CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 30-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2014 |
30-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9057 |
0.9124 |
0.0067 |
0.7% |
0.9059 |
| High |
0.9129 |
0.9128 |
-0.0001 |
0.0% |
0.9078 |
| Low |
0.9057 |
0.9097 |
0.0040 |
0.4% |
0.9035 |
| Close |
0.9117 |
0.9126 |
0.0009 |
0.1% |
0.9048 |
| Range |
0.0072 |
0.0031 |
-0.0041 |
-56.9% |
0.0043 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
62,331 |
46,235 |
-16,096 |
-25.8% |
161,551 |
|
| Daily Pivots for day following 30-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9210 |
0.9199 |
0.9143 |
|
| R3 |
0.9179 |
0.9168 |
0.9135 |
|
| R2 |
0.9148 |
0.9148 |
0.9132 |
|
| R1 |
0.9137 |
0.9137 |
0.9129 |
0.9143 |
| PP |
0.9117 |
0.9117 |
0.9117 |
0.9120 |
| S1 |
0.9106 |
0.9106 |
0.9123 |
0.9112 |
| S2 |
0.9086 |
0.9086 |
0.9120 |
|
| S3 |
0.9055 |
0.9075 |
0.9117 |
|
| S4 |
0.9024 |
0.9044 |
0.9109 |
|
|
| 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 |
0.9129 |
0.9041 |
0.0088 |
1.0% |
0.0034 |
0.4% |
97% |
False |
False |
39,712 |
| 10 |
0.9129 |
0.9035 |
0.0094 |
1.0% |
0.0035 |
0.4% |
97% |
False |
False |
39,092 |
| 20 |
0.9195 |
0.9035 |
0.0160 |
1.8% |
0.0043 |
0.5% |
57% |
False |
False |
42,965 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0054 |
0.6% |
80% |
False |
False |
45,808 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0055 |
0.6% |
80% |
False |
False |
30,882 |
| 80 |
0.9385 |
0.8845 |
0.0540 |
5.9% |
0.0057 |
0.6% |
52% |
False |
False |
23,229 |
| 100 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0056 |
0.6% |
49% |
False |
False |
18,627 |
| 120 |
0.9549 |
0.8845 |
0.0704 |
7.7% |
0.0050 |
0.5% |
40% |
False |
False |
15,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9260 |
|
2.618 |
0.9209 |
|
1.618 |
0.9178 |
|
1.000 |
0.9159 |
|
0.618 |
0.9147 |
|
HIGH |
0.9128 |
|
0.618 |
0.9116 |
|
0.500 |
0.9113 |
|
0.382 |
0.9109 |
|
LOW |
0.9097 |
|
0.618 |
0.9078 |
|
1.000 |
0.9066 |
|
1.618 |
0.9047 |
|
2.618 |
0.9016 |
|
4.250 |
0.8965 |
|
|
| Fisher Pivots for day following 30-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9122 |
0.9113 |
| PP |
0.9117 |
0.9101 |
| S1 |
0.9113 |
0.9088 |
|