CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 12-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9226 |
0.9166 |
-0.0060 |
-0.7% |
0.9102 |
| High |
0.9237 |
0.9188 |
-0.0049 |
-0.5% |
0.9240 |
| Low |
0.9153 |
0.9163 |
0.0010 |
0.1% |
0.9090 |
| Close |
0.9165 |
0.9174 |
0.0009 |
0.1% |
0.9165 |
| Range |
0.0084 |
0.0025 |
-0.0059 |
-70.2% |
0.0150 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
71,125 |
30,749 |
-40,376 |
-56.8% |
253,877 |
|
| Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9250 |
0.9237 |
0.9188 |
|
| R3 |
0.9225 |
0.9212 |
0.9181 |
|
| R2 |
0.9200 |
0.9200 |
0.9179 |
|
| R1 |
0.9187 |
0.9187 |
0.9176 |
0.9194 |
| PP |
0.9175 |
0.9175 |
0.9175 |
0.9178 |
| S1 |
0.9162 |
0.9162 |
0.9172 |
0.9169 |
| S2 |
0.9150 |
0.9150 |
0.9169 |
|
| S3 |
0.9125 |
0.9137 |
0.9167 |
|
| S4 |
0.9100 |
0.9112 |
0.9160 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9615 |
0.9540 |
0.9248 |
|
| R3 |
0.9465 |
0.9390 |
0.9206 |
|
| R2 |
0.9315 |
0.9315 |
0.9193 |
|
| R1 |
0.9240 |
0.9240 |
0.9179 |
0.9278 |
| PP |
0.9165 |
0.9165 |
0.9165 |
0.9184 |
| S1 |
0.9090 |
0.9090 |
0.9151 |
0.9128 |
| S2 |
0.9015 |
0.9015 |
0.9138 |
|
| S3 |
0.8865 |
0.8940 |
0.9124 |
|
| S4 |
0.8715 |
0.8790 |
0.9083 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9240 |
0.9114 |
0.0126 |
1.4% |
0.0058 |
0.6% |
48% |
False |
False |
50,928 |
| 10 |
0.9240 |
0.9057 |
0.0183 |
2.0% |
0.0053 |
0.6% |
64% |
False |
False |
48,746 |
| 20 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0043 |
0.5% |
68% |
False |
False |
42,192 |
| 40 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0052 |
0.6% |
83% |
False |
False |
49,234 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0055 |
0.6% |
83% |
False |
False |
37,149 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0056 |
0.6% |
83% |
False |
False |
27,936 |
| 100 |
0.9407 |
0.8845 |
0.0562 |
6.1% |
0.0057 |
0.6% |
59% |
False |
False |
22,401 |
| 120 |
0.9545 |
0.8845 |
0.0700 |
7.6% |
0.0053 |
0.6% |
47% |
False |
False |
18,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9294 |
|
2.618 |
0.9253 |
|
1.618 |
0.9228 |
|
1.000 |
0.9213 |
|
0.618 |
0.9203 |
|
HIGH |
0.9188 |
|
0.618 |
0.9178 |
|
0.500 |
0.9176 |
|
0.382 |
0.9173 |
|
LOW |
0.9163 |
|
0.618 |
0.9148 |
|
1.000 |
0.9138 |
|
1.618 |
0.9123 |
|
2.618 |
0.9098 |
|
4.250 |
0.9057 |
|
|
| Fisher Pivots for day following 12-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9176 |
0.9197 |
| PP |
0.9175 |
0.9189 |
| S1 |
0.9175 |
0.9182 |
|