CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 22-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9088 |
0.9085 |
-0.0003 |
0.0% |
0.9133 |
High |
0.9115 |
0.9095 |
-0.0020 |
-0.2% |
0.9188 |
Low |
0.9050 |
0.8986 |
-0.0064 |
-0.7% |
0.9072 |
Close |
0.9075 |
0.8992 |
-0.0083 |
-0.9% |
0.9083 |
Range |
0.0065 |
0.0109 |
0.0044 |
67.7% |
0.0116 |
ATR |
0.0057 |
0.0061 |
0.0004 |
6.5% |
0.0000 |
Volume |
244 |
219 |
-25 |
-10.2% |
1,326 |
|
Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9351 |
0.9281 |
0.9052 |
|
R3 |
0.9242 |
0.9172 |
0.9022 |
|
R2 |
0.9133 |
0.9133 |
0.9012 |
|
R1 |
0.9063 |
0.9063 |
0.9002 |
0.9044 |
PP |
0.9024 |
0.9024 |
0.9024 |
0.9015 |
S1 |
0.8954 |
0.8954 |
0.8982 |
0.8935 |
S2 |
0.8915 |
0.8915 |
0.8972 |
|
S3 |
0.8806 |
0.8845 |
0.8962 |
|
S4 |
0.8697 |
0.8736 |
0.8932 |
|
|
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 |
0.9136 |
0.8986 |
0.0150 |
1.7% |
0.0058 |
0.6% |
4% |
False |
True |
212 |
10 |
0.9252 |
0.8986 |
0.0266 |
3.0% |
0.0060 |
0.7% |
2% |
False |
True |
297 |
20 |
0.9406 |
0.8986 |
0.0420 |
4.7% |
0.0058 |
0.6% |
1% |
False |
True |
241 |
40 |
0.9450 |
0.8986 |
0.0464 |
5.2% |
0.0050 |
0.6% |
1% |
False |
True |
200 |
60 |
0.9551 |
0.8986 |
0.0565 |
6.3% |
0.0039 |
0.4% |
1% |
False |
True |
144 |
80 |
0.9678 |
0.8986 |
0.0692 |
7.7% |
0.0032 |
0.4% |
1% |
False |
True |
111 |
100 |
0.9726 |
0.8986 |
0.0740 |
8.2% |
0.0029 |
0.3% |
1% |
False |
True |
93 |
120 |
0.9726 |
0.8986 |
0.0740 |
8.2% |
0.0027 |
0.3% |
1% |
False |
True |
82 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9558 |
2.618 |
0.9380 |
1.618 |
0.9271 |
1.000 |
0.9204 |
0.618 |
0.9162 |
HIGH |
0.9095 |
0.618 |
0.9053 |
0.500 |
0.9041 |
0.382 |
0.9028 |
LOW |
0.8986 |
0.618 |
0.8919 |
1.000 |
0.8877 |
1.618 |
0.8810 |
2.618 |
0.8701 |
4.250 |
0.8523 |
|
|
Fisher Pivots for day following 22-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9041 |
0.9051 |
PP |
0.9024 |
0.9031 |
S1 |
0.9008 |
0.9012 |
|