CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 15-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9151 |
0.9098 |
-0.0053 |
-0.6% |
0.9385 |
| High |
0.9157 |
0.9122 |
-0.0035 |
-0.4% |
0.9385 |
| Low |
0.9095 |
0.9072 |
-0.0023 |
-0.3% |
0.9105 |
| Close |
0.9103 |
0.9095 |
-0.0008 |
-0.1% |
0.9147 |
| Range |
0.0062 |
0.0050 |
-0.0012 |
-19.4% |
0.0280 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
315 |
264 |
-51 |
-16.2% |
1,348 |
|
| Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9246 |
0.9221 |
0.9123 |
|
| R3 |
0.9196 |
0.9171 |
0.9109 |
|
| R2 |
0.9146 |
0.9146 |
0.9104 |
|
| R1 |
0.9121 |
0.9121 |
0.9100 |
0.9109 |
| PP |
0.9096 |
0.9096 |
0.9096 |
0.9090 |
| S1 |
0.9071 |
0.9071 |
0.9090 |
0.9059 |
| S2 |
0.9046 |
0.9046 |
0.9086 |
|
| S3 |
0.8996 |
0.9021 |
0.9081 |
|
| S4 |
0.8946 |
0.8971 |
0.9068 |
|
|
| 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 |
0.9207 |
0.9072 |
0.0135 |
1.5% |
0.0062 |
0.7% |
17% |
False |
True |
338 |
| 10 |
0.9405 |
0.9072 |
0.0333 |
3.7% |
0.0065 |
0.7% |
7% |
False |
True |
267 |
| 20 |
0.9407 |
0.9072 |
0.0335 |
3.7% |
0.0059 |
0.6% |
7% |
False |
True |
262 |
| 40 |
0.9545 |
0.9072 |
0.0473 |
5.2% |
0.0046 |
0.5% |
5% |
False |
True |
181 |
| 60 |
0.9678 |
0.9072 |
0.0606 |
6.7% |
0.0036 |
0.4% |
4% |
False |
True |
131 |
| 80 |
0.9678 |
0.9072 |
0.0606 |
6.7% |
0.0030 |
0.3% |
4% |
False |
True |
102 |
| 100 |
0.9726 |
0.9072 |
0.0654 |
7.2% |
0.0027 |
0.3% |
4% |
False |
True |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9335 |
|
2.618 |
0.9253 |
|
1.618 |
0.9203 |
|
1.000 |
0.9172 |
|
0.618 |
0.9153 |
|
HIGH |
0.9122 |
|
0.618 |
0.9103 |
|
0.500 |
0.9097 |
|
0.382 |
0.9091 |
|
LOW |
0.9072 |
|
0.618 |
0.9041 |
|
1.000 |
0.9022 |
|
1.618 |
0.8991 |
|
2.618 |
0.8941 |
|
4.250 |
0.8860 |
|
|
| Fisher Pivots for day following 15-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9097 |
0.9130 |
| PP |
0.9096 |
0.9118 |
| S1 |
0.9096 |
0.9107 |
|