 |
0.9120 |
|
| R2 |
0.9180 |
0.9180 |
0.9114 |
|
| R1 |
0.9142 |
0.9142 |
0.9109 |
0.9130 |
| PP |
0.9118 |
0.9118 |
0.9118 |
0.9113 |
| S1 |
0.9080 |
0.9080 |
0.9097 |
0.9068 |
| S2 |
0.9056 |
0.9056 |
0.9092 |
|
| S3 |
0.8994 |
0.9018 |
0.9086 |
|
| S4 |
0.8932 |
0.8956 |
0.9069 |
|
|
| 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 |
0.9252 |
0.9095 |
0.0157 |
1.7% |
0.0063 |
0.7% |
5% |
False |
True |
383 |
| 10 |
0.9405 |
0.9095 |
0.0310 |
3.4% |
0.0063 |
0.7% |
3% |
False |
True |
268 |
| 20 |
0.9415 |
0.9095 |
0.0320 |
3.5% |
0.0057 |
0.6% |
3% |
False |
True |
258 |
| 40 |
0.9545 |
0.9095 |
0.0450 |
4.9% |
0.0045 |
0.5% |
2% |
False |
True |
176 |
| 60 |
0.9678 |
0.9095 |
0.0583 |
6.4% |
0.0036 |
0.4% |
1% |
False |
True |
127 |
| 80 |
0.9678 |
0.9095 |
0.0583 |
6.4% |
0.0029 |
0.3% |
1% |
False |
True |
98 |
| 100 |
0.9726 |
0.9095 |
0.0631 |
6.9% |
0.0027 |
0.3% |
1% |
False |
True |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9421 |
|
2.618 |
0.9319 |
|
1.618 |
0.9257 |
|
1.000 |
0.9219 |
|
0.618 |
0.9195 |
|
HIGH |
0.9157 |
|
0.618 |
0.9133 |
|
0.500 |
0.9126 |
|
0.382 |
0.9119 |
|
LOW |
0.9095 |
|
0.618 |
0.9057 |
|
1.000 |
0.9033 |
|
1.618 |
0.8995 |
|
2.618 |
0.8933 |
|
4.250 |
0.8832 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9126 |
0.9143 |
| PP |
0.9118 |
0.9129 |
| S1 |
0.9111 |
0.9116 |
|