CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 06-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2014 |
06-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9102 |
0.9119 |
0.0017 |
0.2% |
0.9053 |
| High |
0.9124 |
0.9188 |
0.0064 |
0.7% |
0.9133 |
| Low |
0.9090 |
0.9114 |
0.0024 |
0.3% |
0.9047 |
| Close |
0.9122 |
0.9181 |
0.0059 |
0.6% |
0.9101 |
| Range |
0.0034 |
0.0074 |
0.0040 |
117.6% |
0.0086 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.5% |
0.0000 |
| Volume |
29,983 |
57,188 |
27,205 |
90.7% |
231,926 |
|
| Daily Pivots for day following 06-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9383 |
0.9356 |
0.9222 |
|
| R3 |
0.9309 |
0.9282 |
0.9201 |
|
| R2 |
0.9235 |
0.9235 |
0.9195 |
|
| R1 |
0.9208 |
0.9208 |
0.9188 |
0.9222 |
| PP |
0.9161 |
0.9161 |
0.9161 |
0.9168 |
| S1 |
0.9134 |
0.9134 |
0.9174 |
0.9148 |
| S2 |
0.9087 |
0.9087 |
0.9167 |
|
| S3 |
0.9013 |
0.9060 |
0.9161 |
|
| S4 |
0.8939 |
0.8986 |
0.9140 |
|
|
| 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 |
0.9188 |
0.9068 |
0.0120 |
1.3% |
0.0049 |
0.5% |
94% |
True |
False |
45,535 |
| 10 |
0.9188 |
0.9035 |
0.0153 |
1.7% |
0.0041 |
0.5% |
95% |
True |
False |
42,453 |
| 20 |
0.9195 |
0.9035 |
0.0160 |
1.7% |
0.0045 |
0.5% |
91% |
False |
False |
42,627 |
| 40 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0052 |
0.6% |
96% |
False |
False |
49,467 |
| 60 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0054 |
0.6% |
96% |
False |
False |
33,891 |
| 80 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0057 |
0.6% |
96% |
False |
False |
25,482 |
| 100 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0056 |
0.6% |
58% |
False |
False |
20,433 |
| 120 |
0.9545 |
0.8845 |
0.0700 |
7.6% |
0.0052 |
0.6% |
48% |
False |
False |
17,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9503 |
|
2.618 |
0.9382 |
|
1.618 |
0.9308 |
|
1.000 |
0.9262 |
|
0.618 |
0.9234 |
|
HIGH |
0.9188 |
|
0.618 |
0.9160 |
|
0.500 |
0.9151 |
|
0.382 |
0.9142 |
|
LOW |
0.9114 |
|
0.618 |
0.9068 |
|
1.000 |
0.9040 |
|
1.618 |
0.8994 |
|
2.618 |
0.8920 |
|
4.250 |
0.8800 |
|
|
| Fisher Pivots for day following 06-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9171 |
0.9163 |
| PP |
0.9161 |
0.9146 |
| S1 |
0.9151 |
0.9128 |
|