CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 02-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9031 |
0.9052 |
0.0021 |
0.2% |
0.8892 |
| High |
0.9064 |
0.9071 |
0.0007 |
0.1% |
0.9074 |
| Low |
0.9017 |
0.9035 |
0.0018 |
0.2% |
0.8875 |
| Close |
0.9046 |
0.9053 |
0.0007 |
0.1% |
0.9029 |
| Range |
0.0047 |
0.0036 |
-0.0011 |
-23.4% |
0.0199 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
38,903 |
38,324 |
-579 |
-1.5% |
276,660 |
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9161 |
0.9143 |
0.9073 |
|
| R3 |
0.9125 |
0.9107 |
0.9063 |
|
| R2 |
0.9089 |
0.9089 |
0.9060 |
|
| R1 |
0.9071 |
0.9071 |
0.9056 |
0.9080 |
| PP |
0.9053 |
0.9053 |
0.9053 |
0.9058 |
| S1 |
0.9035 |
0.9035 |
0.9050 |
0.9044 |
| S2 |
0.9017 |
0.9017 |
0.9046 |
|
| S3 |
0.8981 |
0.8999 |
0.9043 |
|
| S4 |
0.8945 |
0.8963 |
0.9033 |
|
|
| 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 |
0.8982 |
0.0092 |
1.0% |
0.0056 |
0.6% |
77% |
False |
False |
53,517 |
| 10 |
0.9074 |
0.8845 |
0.0229 |
2.5% |
0.0055 |
0.6% |
91% |
False |
False |
54,815 |
| 20 |
0.9106 |
0.8845 |
0.0261 |
2.9% |
0.0062 |
0.7% |
80% |
False |
False |
50,412 |
| 40 |
0.9138 |
0.8845 |
0.0293 |
3.2% |
0.0061 |
0.7% |
71% |
False |
False |
25,790 |
| 60 |
0.9342 |
0.8845 |
0.0497 |
5.5% |
0.0062 |
0.7% |
42% |
False |
False |
17,288 |
| 80 |
0.9423 |
0.8845 |
0.0578 |
6.4% |
0.0059 |
0.7% |
36% |
False |
False |
13,017 |
| 100 |
0.9545 |
0.8845 |
0.0700 |
7.7% |
0.0052 |
0.6% |
30% |
False |
False |
10,425 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.2% |
0.0046 |
0.5% |
25% |
False |
False |
8,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9224 |
|
2.618 |
0.9165 |
|
1.618 |
0.9129 |
|
1.000 |
0.9107 |
|
0.618 |
0.9093 |
|
HIGH |
0.9071 |
|
0.618 |
0.9057 |
|
0.500 |
0.9053 |
|
0.382 |
0.9049 |
|
LOW |
0.9035 |
|
0.618 |
0.9013 |
|
1.000 |
0.8999 |
|
1.618 |
0.8977 |
|
2.618 |
0.8941 |
|
4.250 |
0.8882 |
|
|
| Fisher Pivots for day following 02-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9053 |
0.9050 |
| PP |
0.9053 |
0.9047 |
| S1 |
0.9053 |
0.9045 |
|