CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 26-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8917 |
0.8937 |
0.0020 |
0.2% |
0.8991 |
| High |
0.8947 |
0.9008 |
0.0061 |
0.7% |
0.9069 |
| Low |
0.8903 |
0.8936 |
0.0033 |
0.4% |
0.8845 |
| Close |
0.8938 |
0.8982 |
0.0044 |
0.5% |
0.8904 |
| Range |
0.0044 |
0.0072 |
0.0028 |
63.6% |
0.0224 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.1% |
0.0000 |
| Volume |
43,157 |
59,442 |
16,285 |
37.7% |
355,378 |
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9191 |
0.9159 |
0.9022 |
|
| R3 |
0.9119 |
0.9087 |
0.9002 |
|
| R2 |
0.9047 |
0.9047 |
0.8995 |
|
| R1 |
0.9015 |
0.9015 |
0.8989 |
0.9031 |
| PP |
0.8975 |
0.8975 |
0.8975 |
0.8984 |
| S1 |
0.8943 |
0.8943 |
0.8975 |
0.8959 |
| S2 |
0.8903 |
0.8903 |
0.8969 |
|
| S3 |
0.8831 |
0.8871 |
0.8962 |
|
| S4 |
0.8759 |
0.8799 |
0.8942 |
|
|
| 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 |
0.9008 |
0.8845 |
0.0163 |
1.8% |
0.0055 |
0.6% |
84% |
True |
False |
56,113 |
| 10 |
0.9069 |
0.8845 |
0.0224 |
2.5% |
0.0066 |
0.7% |
61% |
False |
False |
64,096 |
| 20 |
0.9106 |
0.8845 |
0.0261 |
2.9% |
0.0063 |
0.7% |
52% |
False |
False |
37,695 |
| 40 |
0.9138 |
0.8845 |
0.0293 |
3.3% |
0.0062 |
0.7% |
47% |
False |
False |
19,134 |
| 60 |
0.9405 |
0.8845 |
0.0560 |
6.2% |
0.0062 |
0.7% |
24% |
False |
False |
12,841 |
| 80 |
0.9423 |
0.8845 |
0.0578 |
6.4% |
0.0057 |
0.6% |
24% |
False |
False |
9,680 |
| 100 |
0.9551 |
0.8845 |
0.0706 |
7.9% |
0.0050 |
0.6% |
19% |
False |
False |
7,751 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.3% |
0.0044 |
0.5% |
16% |
False |
False |
6,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9314 |
|
2.618 |
0.9196 |
|
1.618 |
0.9124 |
|
1.000 |
0.9080 |
|
0.618 |
0.9052 |
|
HIGH |
0.9008 |
|
0.618 |
0.8980 |
|
0.500 |
0.8972 |
|
0.382 |
0.8964 |
|
LOW |
0.8936 |
|
0.618 |
0.8892 |
|
1.000 |
0.8864 |
|
1.618 |
0.8820 |
|
2.618 |
0.8748 |
|
4.250 |
0.8630 |
|
|
| Fisher Pivots for day following 26-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8979 |
0.8969 |
| PP |
0.8975 |
0.8955 |
| S1 |
0.8972 |
0.8942 |
|