CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9107 |
0.9088 |
-0.0019 |
-0.2% |
0.9133 |
High |
0.9107 |
0.9115 |
0.0008 |
0.1% |
0.9188 |
Low |
0.9079 |
0.9050 |
-0.0029 |
-0.3% |
0.9072 |
Close |
0.9083 |
0.9075 |
-0.0008 |
-0.1% |
0.9083 |
Range |
0.0028 |
0.0065 |
0.0037 |
132.1% |
0.0116 |
ATR |
0.0057 |
0.0057 |
0.0001 |
1.1% |
0.0000 |
Volume |
134 |
244 |
110 |
82.1% |
1,326 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9275 |
0.9240 |
0.9111 |
|
R3 |
0.9210 |
0.9175 |
0.9093 |
|
R2 |
0.9145 |
0.9145 |
0.9087 |
|
R1 |
0.9110 |
0.9110 |
0.9081 |
0.9095 |
PP |
0.9080 |
0.9080 |
0.9080 |
0.9073 |
S1 |
0.9045 |
0.9045 |
0.9069 |
0.9030 |
S2 |
0.9015 |
0.9015 |
0.9063 |
|
S3 |
0.8950 |
0.8980 |
0.9057 |
|
S4 |
0.8885 |
0.8915 |
0.9039 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9462 |
0.9389 |
0.9147 |
|
R3 |
0.9346 |
0.9273 |
0.9115 |
|
R2 |
0.9230 |
0.9230 |
0.9104 |
|
R1 |
0.9157 |
0.9157 |
0.9094 |
0.9136 |
PP |
0.9114 |
0.9114 |
0.9114 |
0.9104 |
S1 |
0.9041 |
0.9041 |
0.9072 |
0.9020 |
S2 |
0.8998 |
0.8998 |
0.9062 |
|
S3 |
0.8882 |
0.8925 |
0.9051 |
|
S4 |
0.8766 |
0.8809 |
0.9019 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9157 |
0.9050 |
0.0107 |
1.2% |
0.0048 |
0.5% |
23% |
False |
True |
232 |
10 |
0.9342 |
0.9050 |
0.0292 |
3.2% |
0.0059 |
0.7% |
9% |
False |
True |
285 |
20 |
0.9406 |
0.9050 |
0.0356 |
3.9% |
0.0057 |
0.6% |
7% |
False |
True |
240 |
40 |
0.9473 |
0.9050 |
0.0423 |
4.7% |
0.0048 |
0.5% |
6% |
False |
True |
195 |
60 |
0.9551 |
0.9050 |
0.0501 |
5.5% |
0.0038 |
0.4% |
5% |
False |
True |
140 |
80 |
0.9678 |
0.9050 |
0.0628 |
6.9% |
0.0031 |
0.3% |
4% |
False |
True |
109 |
100 |
0.9726 |
0.9050 |
0.0676 |
7.4% |
0.0028 |
0.3% |
4% |
False |
True |
90 |
120 |
0.9726 |
0.9050 |
0.0676 |
7.4% |
0.0026 |
0.3% |
4% |
False |
True |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9391 |
2.618 |
0.9285 |
1.618 |
0.9220 |
1.000 |
0.9180 |
0.618 |
0.9155 |
HIGH |
0.9115 |
0.618 |
0.9090 |
0.500 |
0.9083 |
0.382 |
0.9075 |
LOW |
0.9050 |
0.618 |
0.9010 |
1.000 |
0.8985 |
1.618 |
0.8945 |
2.618 |
0.8880 |
4.250 |
0.8774 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9083 |
0.9093 |
PP |
0.9080 |
0.9087 |
S1 |
0.9078 |
0.9081 |
|