CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 22-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2014 |
22-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9059 |
0.9070 |
0.0011 |
0.1% |
0.9100 |
| High |
0.9074 |
0.9078 |
0.0004 |
0.0% |
0.9124 |
| Low |
0.9052 |
0.9043 |
-0.0009 |
-0.1% |
0.9049 |
| Close |
0.9065 |
0.9056 |
-0.0009 |
-0.1% |
0.9074 |
| Range |
0.0022 |
0.0035 |
0.0013 |
59.1% |
0.0075 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
17,429 |
38,685 |
21,256 |
122.0% |
165,737 |
|
| Daily Pivots for day following 22-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9164 |
0.9145 |
0.9075 |
|
| R3 |
0.9129 |
0.9110 |
0.9066 |
|
| R2 |
0.9094 |
0.9094 |
0.9062 |
|
| R1 |
0.9075 |
0.9075 |
0.9059 |
0.9067 |
| PP |
0.9059 |
0.9059 |
0.9059 |
0.9055 |
| S1 |
0.9040 |
0.9040 |
0.9053 |
0.9032 |
| S2 |
0.9024 |
0.9024 |
0.9050 |
|
| S3 |
0.8989 |
0.9005 |
0.9046 |
|
| S4 |
0.8954 |
0.8970 |
0.9037 |
|
|
| 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 |
0.9113 |
0.9043 |
0.0070 |
0.8% |
0.0039 |
0.4% |
19% |
False |
True |
37,397 |
| 10 |
0.9195 |
0.9043 |
0.0152 |
1.7% |
0.0048 |
0.5% |
9% |
False |
True |
42,801 |
| 20 |
0.9195 |
0.8903 |
0.0292 |
3.2% |
0.0051 |
0.6% |
52% |
False |
False |
47,403 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.9% |
0.0056 |
0.6% |
60% |
False |
False |
40,058 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.9% |
0.0058 |
0.6% |
60% |
False |
False |
26,855 |
| 80 |
0.9405 |
0.8845 |
0.0560 |
6.2% |
0.0059 |
0.7% |
38% |
False |
False |
20,201 |
| 100 |
0.9450 |
0.8845 |
0.0605 |
6.7% |
0.0056 |
0.6% |
35% |
False |
False |
16,200 |
| 120 |
0.9551 |
0.8845 |
0.0706 |
7.8% |
0.0050 |
0.5% |
30% |
False |
False |
13,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9227 |
|
2.618 |
0.9170 |
|
1.618 |
0.9135 |
|
1.000 |
0.9113 |
|
0.618 |
0.9100 |
|
HIGH |
0.9078 |
|
0.618 |
0.9065 |
|
0.500 |
0.9061 |
|
0.382 |
0.9056 |
|
LOW |
0.9043 |
|
0.618 |
0.9021 |
|
1.000 |
0.9008 |
|
1.618 |
0.8986 |
|
2.618 |
0.8951 |
|
4.250 |
0.8894 |
|
|
| Fisher Pivots for day following 22-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9061 |
0.9068 |
| PP |
0.9059 |
0.9064 |
| S1 |
0.9058 |
0.9060 |
|