CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 28-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9058 |
0.9053 |
-0.0005 |
-0.1% |
0.9059 |
| High |
0.9069 |
0.9067 |
-0.0002 |
0.0% |
0.9078 |
| Low |
0.9041 |
0.9047 |
0.0006 |
0.1% |
0.9035 |
| Close |
0.9048 |
0.9058 |
0.0010 |
0.1% |
0.9048 |
| Range |
0.0028 |
0.0020 |
-0.0008 |
-28.6% |
0.0043 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
30,842 |
29,088 |
-1,754 |
-5.7% |
161,551 |
|
| Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9117 |
0.9108 |
0.9069 |
|
| R3 |
0.9097 |
0.9088 |
0.9064 |
|
| R2 |
0.9077 |
0.9077 |
0.9062 |
|
| R1 |
0.9068 |
0.9068 |
0.9060 |
0.9073 |
| PP |
0.9057 |
0.9057 |
0.9057 |
0.9060 |
| S1 |
0.9048 |
0.9048 |
0.9056 |
0.9053 |
| S2 |
0.9037 |
0.9037 |
0.9054 |
|
| S3 |
0.9017 |
0.9028 |
0.9053 |
|
| S4 |
0.8997 |
0.9008 |
0.9047 |
|
|
| Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9183 |
0.9158 |
0.9072 |
|
| R3 |
0.9140 |
0.9115 |
0.9060 |
|
| R2 |
0.9097 |
0.9097 |
0.9056 |
|
| R1 |
0.9072 |
0.9072 |
0.9052 |
0.9063 |
| PP |
0.9054 |
0.9054 |
0.9054 |
0.9049 |
| S1 |
0.9029 |
0.9029 |
0.9044 |
0.9020 |
| S2 |
0.9011 |
0.9011 |
0.9040 |
|
| S3 |
0.8968 |
0.8986 |
0.9036 |
|
| S4 |
0.8925 |
0.8943 |
0.9024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9078 |
0.9035 |
0.0043 |
0.5% |
0.0026 |
0.3% |
53% |
False |
False |
34,642 |
| 10 |
0.9124 |
0.9035 |
0.0089 |
1.0% |
0.0033 |
0.4% |
26% |
False |
False |
35,637 |
| 20 |
0.9195 |
0.9017 |
0.0178 |
2.0% |
0.0043 |
0.5% |
23% |
False |
False |
42,494 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.9% |
0.0053 |
0.6% |
61% |
False |
False |
43,198 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.9% |
0.0056 |
0.6% |
61% |
False |
False |
29,083 |
| 80 |
0.9405 |
0.8845 |
0.0560 |
6.2% |
0.0058 |
0.6% |
38% |
False |
False |
21,876 |
| 100 |
0.9423 |
0.8845 |
0.0578 |
6.4% |
0.0055 |
0.6% |
37% |
False |
False |
17,543 |
| 120 |
0.9551 |
0.8845 |
0.0706 |
7.8% |
0.0050 |
0.5% |
30% |
False |
False |
14,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9152 |
|
2.618 |
0.9119 |
|
1.618 |
0.9099 |
|
1.000 |
0.9087 |
|
0.618 |
0.9079 |
|
HIGH |
0.9067 |
|
0.618 |
0.9059 |
|
0.500 |
0.9057 |
|
0.382 |
0.9055 |
|
LOW |
0.9047 |
|
0.618 |
0.9035 |
|
1.000 |
0.9027 |
|
1.618 |
0.9015 |
|
2.618 |
0.8995 |
|
4.250 |
0.8962 |
|
|
| Fisher Pivots for day following 28-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9058 |
0.9057 |
| PP |
0.9057 |
0.9056 |
| S1 |
0.9057 |
0.9055 |
|