CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 13-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9166 |
0.9170 |
0.0004 |
0.0% |
0.9102 |
High |
0.9188 |
0.9177 |
-0.0011 |
-0.1% |
0.9240 |
Low |
0.9163 |
0.9144 |
-0.0019 |
-0.2% |
0.9090 |
Close |
0.9174 |
0.9156 |
-0.0018 |
-0.2% |
0.9165 |
Range |
0.0025 |
0.0033 |
0.0008 |
32.0% |
0.0150 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
30,749 |
39,255 |
8,506 |
27.7% |
253,877 |
|
Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9258 |
0.9240 |
0.9174 |
|
R3 |
0.9225 |
0.9207 |
0.9165 |
|
R2 |
0.9192 |
0.9192 |
0.9162 |
|
R1 |
0.9174 |
0.9174 |
0.9159 |
0.9167 |
PP |
0.9159 |
0.9159 |
0.9159 |
0.9155 |
S1 |
0.9141 |
0.9141 |
0.9153 |
0.9134 |
S2 |
0.9126 |
0.9126 |
0.9150 |
|
S3 |
0.9093 |
0.9108 |
0.9147 |
|
S4 |
0.9060 |
0.9075 |
0.9138 |
|
|
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 |
0.9144 |
0.0096 |
1.0% |
0.0049 |
0.5% |
13% |
False |
True |
47,342 |
10 |
0.9240 |
0.9068 |
0.0172 |
1.9% |
0.0049 |
0.5% |
51% |
False |
False |
46,438 |
20 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0043 |
0.5% |
59% |
False |
False |
42,411 |
40 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0052 |
0.6% |
79% |
False |
False |
48,995 |
60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0054 |
0.6% |
79% |
False |
False |
37,799 |
80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0056 |
0.6% |
79% |
False |
False |
28,424 |
100 |
0.9406 |
0.8845 |
0.0561 |
6.1% |
0.0057 |
0.6% |
55% |
False |
False |
22,792 |
120 |
0.9530 |
0.8845 |
0.0685 |
7.5% |
0.0053 |
0.6% |
45% |
False |
False |
19,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9317 |
2.618 |
0.9263 |
1.618 |
0.9230 |
1.000 |
0.9210 |
0.618 |
0.9197 |
HIGH |
0.9177 |
0.618 |
0.9164 |
0.500 |
0.9161 |
0.382 |
0.9157 |
LOW |
0.9144 |
0.618 |
0.9124 |
1.000 |
0.9111 |
1.618 |
0.9091 |
2.618 |
0.9058 |
4.250 |
0.9004 |
|
|
Fisher Pivots for day following 13-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9161 |
0.9191 |
PP |
0.9159 |
0.9179 |
S1 |
0.9158 |
0.9168 |
|