CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 31-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9046 |
0.9026 |
-0.0020 |
-0.2% |
0.8892 |
| High |
0.9074 |
0.9072 |
-0.0002 |
0.0% |
0.9074 |
| Low |
0.9010 |
0.9019 |
0.0009 |
0.1% |
0.8875 |
| Close |
0.9029 |
0.9037 |
0.0008 |
0.1% |
0.9029 |
| Range |
0.0064 |
0.0053 |
-0.0011 |
-17.2% |
0.0199 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
56,095 |
60,257 |
4,162 |
7.4% |
276,660 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9202 |
0.9172 |
0.9066 |
|
| R3 |
0.9149 |
0.9119 |
0.9052 |
|
| R2 |
0.9096 |
0.9096 |
0.9047 |
|
| R1 |
0.9066 |
0.9066 |
0.9042 |
0.9081 |
| PP |
0.9043 |
0.9043 |
0.9043 |
0.9050 |
| S1 |
0.9013 |
0.9013 |
0.9032 |
0.9028 |
| S2 |
0.8990 |
0.8990 |
0.9027 |
|
| S3 |
0.8937 |
0.8960 |
0.9022 |
|
| S4 |
0.8884 |
0.8907 |
0.9008 |
|
|
| 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 |
0.8903 |
0.0171 |
1.9% |
0.0063 |
0.7% |
78% |
False |
False |
58,591 |
| 10 |
0.9074 |
0.8845 |
0.0229 |
2.5% |
0.0071 |
0.8% |
84% |
False |
False |
64,344 |
| 20 |
0.9106 |
0.8845 |
0.0261 |
2.9% |
0.0064 |
0.7% |
74% |
False |
False |
46,858 |
| 40 |
0.9138 |
0.8845 |
0.0293 |
3.2% |
0.0061 |
0.7% |
66% |
False |
False |
23,880 |
| 60 |
0.9390 |
0.8845 |
0.0545 |
6.0% |
0.0062 |
0.7% |
35% |
False |
False |
16,006 |
| 80 |
0.9423 |
0.8845 |
0.0578 |
6.4% |
0.0059 |
0.6% |
33% |
False |
False |
12,057 |
| 100 |
0.9549 |
0.8845 |
0.0704 |
7.8% |
0.0051 |
0.6% |
27% |
False |
False |
9,654 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.2% |
0.0045 |
0.5% |
23% |
False |
False |
8,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9297 |
|
2.618 |
0.9211 |
|
1.618 |
0.9158 |
|
1.000 |
0.9125 |
|
0.618 |
0.9105 |
|
HIGH |
0.9072 |
|
0.618 |
0.9052 |
|
0.500 |
0.9046 |
|
0.382 |
0.9039 |
|
LOW |
0.9019 |
|
0.618 |
0.8986 |
|
1.000 |
0.8966 |
|
1.618 |
0.8933 |
|
2.618 |
0.8880 |
|
4.250 |
0.8794 |
|
|
| Fisher Pivots for day following 31-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9046 |
0.9034 |
| PP |
0.9043 |
0.9031 |
| S1 |
0.9040 |
0.9028 |
|