CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 24-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8877 |
0.8892 |
0.0015 |
0.2% |
0.8991 |
| High |
0.8932 |
0.8924 |
-0.0008 |
-0.1% |
0.9069 |
| Low |
0.8862 |
0.8875 |
0.0013 |
0.1% |
0.8845 |
| Close |
0.8904 |
0.8916 |
0.0012 |
0.1% |
0.8904 |
| Range |
0.0070 |
0.0049 |
-0.0021 |
-30.0% |
0.0224 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
80,426 |
43,960 |
-36,466 |
-45.3% |
355,378 |
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9052 |
0.9033 |
0.8943 |
|
| R3 |
0.9003 |
0.8984 |
0.8929 |
|
| R2 |
0.8954 |
0.8954 |
0.8925 |
|
| R1 |
0.8935 |
0.8935 |
0.8920 |
0.8945 |
| PP |
0.8905 |
0.8905 |
0.8905 |
0.8910 |
| S1 |
0.8886 |
0.8886 |
0.8912 |
0.8896 |
| S2 |
0.8856 |
0.8856 |
0.8907 |
|
| S3 |
0.8807 |
0.8837 |
0.8903 |
|
| S4 |
0.8758 |
0.8788 |
0.8889 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9611 |
0.9482 |
0.9027 |
|
| R3 |
0.9387 |
0.9258 |
0.8966 |
|
| R2 |
0.9163 |
0.9163 |
0.8945 |
|
| R1 |
0.9034 |
0.9034 |
0.8925 |
0.8987 |
| PP |
0.8939 |
0.8939 |
0.8939 |
0.8916 |
| S1 |
0.8810 |
0.8810 |
0.8883 |
0.8763 |
| S2 |
0.8715 |
0.8715 |
0.8863 |
|
| S3 |
0.8491 |
0.8586 |
0.8842 |
|
| S4 |
0.8267 |
0.8362 |
0.8781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9069 |
0.8845 |
0.0224 |
2.5% |
0.0079 |
0.9% |
32% |
False |
False |
70,098 |
| 10 |
0.9069 |
0.8845 |
0.0224 |
2.5% |
0.0065 |
0.7% |
32% |
False |
False |
60,610 |
| 20 |
0.9106 |
0.8845 |
0.0261 |
2.9% |
0.0061 |
0.7% |
27% |
False |
False |
32,714 |
| 40 |
0.9138 |
0.8845 |
0.0293 |
3.3% |
0.0062 |
0.7% |
24% |
False |
False |
16,581 |
| 60 |
0.9405 |
0.8845 |
0.0560 |
6.3% |
0.0062 |
0.7% |
13% |
False |
False |
11,133 |
| 80 |
0.9450 |
0.8845 |
0.0605 |
6.8% |
0.0057 |
0.6% |
12% |
False |
False |
8,399 |
| 100 |
0.9551 |
0.8845 |
0.0706 |
7.9% |
0.0049 |
0.6% |
10% |
False |
False |
6,726 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.3% |
0.0043 |
0.5% |
9% |
False |
False |
5,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9132 |
|
2.618 |
0.9052 |
|
1.618 |
0.9003 |
|
1.000 |
0.8973 |
|
0.618 |
0.8954 |
|
HIGH |
0.8924 |
|
0.618 |
0.8905 |
|
0.500 |
0.8900 |
|
0.382 |
0.8894 |
|
LOW |
0.8875 |
|
0.618 |
0.8845 |
|
1.000 |
0.8826 |
|
1.618 |
0.8796 |
|
2.618 |
0.8747 |
|
4.250 |
0.8667 |
|
|
| Fisher Pivots for day following 24-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8911 |
0.8907 |
| PP |
0.8905 |
0.8898 |
| S1 |
0.8900 |
0.8889 |
|