CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 21-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9066 |
0.9059 |
-0.0007 |
-0.1% |
0.9100 |
High |
0.9092 |
0.9074 |
-0.0018 |
-0.2% |
0.9124 |
Low |
0.9063 |
0.9052 |
-0.0011 |
-0.1% |
0.9049 |
Close |
0.9074 |
0.9065 |
-0.0009 |
-0.1% |
0.9074 |
Range |
0.0029 |
0.0022 |
-0.0007 |
-24.1% |
0.0075 |
ATR |
0.0055 |
0.0053 |
-0.0002 |
-4.3% |
0.0000 |
Volume |
31,657 |
17,429 |
-14,228 |
-44.9% |
165,737 |
|
Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9130 |
0.9119 |
0.9077 |
|
R3 |
0.9108 |
0.9097 |
0.9071 |
|
R2 |
0.9086 |
0.9086 |
0.9069 |
|
R1 |
0.9075 |
0.9075 |
0.9067 |
0.9081 |
PP |
0.9064 |
0.9064 |
0.9064 |
0.9066 |
S1 |
0.9053 |
0.9053 |
0.9063 |
0.9059 |
S2 |
0.9042 |
0.9042 |
0.9061 |
|
S3 |
0.9020 |
0.9031 |
0.9059 |
|
S4 |
0.8998 |
0.9009 |
0.9053 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9307 |
0.9266 |
0.9115 |
|
R3 |
0.9232 |
0.9191 |
0.9095 |
|
R2 |
0.9157 |
0.9157 |
0.9088 |
|
R1 |
0.9116 |
0.9116 |
0.9081 |
0.9099 |
PP |
0.9082 |
0.9082 |
0.9082 |
0.9074 |
S1 |
0.9041 |
0.9041 |
0.9067 |
0.9024 |
S2 |
0.9007 |
0.9007 |
0.9060 |
|
S3 |
0.8932 |
0.8966 |
0.9053 |
|
S4 |
0.8857 |
0.8891 |
0.9033 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9124 |
0.9049 |
0.0075 |
0.8% |
0.0040 |
0.4% |
21% |
False |
False |
36,633 |
10 |
0.9195 |
0.9049 |
0.0146 |
1.6% |
0.0049 |
0.5% |
11% |
False |
False |
43,547 |
20 |
0.9195 |
0.8875 |
0.0320 |
3.5% |
0.0052 |
0.6% |
59% |
False |
False |
47,667 |
40 |
0.9195 |
0.8845 |
0.0350 |
3.9% |
0.0057 |
0.6% |
63% |
False |
False |
39,115 |
60 |
0.9195 |
0.8845 |
0.0350 |
3.9% |
0.0059 |
0.6% |
63% |
False |
False |
26,219 |
80 |
0.9405 |
0.8845 |
0.0560 |
6.2% |
0.0059 |
0.6% |
39% |
False |
False |
19,722 |
100 |
0.9450 |
0.8845 |
0.0605 |
6.7% |
0.0056 |
0.6% |
36% |
False |
False |
15,814 |
120 |
0.9551 |
0.8845 |
0.0706 |
7.8% |
0.0049 |
0.5% |
31% |
False |
False |
13,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9168 |
2.618 |
0.9132 |
1.618 |
0.9110 |
1.000 |
0.9096 |
0.618 |
0.9088 |
HIGH |
0.9074 |
0.618 |
0.9066 |
0.500 |
0.9063 |
0.382 |
0.9060 |
LOW |
0.9052 |
0.618 |
0.9038 |
1.000 |
0.9030 |
1.618 |
0.9016 |
2.618 |
0.8994 |
4.250 |
0.8959 |
|
|
Fisher Pivots for day following 21-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9064 |
0.9081 |
PP |
0.9064 |
0.9076 |
S1 |
0.9063 |
0.9070 |
|