CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 07-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9044 |
0.9090 |
0.0046 |
0.5% |
0.9026 |
| High |
0.9111 |
0.9109 |
-0.0002 |
0.0% |
0.9111 |
| Low |
0.9040 |
0.9067 |
0.0027 |
0.3% |
0.9017 |
| Close |
0.9090 |
0.9101 |
0.0011 |
0.1% |
0.9090 |
| Range |
0.0071 |
0.0042 |
-0.0029 |
-40.8% |
0.0094 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
67,205 |
46,146 |
-21,059 |
-31.3% |
241,209 |
|
| Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9218 |
0.9202 |
0.9124 |
|
| R3 |
0.9176 |
0.9160 |
0.9113 |
|
| R2 |
0.9134 |
0.9134 |
0.9109 |
|
| R1 |
0.9118 |
0.9118 |
0.9105 |
0.9126 |
| PP |
0.9092 |
0.9092 |
0.9092 |
0.9097 |
| S1 |
0.9076 |
0.9076 |
0.9097 |
0.9084 |
| S2 |
0.9050 |
0.9050 |
0.9093 |
|
| S3 |
0.9008 |
0.9034 |
0.9089 |
|
| S4 |
0.8966 |
0.8992 |
0.9078 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9355 |
0.9316 |
0.9142 |
|
| R3 |
0.9261 |
0.9222 |
0.9116 |
|
| R2 |
0.9167 |
0.9167 |
0.9107 |
|
| R1 |
0.9128 |
0.9128 |
0.9099 |
0.9148 |
| PP |
0.9073 |
0.9073 |
0.9073 |
0.9082 |
| S1 |
0.9034 |
0.9034 |
0.9081 |
0.9054 |
| S2 |
0.8979 |
0.8979 |
0.9073 |
|
| S3 |
0.8885 |
0.8940 |
0.9064 |
|
| S4 |
0.8791 |
0.8846 |
0.9038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9111 |
0.9017 |
0.0094 |
1.0% |
0.0046 |
0.5% |
89% |
False |
False |
45,419 |
| 10 |
0.9111 |
0.8903 |
0.0208 |
2.3% |
0.0054 |
0.6% |
95% |
False |
False |
52,005 |
| 20 |
0.9111 |
0.8845 |
0.0266 |
2.9% |
0.0059 |
0.7% |
96% |
False |
False |
56,308 |
| 40 |
0.9138 |
0.8845 |
0.0293 |
3.2% |
0.0059 |
0.6% |
87% |
False |
False |
29,523 |
| 60 |
0.9190 |
0.8845 |
0.0345 |
3.8% |
0.0061 |
0.7% |
74% |
False |
False |
19,767 |
| 80 |
0.9423 |
0.8845 |
0.0578 |
6.4% |
0.0059 |
0.7% |
44% |
False |
False |
14,884 |
| 100 |
0.9545 |
0.8845 |
0.0700 |
7.7% |
0.0053 |
0.6% |
37% |
False |
False |
11,922 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.2% |
0.0046 |
0.5% |
31% |
False |
False |
9,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9288 |
|
2.618 |
0.9219 |
|
1.618 |
0.9177 |
|
1.000 |
0.9151 |
|
0.618 |
0.9135 |
|
HIGH |
0.9109 |
|
0.618 |
0.9093 |
|
0.500 |
0.9088 |
|
0.382 |
0.9083 |
|
LOW |
0.9067 |
|
0.618 |
0.9041 |
|
1.000 |
0.9025 |
|
1.618 |
0.8999 |
|
2.618 |
0.8957 |
|
4.250 |
0.8889 |
|
|
| Fisher Pivots for day following 07-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9097 |
0.9092 |
| PP |
0.9092 |
0.9083 |
| S1 |
0.9088 |
0.9074 |
|