CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 02-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2014 |
02-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9114 |
0.9111 |
-0.0003 |
0.0% |
0.9053 |
High |
0.9126 |
0.9133 |
0.0007 |
0.1% |
0.9133 |
Low |
0.9084 |
0.9068 |
-0.0016 |
-0.2% |
0.9047 |
Close |
0.9107 |
0.9101 |
-0.0006 |
-0.1% |
0.9101 |
Range |
0.0042 |
0.0065 |
0.0023 |
54.8% |
0.0086 |
ATR |
0.0045 |
0.0046 |
0.0001 |
3.2% |
0.0000 |
Volume |
34,800 |
59,472 |
24,672 |
70.9% |
231,926 |
|
Daily Pivots for day following 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9296 |
0.9263 |
0.9137 |
|
R3 |
0.9231 |
0.9198 |
0.9119 |
|
R2 |
0.9166 |
0.9166 |
0.9113 |
|
R1 |
0.9133 |
0.9133 |
0.9107 |
0.9117 |
PP |
0.9101 |
0.9101 |
0.9101 |
0.9093 |
S1 |
0.9068 |
0.9068 |
0.9095 |
0.9052 |
S2 |
0.9036 |
0.9036 |
0.9089 |
|
S3 |
0.8971 |
0.9003 |
0.9083 |
|
S4 |
0.8906 |
0.8938 |
0.9065 |
|
|
Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9352 |
0.9312 |
0.9148 |
|
R3 |
0.9266 |
0.9226 |
0.9125 |
|
R2 |
0.9180 |
0.9180 |
0.9117 |
|
R1 |
0.9140 |
0.9140 |
0.9109 |
0.9160 |
PP |
0.9094 |
0.9094 |
0.9094 |
0.9104 |
S1 |
0.9054 |
0.9054 |
0.9093 |
0.9074 |
S2 |
0.9008 |
0.9008 |
0.9085 |
|
S3 |
0.8922 |
0.8968 |
0.9077 |
|
S4 |
0.8836 |
0.8882 |
0.9054 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9133 |
0.9047 |
0.0086 |
0.9% |
0.0046 |
0.5% |
63% |
True |
False |
46,385 |
10 |
0.9133 |
0.9035 |
0.0098 |
1.1% |
0.0036 |
0.4% |
67% |
True |
False |
39,347 |
20 |
0.9195 |
0.9035 |
0.0160 |
1.8% |
0.0045 |
0.5% |
41% |
False |
False |
43,936 |
40 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0053 |
0.6% |
73% |
False |
False |
47,734 |
60 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0055 |
0.6% |
73% |
False |
False |
32,444 |
80 |
0.9252 |
0.8845 |
0.0407 |
4.5% |
0.0057 |
0.6% |
63% |
False |
False |
24,405 |
100 |
0.9423 |
0.8845 |
0.0578 |
6.4% |
0.0056 |
0.6% |
44% |
False |
False |
19,565 |
120 |
0.9545 |
0.8845 |
0.0700 |
7.7% |
0.0051 |
0.6% |
37% |
False |
False |
16,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9409 |
2.618 |
0.9303 |
1.618 |
0.9238 |
1.000 |
0.9198 |
0.618 |
0.9173 |
HIGH |
0.9133 |
0.618 |
0.9108 |
0.500 |
0.9101 |
0.382 |
0.9093 |
LOW |
0.9068 |
0.618 |
0.9028 |
1.000 |
0.9003 |
1.618 |
0.8963 |
2.618 |
0.8898 |
4.250 |
0.8792 |
|
|
Fisher Pivots for day following 02-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9101 |
0.9101 |
PP |
0.9101 |
0.9101 |
S1 |
0.9101 |
0.9101 |
|