CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 28-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8989 |
0.9046 |
0.0057 |
0.6% |
0.8892 |
| High |
0.9062 |
0.9074 |
0.0012 |
0.1% |
0.9074 |
| Low |
0.8982 |
0.9010 |
0.0028 |
0.3% |
0.8875 |
| Close |
0.9047 |
0.9029 |
-0.0018 |
-0.2% |
0.9029 |
| Range |
0.0080 |
0.0064 |
-0.0016 |
-20.0% |
0.0199 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.0% |
0.0000 |
| Volume |
74,006 |
56,095 |
-17,911 |
-24.2% |
276,660 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9230 |
0.9193 |
0.9064 |
|
| R3 |
0.9166 |
0.9129 |
0.9047 |
|
| R2 |
0.9102 |
0.9102 |
0.9041 |
|
| R1 |
0.9065 |
0.9065 |
0.9035 |
0.9052 |
| PP |
0.9038 |
0.9038 |
0.9038 |
0.9031 |
| S1 |
0.9001 |
0.9001 |
0.9023 |
0.8988 |
| S2 |
0.8974 |
0.8974 |
0.9017 |
|
| S3 |
0.8910 |
0.8937 |
0.9011 |
|
| S4 |
0.8846 |
0.8873 |
0.8994 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9590 |
0.9508 |
0.9138 |
|
| R3 |
0.9391 |
0.9309 |
0.9084 |
|
| R2 |
0.9192 |
0.9192 |
0.9065 |
|
| R1 |
0.9110 |
0.9110 |
0.9047 |
0.9151 |
| PP |
0.8993 |
0.8993 |
0.8993 |
0.9013 |
| S1 |
0.8911 |
0.8911 |
0.9011 |
0.8952 |
| S2 |
0.8794 |
0.8794 |
0.8993 |
|
| S3 |
0.8595 |
0.8712 |
0.8974 |
|
| S4 |
0.8396 |
0.8513 |
0.8920 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9074 |
0.8875 |
0.0199 |
2.2% |
0.0062 |
0.7% |
77% |
True |
False |
55,332 |
| 10 |
0.9074 |
0.8845 |
0.0229 |
2.5% |
0.0071 |
0.8% |
80% |
True |
False |
63,203 |
| 20 |
0.9106 |
0.8845 |
0.0261 |
2.9% |
0.0064 |
0.7% |
70% |
False |
False |
43,902 |
| 40 |
0.9138 |
0.8845 |
0.0293 |
3.2% |
0.0063 |
0.7% |
63% |
False |
False |
22,378 |
| 60 |
0.9405 |
0.8845 |
0.0560 |
6.2% |
0.0062 |
0.7% |
33% |
False |
False |
15,003 |
| 80 |
0.9423 |
0.8845 |
0.0578 |
6.4% |
0.0058 |
0.6% |
32% |
False |
False |
11,305 |
| 100 |
0.9551 |
0.8845 |
0.0706 |
7.8% |
0.0051 |
0.6% |
26% |
False |
False |
9,052 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.2% |
0.0045 |
0.5% |
22% |
False |
False |
7,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9346 |
|
2.618 |
0.9242 |
|
1.618 |
0.9178 |
|
1.000 |
0.9138 |
|
0.618 |
0.9114 |
|
HIGH |
0.9074 |
|
0.618 |
0.9050 |
|
0.500 |
0.9042 |
|
0.382 |
0.9034 |
|
LOW |
0.9010 |
|
0.618 |
0.8970 |
|
1.000 |
0.8946 |
|
1.618 |
0.8906 |
|
2.618 |
0.8842 |
|
4.250 |
0.8738 |
|
|
| Fisher Pivots for day following 28-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9042 |
0.9021 |
| PP |
0.9038 |
0.9013 |
| S1 |
0.9033 |
0.9005 |
|