CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 31-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.8922 |
0.8927 |
0.0005 |
0.1% |
0.9007 |
High |
0.8938 |
0.8991 |
0.0053 |
0.6% |
0.9033 |
Low |
0.8900 |
0.8885 |
-0.0015 |
-0.2% |
0.8885 |
Close |
0.8919 |
0.8959 |
0.0040 |
0.4% |
0.8959 |
Range |
0.0038 |
0.0106 |
0.0068 |
178.9% |
0.0148 |
ATR |
0.0060 |
0.0063 |
0.0003 |
5.4% |
0.0000 |
Volume |
210 |
190 |
-20 |
-9.5% |
1,026 |
|
Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9263 |
0.9217 |
0.9017 |
|
R3 |
0.9157 |
0.9111 |
0.8988 |
|
R2 |
0.9051 |
0.9051 |
0.8978 |
|
R1 |
0.9005 |
0.9005 |
0.8969 |
0.9028 |
PP |
0.8945 |
0.8945 |
0.8945 |
0.8957 |
S1 |
0.8899 |
0.8899 |
0.8949 |
0.8922 |
S2 |
0.8839 |
0.8839 |
0.8940 |
|
S3 |
0.8733 |
0.8793 |
0.8930 |
|
S4 |
0.8627 |
0.8687 |
0.8901 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9403 |
0.9329 |
0.9040 |
|
R3 |
0.9255 |
0.9181 |
0.9000 |
|
R2 |
0.9107 |
0.9107 |
0.8986 |
|
R1 |
0.9033 |
0.9033 |
0.8973 |
0.8996 |
PP |
0.8959 |
0.8959 |
0.8959 |
0.8941 |
S1 |
0.8885 |
0.8885 |
0.8945 |
0.8848 |
S2 |
0.8811 |
0.8811 |
0.8932 |
|
S3 |
0.8663 |
0.8737 |
0.8918 |
|
S4 |
0.8515 |
0.8589 |
0.8878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9033 |
0.8885 |
0.0148 |
1.7% |
0.0068 |
0.8% |
50% |
False |
True |
205 |
10 |
0.9115 |
0.8885 |
0.0230 |
2.6% |
0.0066 |
0.7% |
32% |
False |
True |
238 |
20 |
0.9390 |
0.8885 |
0.0505 |
5.6% |
0.0064 |
0.7% |
15% |
False |
True |
259 |
40 |
0.9423 |
0.8885 |
0.0538 |
6.0% |
0.0056 |
0.6% |
14% |
False |
True |
235 |
60 |
0.9549 |
0.8885 |
0.0664 |
7.4% |
0.0045 |
0.5% |
11% |
False |
True |
170 |
80 |
0.9678 |
0.8885 |
0.0793 |
8.9% |
0.0038 |
0.4% |
9% |
False |
True |
132 |
100 |
0.9726 |
0.8885 |
0.0841 |
9.4% |
0.0033 |
0.4% |
9% |
False |
True |
110 |
120 |
0.9726 |
0.8885 |
0.0841 |
9.4% |
0.0029 |
0.3% |
9% |
False |
True |
96 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9442 |
2.618 |
0.9269 |
1.618 |
0.9163 |
1.000 |
0.9097 |
0.618 |
0.9057 |
HIGH |
0.8991 |
0.618 |
0.8951 |
0.500 |
0.8938 |
0.382 |
0.8925 |
LOW |
0.8885 |
0.618 |
0.8819 |
1.000 |
0.8779 |
1.618 |
0.8713 |
2.618 |
0.8607 |
4.250 |
0.8435 |
|
|
Fisher Pivots for day following 31-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8952 |
0.8952 |
PP |
0.8945 |
0.8945 |
S1 |
0.8938 |
0.8938 |
|