CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 17-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9092 |
0.9066 |
-0.0026 |
-0.3% |
0.9090 |
| High |
0.9113 |
0.9092 |
-0.0021 |
-0.2% |
0.9195 |
| Low |
0.9049 |
0.9063 |
0.0014 |
0.2% |
0.9067 |
| Close |
0.9067 |
0.9074 |
0.0007 |
0.1% |
0.9107 |
| Range |
0.0064 |
0.0029 |
-0.0035 |
-54.7% |
0.0128 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
60,060 |
31,657 |
-28,403 |
-47.3% |
252,309 |
|
| Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9163 |
0.9148 |
0.9090 |
|
| R3 |
0.9134 |
0.9119 |
0.9082 |
|
| R2 |
0.9105 |
0.9105 |
0.9079 |
|
| R1 |
0.9090 |
0.9090 |
0.9077 |
0.9098 |
| PP |
0.9076 |
0.9076 |
0.9076 |
0.9080 |
| S1 |
0.9061 |
0.9061 |
0.9071 |
0.9069 |
| S2 |
0.9047 |
0.9047 |
0.9069 |
|
| S3 |
0.9018 |
0.9032 |
0.9066 |
|
| S4 |
0.8989 |
0.9003 |
0.9058 |
|
|
| 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 |
0.9144 |
0.9049 |
0.0095 |
1.0% |
0.0047 |
0.5% |
26% |
False |
False |
42,322 |
| 10 |
0.9195 |
0.9040 |
0.0155 |
1.7% |
0.0054 |
0.6% |
22% |
False |
False |
48,525 |
| 20 |
0.9195 |
0.8862 |
0.0333 |
3.7% |
0.0054 |
0.6% |
64% |
False |
False |
50,817 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.9% |
0.0058 |
0.6% |
65% |
False |
False |
38,705 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.9% |
0.0059 |
0.7% |
65% |
False |
False |
25,933 |
| 80 |
0.9406 |
0.8845 |
0.0561 |
6.2% |
0.0059 |
0.7% |
41% |
False |
False |
19,510 |
| 100 |
0.9450 |
0.8845 |
0.0605 |
6.7% |
0.0056 |
0.6% |
38% |
False |
False |
15,640 |
| 120 |
0.9551 |
0.8845 |
0.0706 |
7.8% |
0.0049 |
0.5% |
32% |
False |
False |
13,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9215 |
|
2.618 |
0.9168 |
|
1.618 |
0.9139 |
|
1.000 |
0.9121 |
|
0.618 |
0.9110 |
|
HIGH |
0.9092 |
|
0.618 |
0.9081 |
|
0.500 |
0.9078 |
|
0.382 |
0.9074 |
|
LOW |
0.9063 |
|
0.618 |
0.9045 |
|
1.000 |
0.9034 |
|
1.618 |
0.9016 |
|
2.618 |
0.8987 |
|
4.250 |
0.8940 |
|
|
| Fisher Pivots for day following 17-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9078 |
0.9081 |
| PP |
0.9076 |
0.9079 |
| S1 |
0.9075 |
0.9076 |
|