CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 01-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9026 |
0.9031 |
0.0005 |
0.1% |
0.8892 |
| High |
0.9072 |
0.9064 |
-0.0008 |
-0.1% |
0.9074 |
| Low |
0.9019 |
0.9017 |
-0.0002 |
0.0% |
0.8875 |
| Close |
0.9037 |
0.9046 |
0.0009 |
0.1% |
0.9029 |
| Range |
0.0053 |
0.0047 |
-0.0006 |
-11.3% |
0.0199 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
60,257 |
38,903 |
-21,354 |
-35.4% |
276,660 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9183 |
0.9162 |
0.9072 |
|
| R3 |
0.9136 |
0.9115 |
0.9059 |
|
| R2 |
0.9089 |
0.9089 |
0.9055 |
|
| R1 |
0.9068 |
0.9068 |
0.9050 |
0.9079 |
| PP |
0.9042 |
0.9042 |
0.9042 |
0.9048 |
| S1 |
0.9021 |
0.9021 |
0.9042 |
0.9032 |
| S2 |
0.8995 |
0.8995 |
0.9037 |
|
| S3 |
0.8948 |
0.8974 |
0.9033 |
|
| S4 |
0.8901 |
0.8927 |
0.9020 |
|
|
| 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 |
0.8936 |
0.0138 |
1.5% |
0.0063 |
0.7% |
80% |
False |
False |
57,740 |
| 10 |
0.9074 |
0.8845 |
0.0229 |
2.5% |
0.0064 |
0.7% |
88% |
False |
False |
60,825 |
| 20 |
0.9106 |
0.8845 |
0.0261 |
2.9% |
0.0064 |
0.7% |
77% |
False |
False |
48,652 |
| 40 |
0.9138 |
0.8845 |
0.0293 |
3.2% |
0.0061 |
0.7% |
69% |
False |
False |
24,841 |
| 60 |
0.9385 |
0.8845 |
0.0540 |
6.0% |
0.0062 |
0.7% |
37% |
False |
False |
16,650 |
| 80 |
0.9423 |
0.8845 |
0.0578 |
6.4% |
0.0059 |
0.7% |
35% |
False |
False |
12,542 |
| 100 |
0.9549 |
0.8845 |
0.0704 |
7.8% |
0.0052 |
0.6% |
29% |
False |
False |
10,043 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.2% |
0.0045 |
0.5% |
24% |
False |
False |
8,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9264 |
|
2.618 |
0.9187 |
|
1.618 |
0.9140 |
|
1.000 |
0.9111 |
|
0.618 |
0.9093 |
|
HIGH |
0.9064 |
|
0.618 |
0.9046 |
|
0.500 |
0.9041 |
|
0.382 |
0.9035 |
|
LOW |
0.9017 |
|
0.618 |
0.8988 |
|
1.000 |
0.8970 |
|
1.618 |
0.8941 |
|
2.618 |
0.8894 |
|
4.250 |
0.8817 |
|
|
| Fisher Pivots for day following 01-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9044 |
0.9045 |
| PP |
0.9042 |
0.9043 |
| S1 |
0.9041 |
0.9042 |
|