CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9101 |
0.9139 |
0.0038 |
0.4% |
0.9026 |
| High |
0.9151 |
0.9195 |
0.0044 |
0.5% |
0.9111 |
| Low |
0.9094 |
0.9124 |
0.0030 |
0.3% |
0.9017 |
| Close |
0.9138 |
0.9194 |
0.0056 |
0.6% |
0.9090 |
| Range |
0.0057 |
0.0071 |
0.0014 |
24.6% |
0.0094 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.6% |
0.0000 |
| Volume |
58,673 |
51,390 |
-7,283 |
-12.4% |
241,209 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9384 |
0.9360 |
0.9233 |
|
| R3 |
0.9313 |
0.9289 |
0.9214 |
|
| R2 |
0.9242 |
0.9242 |
0.9207 |
|
| R1 |
0.9218 |
0.9218 |
0.9201 |
0.9230 |
| PP |
0.9171 |
0.9171 |
0.9171 |
0.9177 |
| S1 |
0.9147 |
0.9147 |
0.9187 |
0.9159 |
| S2 |
0.9100 |
0.9100 |
0.9181 |
|
| S3 |
0.9029 |
0.9076 |
0.9174 |
|
| S4 |
0.8958 |
0.9005 |
0.9155 |
|
|
| 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 |
0.9195 |
0.9037 |
0.0158 |
1.7% |
0.0055 |
0.6% |
99% |
True |
False |
51,986 |
| 10 |
0.9195 |
0.8982 |
0.0213 |
2.3% |
0.0055 |
0.6% |
100% |
True |
False |
52,751 |
| 20 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0061 |
0.7% |
100% |
True |
False |
58,424 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0060 |
0.6% |
100% |
True |
False |
32,251 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0060 |
0.7% |
100% |
True |
False |
21,592 |
| 80 |
0.9415 |
0.8845 |
0.0570 |
6.2% |
0.0060 |
0.6% |
61% |
False |
False |
16,257 |
| 100 |
0.9545 |
0.8845 |
0.0700 |
7.6% |
0.0054 |
0.6% |
50% |
False |
False |
13,022 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.1% |
0.0047 |
0.5% |
42% |
False |
False |
10,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9497 |
|
2.618 |
0.9381 |
|
1.618 |
0.9310 |
|
1.000 |
0.9266 |
|
0.618 |
0.9239 |
|
HIGH |
0.9195 |
|
0.618 |
0.9168 |
|
0.500 |
0.9160 |
|
0.382 |
0.9151 |
|
LOW |
0.9124 |
|
0.618 |
0.9080 |
|
1.000 |
0.9053 |
|
1.618 |
0.9009 |
|
2.618 |
0.8938 |
|
4.250 |
0.8822 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9183 |
0.9173 |
| PP |
0.9171 |
0.9152 |
| S1 |
0.9160 |
0.9131 |
|