CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 05-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2014 |
05-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9111 |
0.9102 |
-0.0009 |
-0.1% |
0.9053 |
| High |
0.9133 |
0.9124 |
-0.0009 |
-0.1% |
0.9133 |
| Low |
0.9068 |
0.9090 |
0.0022 |
0.2% |
0.9047 |
| Close |
0.9101 |
0.9122 |
0.0021 |
0.2% |
0.9101 |
| Range |
0.0065 |
0.0034 |
-0.0031 |
-47.7% |
0.0086 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
59,472 |
29,983 |
-29,489 |
-49.6% |
231,926 |
|
| Daily Pivots for day following 05-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9214 |
0.9202 |
0.9141 |
|
| R3 |
0.9180 |
0.9168 |
0.9131 |
|
| R2 |
0.9146 |
0.9146 |
0.9128 |
|
| R1 |
0.9134 |
0.9134 |
0.9125 |
0.9140 |
| PP |
0.9112 |
0.9112 |
0.9112 |
0.9115 |
| S1 |
0.9100 |
0.9100 |
0.9119 |
0.9106 |
| S2 |
0.9078 |
0.9078 |
0.9116 |
|
| S3 |
0.9044 |
0.9066 |
0.9113 |
|
| S4 |
0.9010 |
0.9032 |
0.9103 |
|
|
| 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 |
0.9057 |
0.0076 |
0.8% |
0.0049 |
0.5% |
86% |
False |
False |
46,564 |
| 10 |
0.9133 |
0.9035 |
0.0098 |
1.1% |
0.0038 |
0.4% |
89% |
False |
False |
40,603 |
| 20 |
0.9195 |
0.9035 |
0.0160 |
1.8% |
0.0043 |
0.5% |
54% |
False |
False |
42,075 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0051 |
0.6% |
79% |
False |
False |
48,261 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0055 |
0.6% |
79% |
False |
False |
32,942 |
| 80 |
0.9207 |
0.8845 |
0.0362 |
4.0% |
0.0056 |
0.6% |
77% |
False |
False |
24,774 |
| 100 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0056 |
0.6% |
48% |
False |
False |
19,862 |
| 120 |
0.9545 |
0.8845 |
0.0700 |
7.7% |
0.0051 |
0.6% |
40% |
False |
False |
16,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9269 |
|
2.618 |
0.9213 |
|
1.618 |
0.9179 |
|
1.000 |
0.9158 |
|
0.618 |
0.9145 |
|
HIGH |
0.9124 |
|
0.618 |
0.9111 |
|
0.500 |
0.9107 |
|
0.382 |
0.9103 |
|
LOW |
0.9090 |
|
0.618 |
0.9069 |
|
1.000 |
0.9056 |
|
1.618 |
0.9035 |
|
2.618 |
0.9001 |
|
4.250 |
0.8946 |
|
|
| Fisher Pivots for day following 05-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9117 |
0.9115 |
| PP |
0.9112 |
0.9108 |
| S1 |
0.9107 |
0.9101 |
|