CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8996 |
0.9000 |
0.0004 |
0.0% |
0.9007 |
| High |
0.9024 |
0.9022 |
-0.0002 |
0.0% |
0.9033 |
| Low |
0.8965 |
0.8964 |
-0.0001 |
0.0% |
0.8885 |
| Close |
0.9000 |
0.9009 |
0.0009 |
0.1% |
0.8959 |
| Range |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0148 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
199 |
120 |
-79 |
-39.7% |
1,026 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9172 |
0.9149 |
0.9041 |
|
| R3 |
0.9114 |
0.9091 |
0.9025 |
|
| R2 |
0.9056 |
0.9056 |
0.9020 |
|
| R1 |
0.9033 |
0.9033 |
0.9014 |
0.9045 |
| PP |
0.8998 |
0.8998 |
0.8998 |
0.9004 |
| S1 |
0.8975 |
0.8975 |
0.9004 |
0.8987 |
| S2 |
0.8940 |
0.8940 |
0.8998 |
|
| S3 |
0.8882 |
0.8917 |
0.8993 |
|
| S4 |
0.8824 |
0.8859 |
0.8977 |
|
|
| 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% |
0.0067 |
0.7% |
88% |
False |
False |
265 |
| 10 |
0.9033 |
0.8885 |
0.0148 |
1.6% |
0.0063 |
0.7% |
84% |
False |
False |
264 |
| 20 |
0.9207 |
0.8885 |
0.0322 |
3.6% |
0.0062 |
0.7% |
39% |
False |
False |
271 |
| 40 |
0.9423 |
0.8885 |
0.0538 |
6.0% |
0.0058 |
0.6% |
23% |
False |
False |
242 |
| 60 |
0.9545 |
0.8885 |
0.0660 |
7.3% |
0.0047 |
0.5% |
19% |
False |
False |
185 |
| 80 |
0.9678 |
0.8885 |
0.0793 |
8.8% |
0.0039 |
0.4% |
16% |
False |
False |
145 |
| 100 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0035 |
0.4% |
15% |
False |
False |
120 |
| 120 |
0.9726 |
0.8885 |
0.0841 |
9.3% |
0.0031 |
0.3% |
15% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9269 |
|
2.618 |
0.9174 |
|
1.618 |
0.9116 |
|
1.000 |
0.9080 |
|
0.618 |
0.9058 |
|
HIGH |
0.9022 |
|
0.618 |
0.9000 |
|
0.500 |
0.8993 |
|
0.382 |
0.8986 |
|
LOW |
0.8964 |
|
0.618 |
0.8928 |
|
1.000 |
0.8906 |
|
1.618 |
0.8870 |
|
2.618 |
0.8812 |
|
4.250 |
0.8718 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9004 |
0.9004 |
| PP |
0.8998 |
0.8999 |
| S1 |
0.8993 |
0.8994 |
|