CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9055 |
0.9052 |
-0.0003 |
0.0% |
0.9100 |
High |
0.9064 |
0.9067 |
0.0003 |
0.0% |
0.9124 |
Low |
0.9035 |
0.9048 |
0.0013 |
0.1% |
0.9049 |
Close |
0.9053 |
0.9058 |
0.0005 |
0.1% |
0.9074 |
Range |
0.0029 |
0.0019 |
-0.0010 |
-34.5% |
0.0075 |
ATR |
0.0050 |
0.0048 |
-0.0002 |
-4.4% |
0.0000 |
Volume |
44,527 |
30,068 |
-14,459 |
-32.5% |
165,737 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9115 |
0.9105 |
0.9068 |
|
R3 |
0.9096 |
0.9086 |
0.9063 |
|
R2 |
0.9077 |
0.9077 |
0.9061 |
|
R1 |
0.9067 |
0.9067 |
0.9060 |
0.9072 |
PP |
0.9058 |
0.9058 |
0.9058 |
0.9060 |
S1 |
0.9048 |
0.9048 |
0.9056 |
0.9053 |
S2 |
0.9039 |
0.9039 |
0.9055 |
|
S3 |
0.9020 |
0.9029 |
0.9053 |
|
S4 |
0.9001 |
0.9010 |
0.9048 |
|
|
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 |
0.9092 |
0.9035 |
0.0057 |
0.6% |
0.0027 |
0.3% |
40% |
False |
False |
32,473 |
10 |
0.9194 |
0.9035 |
0.0159 |
1.8% |
0.0040 |
0.4% |
14% |
False |
False |
39,254 |
20 |
0.9195 |
0.8982 |
0.0213 |
2.4% |
0.0048 |
0.5% |
36% |
False |
False |
46,003 |
40 |
0.9195 |
0.8845 |
0.0350 |
3.9% |
0.0055 |
0.6% |
61% |
False |
False |
41,849 |
60 |
0.9195 |
0.8845 |
0.0350 |
3.9% |
0.0057 |
0.6% |
61% |
False |
False |
28,090 |
80 |
0.9405 |
0.8845 |
0.0560 |
6.2% |
0.0058 |
0.6% |
38% |
False |
False |
21,132 |
100 |
0.9423 |
0.8845 |
0.0578 |
6.4% |
0.0055 |
0.6% |
37% |
False |
False |
16,945 |
120 |
0.9551 |
0.8845 |
0.0706 |
7.8% |
0.0050 |
0.5% |
30% |
False |
False |
14,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9148 |
2.618 |
0.9117 |
1.618 |
0.9098 |
1.000 |
0.9086 |
0.618 |
0.9079 |
HIGH |
0.9067 |
0.618 |
0.9060 |
0.500 |
0.9058 |
0.382 |
0.9055 |
LOW |
0.9048 |
0.618 |
0.9036 |
1.000 |
0.9029 |
1.618 |
0.9017 |
2.618 |
0.8998 |
4.250 |
0.8967 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9058 |
0.9058 |
PP |
0.9058 |
0.9057 |
S1 |
0.9058 |
0.9057 |
|