CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 14-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9133 |
0.9100 |
-0.0033 |
-0.4% |
0.9090 |
| High |
0.9144 |
0.9124 |
-0.0020 |
-0.2% |
0.9195 |
| Low |
0.9088 |
0.9084 |
-0.0004 |
0.0% |
0.9067 |
| Close |
0.9107 |
0.9108 |
0.0001 |
0.0% |
0.9107 |
| Range |
0.0056 |
0.0040 |
-0.0016 |
-28.6% |
0.0128 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
45,873 |
34,866 |
-11,007 |
-24.0% |
252,309 |
|
| Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9225 |
0.9207 |
0.9130 |
|
| R3 |
0.9185 |
0.9167 |
0.9119 |
|
| R2 |
0.9145 |
0.9145 |
0.9115 |
|
| R1 |
0.9127 |
0.9127 |
0.9112 |
0.9136 |
| PP |
0.9105 |
0.9105 |
0.9105 |
0.9110 |
| S1 |
0.9087 |
0.9087 |
0.9104 |
0.9096 |
| S2 |
0.9065 |
0.9065 |
0.9101 |
|
| S3 |
0.9025 |
0.9047 |
0.9097 |
|
| S4 |
0.8985 |
0.9007 |
0.9086 |
|
|
| 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 |
0.9084 |
0.0111 |
1.2% |
0.0058 |
0.6% |
22% |
False |
True |
48,205 |
| 10 |
0.9195 |
0.9017 |
0.0178 |
2.0% |
0.0052 |
0.6% |
51% |
False |
False |
46,812 |
| 20 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0061 |
0.7% |
75% |
False |
False |
55,578 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0060 |
0.7% |
75% |
False |
False |
35,493 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0060 |
0.7% |
75% |
False |
False |
23,762 |
| 80 |
0.9406 |
0.8845 |
0.0561 |
6.2% |
0.0060 |
0.7% |
47% |
False |
False |
17,888 |
| 100 |
0.9530 |
0.8845 |
0.0685 |
7.5% |
0.0055 |
0.6% |
38% |
False |
False |
14,331 |
| 120 |
0.9678 |
0.8845 |
0.0833 |
9.1% |
0.0049 |
0.5% |
32% |
False |
False |
11,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9294 |
|
2.618 |
0.9229 |
|
1.618 |
0.9189 |
|
1.000 |
0.9164 |
|
0.618 |
0.9149 |
|
HIGH |
0.9124 |
|
0.618 |
0.9109 |
|
0.500 |
0.9104 |
|
0.382 |
0.9099 |
|
LOW |
0.9084 |
|
0.618 |
0.9059 |
|
1.000 |
0.9044 |
|
1.618 |
0.9019 |
|
2.618 |
0.8979 |
|
4.250 |
0.8914 |
|
|
| Fisher Pivots for day following 14-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9107 |
0.9139 |
| PP |
0.9105 |
0.9129 |
| S1 |
0.9104 |
0.9118 |
|