CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 30-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2014 |
30-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8938 |
0.8922 |
-0.0016 |
-0.2% |
0.9088 |
High |
0.8973 |
0.8938 |
-0.0035 |
-0.4% |
0.9115 |
Low |
0.8911 |
0.8900 |
-0.0011 |
-0.1% |
0.8925 |
Close |
0.8931 |
0.8919 |
-0.0012 |
-0.1% |
0.9006 |
Range |
0.0062 |
0.0038 |
-0.0024 |
-38.7% |
0.0190 |
ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
126 |
210 |
84 |
66.7% |
1,228 |
|
Daily Pivots for day following 30-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9033 |
0.9014 |
0.8940 |
|
R3 |
0.8995 |
0.8976 |
0.8929 |
|
R2 |
0.8957 |
0.8957 |
0.8926 |
|
R1 |
0.8938 |
0.8938 |
0.8922 |
0.8929 |
PP |
0.8919 |
0.8919 |
0.8919 |
0.8914 |
S1 |
0.8900 |
0.8900 |
0.8916 |
0.8891 |
S2 |
0.8881 |
0.8881 |
0.8912 |
|
S3 |
0.8843 |
0.8862 |
0.8909 |
|
S4 |
0.8805 |
0.8824 |
0.8898 |
|
|
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 |
0.8900 |
0.0133 |
1.5% |
0.0058 |
0.7% |
14% |
False |
True |
263 |
10 |
0.9136 |
0.8900 |
0.0236 |
2.6% |
0.0059 |
0.7% |
8% |
False |
True |
240 |
20 |
0.9405 |
0.8900 |
0.0505 |
5.7% |
0.0062 |
0.7% |
4% |
False |
True |
253 |
40 |
0.9423 |
0.8900 |
0.0523 |
5.9% |
0.0054 |
0.6% |
4% |
False |
True |
231 |
60 |
0.9551 |
0.8900 |
0.0651 |
7.3% |
0.0043 |
0.5% |
3% |
False |
True |
168 |
80 |
0.9678 |
0.8900 |
0.0778 |
8.7% |
0.0036 |
0.4% |
2% |
False |
True |
130 |
100 |
0.9726 |
0.8900 |
0.0826 |
9.3% |
0.0032 |
0.4% |
2% |
False |
True |
109 |
120 |
0.9726 |
0.8900 |
0.0826 |
9.3% |
0.0029 |
0.3% |
2% |
False |
True |
95 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9100 |
2.618 |
0.9037 |
1.618 |
0.8999 |
1.000 |
0.8976 |
0.618 |
0.8961 |
HIGH |
0.8938 |
0.618 |
0.8923 |
0.500 |
0.8919 |
0.382 |
0.8915 |
LOW |
0.8900 |
0.618 |
0.8877 |
1.000 |
0.8862 |
1.618 |
0.8839 |
2.618 |
0.8801 |
4.250 |
0.8739 |
|
|
Fisher Pivots for day following 30-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8919 |
0.8946 |
PP |
0.8919 |
0.8937 |
S1 |
0.8919 |
0.8928 |
|