CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 16-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9107 |
0.9092 |
-0.0015 |
-0.2% |
0.9090 |
| High |
0.9110 |
0.9113 |
0.0003 |
0.0% |
0.9195 |
| Low |
0.9066 |
0.9049 |
-0.0017 |
-0.2% |
0.9067 |
| Close |
0.9094 |
0.9067 |
-0.0027 |
-0.3% |
0.9107 |
| Range |
0.0044 |
0.0064 |
0.0020 |
45.5% |
0.0128 |
| ATR |
0.0057 |
0.0057 |
0.0001 |
0.9% |
0.0000 |
| Volume |
39,154 |
60,060 |
20,906 |
53.4% |
252,309 |
|
| Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9268 |
0.9232 |
0.9102 |
|
| R3 |
0.9204 |
0.9168 |
0.9085 |
|
| R2 |
0.9140 |
0.9140 |
0.9079 |
|
| R1 |
0.9104 |
0.9104 |
0.9073 |
0.9090 |
| PP |
0.9076 |
0.9076 |
0.9076 |
0.9070 |
| S1 |
0.9040 |
0.9040 |
0.9061 |
0.9026 |
| S2 |
0.9012 |
0.9012 |
0.9055 |
|
| S3 |
0.8948 |
0.8976 |
0.9049 |
|
| S4 |
0.8884 |
0.8912 |
0.9032 |
|
|
| 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 |
0.9194 |
0.9049 |
0.0145 |
1.6% |
0.0054 |
0.6% |
12% |
False |
True |
46,036 |
| 10 |
0.9195 |
0.9037 |
0.0158 |
1.7% |
0.0054 |
0.6% |
19% |
False |
False |
49,011 |
| 20 |
0.9195 |
0.8845 |
0.0350 |
3.9% |
0.0055 |
0.6% |
63% |
False |
False |
51,913 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.9% |
0.0059 |
0.6% |
63% |
False |
False |
37,946 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.9% |
0.0061 |
0.7% |
63% |
False |
False |
25,409 |
| 80 |
0.9406 |
0.8845 |
0.0561 |
6.2% |
0.0060 |
0.7% |
40% |
False |
False |
19,117 |
| 100 |
0.9473 |
0.8845 |
0.0628 |
6.9% |
0.0055 |
0.6% |
35% |
False |
False |
15,323 |
| 120 |
0.9551 |
0.8845 |
0.0706 |
7.8% |
0.0049 |
0.5% |
31% |
False |
False |
12,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9385 |
|
2.618 |
0.9281 |
|
1.618 |
0.9217 |
|
1.000 |
0.9177 |
|
0.618 |
0.9153 |
|
HIGH |
0.9113 |
|
0.618 |
0.9089 |
|
0.500 |
0.9081 |
|
0.382 |
0.9073 |
|
LOW |
0.9049 |
|
0.618 |
0.9009 |
|
1.000 |
0.8985 |
|
1.618 |
0.8945 |
|
2.618 |
0.8881 |
|
4.250 |
0.8777 |
|
|
| Fisher Pivots for day following 16-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9081 |
0.9087 |
| PP |
0.9076 |
0.9080 |
| S1 |
0.9072 |
0.9074 |
|