CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 07-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9119 |
0.9172 |
0.0053 |
0.6% |
0.9053 |
High |
0.9188 |
0.9186 |
-0.0002 |
0.0% |
0.9133 |
Low |
0.9114 |
0.9159 |
0.0045 |
0.5% |
0.9047 |
Close |
0.9181 |
0.9170 |
-0.0011 |
-0.1% |
0.9101 |
Range |
0.0074 |
0.0027 |
-0.0047 |
-63.5% |
0.0086 |
ATR |
0.0048 |
0.0046 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
57,188 |
39,864 |
-17,324 |
-30.3% |
231,926 |
|
Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9253 |
0.9238 |
0.9185 |
|
R3 |
0.9226 |
0.9211 |
0.9177 |
|
R2 |
0.9199 |
0.9199 |
0.9175 |
|
R1 |
0.9184 |
0.9184 |
0.9172 |
0.9178 |
PP |
0.9172 |
0.9172 |
0.9172 |
0.9169 |
S1 |
0.9157 |
0.9157 |
0.9168 |
0.9151 |
S2 |
0.9145 |
0.9145 |
0.9165 |
|
S3 |
0.9118 |
0.9130 |
0.9163 |
|
S4 |
0.9091 |
0.9103 |
0.9155 |
|
|
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% |
0.0048 |
0.5% |
85% |
False |
False |
44,261 |
10 |
0.9188 |
0.9041 |
0.0147 |
1.6% |
0.0041 |
0.4% |
88% |
False |
False |
41,987 |
20 |
0.9195 |
0.9035 |
0.0160 |
1.7% |
0.0043 |
0.5% |
84% |
False |
False |
41,686 |
40 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0052 |
0.6% |
93% |
False |
False |
49,856 |
60 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0054 |
0.6% |
93% |
False |
False |
34,542 |
80 |
0.9195 |
0.8845 |
0.0350 |
3.8% |
0.0056 |
0.6% |
93% |
False |
False |
25,978 |
100 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0056 |
0.6% |
56% |
False |
False |
20,830 |
120 |
0.9545 |
0.8845 |
0.0700 |
7.6% |
0.0052 |
0.6% |
46% |
False |
False |
17,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9301 |
2.618 |
0.9257 |
1.618 |
0.9230 |
1.000 |
0.9213 |
0.618 |
0.9203 |
HIGH |
0.9186 |
0.618 |
0.9176 |
0.500 |
0.9173 |
0.382 |
0.9169 |
LOW |
0.9159 |
0.618 |
0.9142 |
1.000 |
0.9132 |
1.618 |
0.9115 |
2.618 |
0.9088 |
4.250 |
0.9044 |
|
|
Fisher Pivots for day following 07-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9173 |
0.9160 |
PP |
0.9172 |
0.9149 |
S1 |
0.9171 |
0.9139 |
|