CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 27-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8937 |
0.8989 |
0.0052 |
0.6% |
0.8991 |
| High |
0.9008 |
0.9062 |
0.0054 |
0.6% |
0.9069 |
| Low |
0.8936 |
0.8982 |
0.0046 |
0.5% |
0.8845 |
| Close |
0.8982 |
0.9047 |
0.0065 |
0.7% |
0.8904 |
| Range |
0.0072 |
0.0080 |
0.0008 |
11.1% |
0.0224 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
2.0% |
0.0000 |
| Volume |
59,442 |
74,006 |
14,564 |
24.5% |
355,378 |
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9270 |
0.9239 |
0.9091 |
|
| R3 |
0.9190 |
0.9159 |
0.9069 |
|
| R2 |
0.9110 |
0.9110 |
0.9062 |
|
| R1 |
0.9079 |
0.9079 |
0.9054 |
0.9095 |
| PP |
0.9030 |
0.9030 |
0.9030 |
0.9038 |
| S1 |
0.8999 |
0.8999 |
0.9040 |
0.9015 |
| S2 |
0.8950 |
0.8950 |
0.9032 |
|
| S3 |
0.8870 |
0.8919 |
0.9025 |
|
| S4 |
0.8790 |
0.8839 |
0.9003 |
|
|
| 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 |
0.9062 |
0.8862 |
0.0200 |
2.2% |
0.0063 |
0.7% |
93% |
True |
False |
60,198 |
| 10 |
0.9069 |
0.8845 |
0.0224 |
2.5% |
0.0068 |
0.7% |
90% |
False |
False |
65,793 |
| 20 |
0.9106 |
0.8845 |
0.0261 |
2.9% |
0.0065 |
0.7% |
77% |
False |
False |
41,240 |
| 40 |
0.9138 |
0.8845 |
0.0293 |
3.2% |
0.0062 |
0.7% |
69% |
False |
False |
20,981 |
| 60 |
0.9405 |
0.8845 |
0.0560 |
6.2% |
0.0062 |
0.7% |
36% |
False |
False |
14,073 |
| 80 |
0.9423 |
0.8845 |
0.0578 |
6.4% |
0.0058 |
0.6% |
35% |
False |
False |
10,604 |
| 100 |
0.9551 |
0.8845 |
0.0706 |
7.8% |
0.0050 |
0.6% |
29% |
False |
False |
8,491 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.2% |
0.0045 |
0.5% |
24% |
False |
False |
7,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9402 |
|
2.618 |
0.9271 |
|
1.618 |
0.9191 |
|
1.000 |
0.9142 |
|
0.618 |
0.9111 |
|
HIGH |
0.9062 |
|
0.618 |
0.9031 |
|
0.500 |
0.9022 |
|
0.382 |
0.9013 |
|
LOW |
0.8982 |
|
0.618 |
0.8933 |
|
1.000 |
0.8902 |
|
1.618 |
0.8853 |
|
2.618 |
0.8773 |
|
4.250 |
0.8642 |
|
|
| Fisher Pivots for day following 27-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9039 |
0.9026 |
| PP |
0.9030 |
0.9004 |
| S1 |
0.9022 |
0.8983 |
|