CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 08-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2014 |
08-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9172 |
0.9169 |
-0.0003 |
0.0% |
0.9053 |
| High |
0.9186 |
0.9240 |
0.0054 |
0.6% |
0.9133 |
| Low |
0.9159 |
0.9162 |
0.0003 |
0.0% |
0.9047 |
| Close |
0.9170 |
0.9234 |
0.0064 |
0.7% |
0.9101 |
| Range |
0.0027 |
0.0078 |
0.0051 |
188.9% |
0.0086 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.9% |
0.0000 |
| Volume |
39,864 |
55,717 |
15,853 |
39.8% |
231,926 |
|
| Daily Pivots for day following 08-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9446 |
0.9418 |
0.9277 |
|
| R3 |
0.9368 |
0.9340 |
0.9255 |
|
| R2 |
0.9290 |
0.9290 |
0.9248 |
|
| R1 |
0.9262 |
0.9262 |
0.9241 |
0.9276 |
| PP |
0.9212 |
0.9212 |
0.9212 |
0.9219 |
| S1 |
0.9184 |
0.9184 |
0.9227 |
0.9198 |
| S2 |
0.9134 |
0.9134 |
0.9220 |
|
| S3 |
0.9056 |
0.9106 |
0.9213 |
|
| S4 |
0.8978 |
0.9028 |
0.9191 |
|
|
| 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 |
0.9240 |
0.9068 |
0.0172 |
1.9% |
0.0056 |
0.6% |
97% |
True |
False |
48,444 |
| 10 |
0.9240 |
0.9041 |
0.0199 |
2.2% |
0.0047 |
0.5% |
97% |
True |
False |
44,552 |
| 20 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0044 |
0.5% |
97% |
True |
False |
41,903 |
| 40 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0052 |
0.6% |
98% |
True |
False |
50,163 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0054 |
0.6% |
98% |
True |
False |
35,468 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0056 |
0.6% |
98% |
True |
False |
26,670 |
| 100 |
0.9415 |
0.8845 |
0.0570 |
6.2% |
0.0056 |
0.6% |
68% |
False |
False |
21,387 |
| 120 |
0.9545 |
0.8845 |
0.0700 |
7.6% |
0.0052 |
0.6% |
56% |
False |
False |
17,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9572 |
|
2.618 |
0.9444 |
|
1.618 |
0.9366 |
|
1.000 |
0.9318 |
|
0.618 |
0.9288 |
|
HIGH |
0.9240 |
|
0.618 |
0.9210 |
|
0.500 |
0.9201 |
|
0.382 |
0.9192 |
|
LOW |
0.9162 |
|
0.618 |
0.9114 |
|
1.000 |
0.9084 |
|
1.618 |
0.9036 |
|
2.618 |
0.8958 |
|
4.250 |
0.8831 |
|
|
| Fisher Pivots for day following 08-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9223 |
0.9215 |
| PP |
0.9212 |
0.9196 |
| S1 |
0.9201 |
0.9177 |
|