CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 10-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2014 |
10-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9139 |
0.9176 |
0.0037 |
0.4% |
0.9026 |
| High |
0.9195 |
0.9194 |
-0.0001 |
0.0% |
0.9111 |
| Low |
0.9124 |
0.9130 |
0.0006 |
0.1% |
0.9017 |
| Close |
0.9194 |
0.9142 |
-0.0052 |
-0.6% |
0.9090 |
| Range |
0.0071 |
0.0064 |
-0.0007 |
-9.9% |
0.0094 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.6% |
0.0000 |
| Volume |
51,390 |
50,227 |
-1,163 |
-2.3% |
241,209 |
|
| Daily Pivots for day following 10-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9347 |
0.9309 |
0.9177 |
|
| R3 |
0.9283 |
0.9245 |
0.9160 |
|
| R2 |
0.9219 |
0.9219 |
0.9154 |
|
| R1 |
0.9181 |
0.9181 |
0.9148 |
0.9168 |
| PP |
0.9155 |
0.9155 |
0.9155 |
0.9149 |
| S1 |
0.9117 |
0.9117 |
0.9136 |
0.9104 |
| S2 |
0.9091 |
0.9091 |
0.9130 |
|
| S3 |
0.9027 |
0.9053 |
0.9124 |
|
| S4 |
0.8963 |
0.8989 |
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 |
0.9195 |
0.9040 |
0.0155 |
1.7% |
0.0061 |
0.7% |
66% |
False |
False |
54,728 |
| 10 |
0.9195 |
0.9010 |
0.0185 |
2.0% |
0.0054 |
0.6% |
71% |
False |
False |
50,374 |
| 20 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0061 |
0.7% |
85% |
False |
False |
58,083 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0060 |
0.7% |
85% |
False |
False |
33,491 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0060 |
0.7% |
85% |
False |
False |
22,424 |
| 80 |
0.9415 |
0.8845 |
0.0570 |
6.2% |
0.0060 |
0.7% |
52% |
False |
False |
16,882 |
| 100 |
0.9545 |
0.8845 |
0.0700 |
7.7% |
0.0054 |
0.6% |
42% |
False |
False |
13,524 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.1% |
0.0048 |
0.5% |
36% |
False |
False |
11,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9466 |
|
2.618 |
0.9362 |
|
1.618 |
0.9298 |
|
1.000 |
0.9258 |
|
0.618 |
0.9234 |
|
HIGH |
0.9194 |
|
0.618 |
0.9170 |
|
0.500 |
0.9162 |
|
0.382 |
0.9154 |
|
LOW |
0.9130 |
|
0.618 |
0.9090 |
|
1.000 |
0.9066 |
|
1.618 |
0.9026 |
|
2.618 |
0.8962 |
|
4.250 |
0.8858 |
|
|
| Fisher Pivots for day following 10-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9162 |
0.9145 |
| PP |
0.9155 |
0.9144 |
| S1 |
0.9149 |
0.9143 |
|