CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9176 |
0.9133 |
-0.0043 |
-0.5% |
0.9090 |
| High |
0.9194 |
0.9144 |
-0.0050 |
-0.5% |
0.9195 |
| Low |
0.9130 |
0.9088 |
-0.0042 |
-0.5% |
0.9067 |
| Close |
0.9142 |
0.9107 |
-0.0035 |
-0.4% |
0.9107 |
| Range |
0.0064 |
0.0056 |
-0.0008 |
-12.5% |
0.0128 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
50,227 |
45,873 |
-4,354 |
-8.7% |
252,309 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9281 |
0.9250 |
0.9138 |
|
| R3 |
0.9225 |
0.9194 |
0.9122 |
|
| R2 |
0.9169 |
0.9169 |
0.9117 |
|
| R1 |
0.9138 |
0.9138 |
0.9112 |
0.9126 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9107 |
| S1 |
0.9082 |
0.9082 |
0.9102 |
0.9070 |
| S2 |
0.9057 |
0.9057 |
0.9097 |
|
| S3 |
0.9001 |
0.9026 |
0.9092 |
|
| S4 |
0.8945 |
0.8970 |
0.9076 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9507 |
0.9435 |
0.9177 |
|
| R3 |
0.9379 |
0.9307 |
0.9142 |
|
| R2 |
0.9251 |
0.9251 |
0.9130 |
|
| R1 |
0.9179 |
0.9179 |
0.9119 |
0.9215 |
| PP |
0.9123 |
0.9123 |
0.9123 |
0.9141 |
| S1 |
0.9051 |
0.9051 |
0.9095 |
0.9087 |
| S2 |
0.8995 |
0.8995 |
0.9084 |
|
| S3 |
0.8867 |
0.8923 |
0.9072 |
|
| S4 |
0.8739 |
0.8795 |
0.9037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9195 |
0.9067 |
0.0128 |
1.4% |
0.0058 |
0.6% |
31% |
False |
False |
50,461 |
| 10 |
0.9195 |
0.9017 |
0.0178 |
2.0% |
0.0053 |
0.6% |
51% |
False |
False |
49,351 |
| 20 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0062 |
0.7% |
75% |
False |
False |
56,277 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0060 |
0.7% |
75% |
False |
False |
34,628 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0060 |
0.7% |
75% |
False |
False |
23,184 |
| 80 |
0.9407 |
0.8845 |
0.0562 |
6.2% |
0.0060 |
0.7% |
47% |
False |
False |
17,453 |
| 100 |
0.9545 |
0.8845 |
0.0700 |
7.7% |
0.0055 |
0.6% |
37% |
False |
False |
13,983 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.1% |
0.0048 |
0.5% |
31% |
False |
False |
11,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9382 |
|
2.618 |
0.9291 |
|
1.618 |
0.9235 |
|
1.000 |
0.9200 |
|
0.618 |
0.9179 |
|
HIGH |
0.9144 |
|
0.618 |
0.9123 |
|
0.500 |
0.9116 |
|
0.382 |
0.9109 |
|
LOW |
0.9088 |
|
0.618 |
0.9053 |
|
1.000 |
0.9032 |
|
1.618 |
0.8997 |
|
2.618 |
0.8941 |
|
4.250 |
0.8850 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9116 |
0.9142 |
| PP |
0.9113 |
0.9130 |
| S1 |
0.9110 |
0.9119 |
|