CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 14-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9170 |
0.9161 |
-0.0009 |
-0.1% |
0.9102 |
High |
0.9177 |
0.9192 |
0.0015 |
0.2% |
0.9240 |
Low |
0.9144 |
0.9149 |
0.0005 |
0.1% |
0.9090 |
Close |
0.9156 |
0.9186 |
0.0030 |
0.3% |
0.9165 |
Range |
0.0033 |
0.0043 |
0.0010 |
30.3% |
0.0150 |
ATR |
0.0048 |
0.0048 |
0.0000 |
-0.7% |
0.0000 |
Volume |
39,255 |
37,415 |
-1,840 |
-4.7% |
253,877 |
|
Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9305 |
0.9288 |
0.9210 |
|
R3 |
0.9262 |
0.9245 |
0.9198 |
|
R2 |
0.9219 |
0.9219 |
0.9194 |
|
R1 |
0.9202 |
0.9202 |
0.9190 |
0.9211 |
PP |
0.9176 |
0.9176 |
0.9176 |
0.9180 |
S1 |
0.9159 |
0.9159 |
0.9182 |
0.9168 |
S2 |
0.9133 |
0.9133 |
0.9178 |
|
S3 |
0.9090 |
0.9116 |
0.9174 |
|
S4 |
0.9047 |
0.9073 |
0.9162 |
|
|
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% |
0.0053 |
0.6% |
44% |
False |
False |
46,852 |
10 |
0.9240 |
0.9068 |
0.0172 |
1.9% |
0.0051 |
0.5% |
69% |
False |
False |
45,556 |
20 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0043 |
0.5% |
74% |
False |
False |
42,324 |
40 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0050 |
0.5% |
86% |
False |
False |
48,077 |
60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0055 |
0.6% |
86% |
False |
False |
38,415 |
80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0056 |
0.6% |
86% |
False |
False |
28,890 |
100 |
0.9406 |
0.8845 |
0.0561 |
6.1% |
0.0056 |
0.6% |
61% |
False |
False |
23,164 |
120 |
0.9522 |
0.8845 |
0.0677 |
7.4% |
0.0053 |
0.6% |
50% |
False |
False |
19,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9375 |
2.618 |
0.9305 |
1.618 |
0.9262 |
1.000 |
0.9235 |
0.618 |
0.9219 |
HIGH |
0.9192 |
0.618 |
0.9176 |
0.500 |
0.9171 |
0.382 |
0.9165 |
LOW |
0.9149 |
0.618 |
0.9122 |
1.000 |
0.9106 |
1.618 |
0.9079 |
2.618 |
0.9036 |
4.250 |
0.8966 |
|
|
Fisher Pivots for day following 14-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9181 |
0.9180 |
PP |
0.9176 |
0.9174 |
S1 |
0.9171 |
0.9168 |
|