CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 29-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8968 |
0.8938 |
-0.0030 |
-0.3% |
0.9088 |
| High |
0.8992 |
0.8973 |
-0.0019 |
-0.2% |
0.9115 |
| Low |
0.8923 |
0.8911 |
-0.0012 |
-0.1% |
0.8925 |
| Close |
0.8939 |
0.8931 |
-0.0008 |
-0.1% |
0.9006 |
| Range |
0.0069 |
0.0062 |
-0.0007 |
-10.1% |
0.0190 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0000 |
| Volume |
271 |
126 |
-145 |
-53.5% |
1,228 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9124 |
0.9090 |
0.8965 |
|
| R3 |
0.9062 |
0.9028 |
0.8948 |
|
| R2 |
0.9000 |
0.9000 |
0.8942 |
|
| R1 |
0.8966 |
0.8966 |
0.8937 |
0.8952 |
| PP |
0.8938 |
0.8938 |
0.8938 |
0.8932 |
| S1 |
0.8904 |
0.8904 |
0.8925 |
0.8890 |
| S2 |
0.8876 |
0.8876 |
0.8920 |
|
| S3 |
0.8814 |
0.8842 |
0.8914 |
|
| S4 |
0.8752 |
0.8780 |
0.8897 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9585 |
0.9486 |
0.9111 |
|
| R3 |
0.9395 |
0.9296 |
0.9058 |
|
| R2 |
0.9205 |
0.9205 |
0.9041 |
|
| R1 |
0.9106 |
0.9106 |
0.9023 |
0.9061 |
| PP |
0.9015 |
0.9015 |
0.9015 |
0.8993 |
| S1 |
0.8916 |
0.8916 |
0.8989 |
0.8871 |
| S2 |
0.8825 |
0.8825 |
0.8971 |
|
| S3 |
0.8635 |
0.8726 |
0.8954 |
|
| S4 |
0.8445 |
0.8536 |
0.8902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9033 |
0.8911 |
0.0122 |
1.4% |
0.0063 |
0.7% |
16% |
False |
True |
278 |
| 10 |
0.9136 |
0.8911 |
0.0225 |
2.5% |
0.0060 |
0.7% |
9% |
False |
True |
245 |
| 20 |
0.9405 |
0.8911 |
0.0494 |
5.5% |
0.0062 |
0.7% |
4% |
False |
True |
257 |
| 40 |
0.9423 |
0.8911 |
0.0512 |
5.7% |
0.0053 |
0.6% |
4% |
False |
True |
228 |
| 60 |
0.9551 |
0.8911 |
0.0640 |
7.2% |
0.0043 |
0.5% |
3% |
False |
True |
165 |
| 80 |
0.9678 |
0.8911 |
0.0767 |
8.6% |
0.0036 |
0.4% |
3% |
False |
True |
127 |
| 100 |
0.9726 |
0.8911 |
0.0815 |
9.1% |
0.0032 |
0.4% |
2% |
False |
True |
106 |
| 120 |
0.9726 |
0.8911 |
0.0815 |
9.1% |
0.0029 |
0.3% |
2% |
False |
True |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9237 |
|
2.618 |
0.9135 |
|
1.618 |
0.9073 |
|
1.000 |
0.9035 |
|
0.618 |
0.9011 |
|
HIGH |
0.8973 |
|
0.618 |
0.8949 |
|
0.500 |
0.8942 |
|
0.382 |
0.8935 |
|
LOW |
0.8911 |
|
0.618 |
0.8873 |
|
1.000 |
0.8849 |
|
1.618 |
0.8811 |
|
2.618 |
0.8749 |
|
4.250 |
0.8648 |
|
|
| Fisher Pivots for day following 29-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8942 |
0.8972 |
| PP |
0.8938 |
0.8958 |
| S1 |
0.8935 |
0.8945 |
|