CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 01-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2014 |
01-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9124 |
0.9114 |
-0.0010 |
-0.1% |
0.9059 |
| High |
0.9128 |
0.9126 |
-0.0002 |
0.0% |
0.9078 |
| Low |
0.9097 |
0.9084 |
-0.0013 |
-0.1% |
0.9035 |
| Close |
0.9126 |
0.9107 |
-0.0019 |
-0.2% |
0.9048 |
| Range |
0.0031 |
0.0042 |
0.0011 |
35.5% |
0.0043 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
46,235 |
34,800 |
-11,435 |
-24.7% |
161,551 |
|
| Daily Pivots for day following 01-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9232 |
0.9211 |
0.9130 |
|
| R3 |
0.9190 |
0.9169 |
0.9119 |
|
| R2 |
0.9148 |
0.9148 |
0.9115 |
|
| R1 |
0.9127 |
0.9127 |
0.9111 |
0.9117 |
| PP |
0.9106 |
0.9106 |
0.9106 |
0.9100 |
| S1 |
0.9085 |
0.9085 |
0.9103 |
0.9075 |
| S2 |
0.9064 |
0.9064 |
0.9099 |
|
| S3 |
0.9022 |
0.9043 |
0.9095 |
|
| S4 |
0.8980 |
0.9001 |
0.9084 |
|
|
| 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% |
0.0039 |
0.4% |
75% |
False |
False |
40,659 |
| 10 |
0.9129 |
0.9035 |
0.0094 |
1.0% |
0.0033 |
0.4% |
77% |
False |
False |
36,566 |
| 20 |
0.9195 |
0.9035 |
0.0160 |
1.8% |
0.0043 |
0.5% |
45% |
False |
False |
42,788 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0053 |
0.6% |
75% |
False |
False |
46,600 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0055 |
0.6% |
75% |
False |
False |
31,456 |
| 80 |
0.9342 |
0.8845 |
0.0497 |
5.5% |
0.0057 |
0.6% |
53% |
False |
False |
23,663 |
| 100 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0056 |
0.6% |
45% |
False |
False |
18,971 |
| 120 |
0.9545 |
0.8845 |
0.0700 |
7.7% |
0.0050 |
0.6% |
37% |
False |
False |
15,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9305 |
|
2.618 |
0.9236 |
|
1.618 |
0.9194 |
|
1.000 |
0.9168 |
|
0.618 |
0.9152 |
|
HIGH |
0.9126 |
|
0.618 |
0.9110 |
|
0.500 |
0.9105 |
|
0.382 |
0.9100 |
|
LOW |
0.9084 |
|
0.618 |
0.9058 |
|
1.000 |
0.9042 |
|
1.618 |
0.9016 |
|
2.618 |
0.8974 |
|
4.250 |
0.8906 |
|
|
| Fisher Pivots for day following 01-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9106 |
0.9102 |
| PP |
0.9106 |
0.9098 |
| S1 |
0.9105 |
0.9093 |
|