CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 16-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9098 |
0.9100 |
0.0002 |
0.0% |
0.9385 |
| High |
0.9122 |
0.9136 |
0.0014 |
0.2% |
0.9385 |
| Low |
0.9072 |
0.9100 |
0.0028 |
0.3% |
0.9105 |
| Close |
0.9095 |
0.9126 |
0.0031 |
0.3% |
0.9147 |
| Range |
0.0050 |
0.0036 |
-0.0014 |
-28.0% |
0.0280 |
| ATR |
0.0059 |
0.0057 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
264 |
203 |
-61 |
-23.1% |
1,348 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9229 |
0.9213 |
0.9146 |
|
| R3 |
0.9193 |
0.9177 |
0.9136 |
|
| R2 |
0.9157 |
0.9157 |
0.9133 |
|
| R1 |
0.9141 |
0.9141 |
0.9129 |
0.9149 |
| PP |
0.9121 |
0.9121 |
0.9121 |
0.9125 |
| S1 |
0.9105 |
0.9105 |
0.9123 |
0.9113 |
| S2 |
0.9085 |
0.9085 |
0.9119 |
|
| S3 |
0.9049 |
0.9069 |
0.9116 |
|
| S4 |
0.9013 |
0.9033 |
0.9106 |
|
|
| 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 |
0.9190 |
0.9072 |
0.0118 |
1.3% |
0.0060 |
0.7% |
46% |
False |
False |
277 |
| 10 |
0.9390 |
0.9072 |
0.0318 |
3.5% |
0.0061 |
0.7% |
17% |
False |
False |
280 |
| 20 |
0.9406 |
0.9072 |
0.0334 |
3.7% |
0.0059 |
0.6% |
16% |
False |
False |
267 |
| 40 |
0.9530 |
0.9072 |
0.0458 |
5.0% |
0.0046 |
0.5% |
12% |
False |
False |
186 |
| 60 |
0.9678 |
0.9072 |
0.0606 |
6.6% |
0.0037 |
0.4% |
9% |
False |
False |
134 |
| 80 |
0.9678 |
0.9072 |
0.0606 |
6.6% |
0.0030 |
0.3% |
9% |
False |
False |
104 |
| 100 |
0.9726 |
0.9072 |
0.0654 |
7.2% |
0.0027 |
0.3% |
8% |
False |
False |
87 |
| 120 |
0.9726 |
0.9072 |
0.0654 |
7.2% |
0.0026 |
0.3% |
8% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9289 |
|
2.618 |
0.9230 |
|
1.618 |
0.9194 |
|
1.000 |
0.9172 |
|
0.618 |
0.9158 |
|
HIGH |
0.9136 |
|
0.618 |
0.9122 |
|
0.500 |
0.9118 |
|
0.382 |
0.9114 |
|
LOW |
0.9100 |
|
0.618 |
0.9078 |
|
1.000 |
0.9064 |
|
1.618 |
0.9042 |
|
2.618 |
0.9006 |
|
4.250 |
0.8947 |
|
|
| Fisher Pivots for day following 16-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9123 |
0.9122 |
| PP |
0.9121 |
0.9118 |
| S1 |
0.9118 |
0.9115 |
|