CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 04-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8970 |
0.8972 |
0.0002 |
0.0% |
0.9007 |
| High |
0.9026 |
0.9019 |
-0.0007 |
-0.1% |
0.9033 |
| Low |
0.8963 |
0.8969 |
0.0006 |
0.1% |
0.8885 |
| Close |
0.8983 |
0.9002 |
0.0019 |
0.2% |
0.8959 |
| Range |
0.0063 |
0.0050 |
-0.0013 |
-20.6% |
0.0148 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
462 |
357 |
-105 |
-22.7% |
1,026 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9147 |
0.9124 |
0.9030 |
|
| R3 |
0.9097 |
0.9074 |
0.9016 |
|
| R2 |
0.9047 |
0.9047 |
0.9011 |
|
| R1 |
0.9024 |
0.9024 |
0.9007 |
0.9036 |
| PP |
0.8997 |
0.8997 |
0.8997 |
0.9002 |
| S1 |
0.8974 |
0.8974 |
0.8997 |
0.8986 |
| S2 |
0.8947 |
0.8947 |
0.8993 |
|
| S3 |
0.8897 |
0.8924 |
0.8988 |
|
| S4 |
0.8847 |
0.8874 |
0.8975 |
|
|
| 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 |
0.9026 |
0.8885 |
0.0141 |
1.6% |
0.0064 |
0.7% |
83% |
False |
False |
269 |
| 10 |
0.9095 |
0.8885 |
0.0210 |
2.3% |
0.0068 |
0.8% |
56% |
False |
False |
282 |
| 20 |
0.9342 |
0.8885 |
0.0457 |
5.1% |
0.0064 |
0.7% |
26% |
False |
False |
284 |
| 40 |
0.9423 |
0.8885 |
0.0538 |
6.0% |
0.0058 |
0.6% |
22% |
False |
False |
244 |
| 60 |
0.9545 |
0.8885 |
0.0660 |
7.3% |
0.0046 |
0.5% |
18% |
False |
False |
181 |
| 80 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0038 |
0.4% |
15% |
False |
False |
141 |
| 100 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0034 |
0.4% |
14% |
False |
False |
118 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0030 |
0.3% |
14% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9232 |
|
2.618 |
0.9150 |
|
1.618 |
0.9100 |
|
1.000 |
0.9069 |
|
0.618 |
0.9050 |
|
HIGH |
0.9019 |
|
0.618 |
0.9000 |
|
0.500 |
0.8994 |
|
0.382 |
0.8988 |
|
LOW |
0.8969 |
|
0.618 |
0.8938 |
|
1.000 |
0.8919 |
|
1.618 |
0.8888 |
|
2.618 |
0.8838 |
|
4.250 |
0.8757 |
|
|
| Fisher Pivots for day following 04-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8999 |
0.8987 |
| PP |
0.8997 |
0.8971 |
| S1 |
0.8994 |
0.8956 |
|