CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 08-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2014 |
08-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9090 |
0.9101 |
0.0011 |
0.1% |
0.9026 |
| High |
0.9109 |
0.9151 |
0.0042 |
0.5% |
0.9111 |
| Low |
0.9067 |
0.9094 |
0.0027 |
0.3% |
0.9017 |
| Close |
0.9101 |
0.9138 |
0.0037 |
0.4% |
0.9090 |
| Range |
0.0042 |
0.0057 |
0.0015 |
35.7% |
0.0094 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
46,146 |
58,673 |
12,527 |
27.1% |
241,209 |
|
| Daily Pivots for day following 08-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9299 |
0.9275 |
0.9169 |
|
| R3 |
0.9242 |
0.9218 |
0.9154 |
|
| R2 |
0.9185 |
0.9185 |
0.9148 |
|
| R1 |
0.9161 |
0.9161 |
0.9143 |
0.9173 |
| PP |
0.9128 |
0.9128 |
0.9128 |
0.9134 |
| S1 |
0.9104 |
0.9104 |
0.9133 |
0.9116 |
| S2 |
0.9071 |
0.9071 |
0.9128 |
|
| S3 |
0.9014 |
0.9047 |
0.9122 |
|
| S4 |
0.8957 |
0.8990 |
0.9107 |
|
|
| 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 |
0.9151 |
0.9035 |
0.0116 |
1.3% |
0.0048 |
0.5% |
89% |
True |
False |
49,373 |
| 10 |
0.9151 |
0.8936 |
0.0215 |
2.4% |
0.0056 |
0.6% |
94% |
True |
False |
53,557 |
| 20 |
0.9151 |
0.8845 |
0.0306 |
3.3% |
0.0060 |
0.7% |
96% |
True |
False |
58,026 |
| 40 |
0.9151 |
0.8845 |
0.0306 |
3.3% |
0.0060 |
0.7% |
96% |
True |
False |
30,971 |
| 60 |
0.9188 |
0.8845 |
0.0343 |
3.8% |
0.0060 |
0.7% |
85% |
False |
False |
20,742 |
| 80 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0060 |
0.7% |
51% |
False |
False |
15,616 |
| 100 |
0.9545 |
0.8845 |
0.0700 |
7.7% |
0.0053 |
0.6% |
42% |
False |
False |
12,509 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.1% |
0.0047 |
0.5% |
35% |
False |
False |
10,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9393 |
|
2.618 |
0.9300 |
|
1.618 |
0.9243 |
|
1.000 |
0.9208 |
|
0.618 |
0.9186 |
|
HIGH |
0.9151 |
|
0.618 |
0.9129 |
|
0.500 |
0.9123 |
|
0.382 |
0.9116 |
|
LOW |
0.9094 |
|
0.618 |
0.9059 |
|
1.000 |
0.9037 |
|
1.618 |
0.9002 |
|
2.618 |
0.8945 |
|
4.250 |
0.8852 |
|
|
| Fisher Pivots for day following 08-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9133 |
0.9124 |
| PP |
0.9128 |
0.9110 |
| S1 |
0.9123 |
0.9096 |
|