CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9161 |
0.9176 |
0.0015 |
0.2% |
0.9102 |
| High |
0.9192 |
0.9208 |
0.0016 |
0.2% |
0.9240 |
| Low |
0.9149 |
0.9174 |
0.0025 |
0.3% |
0.9090 |
| Close |
0.9186 |
0.9187 |
0.0001 |
0.0% |
0.9165 |
| Range |
0.0043 |
0.0034 |
-0.0009 |
-20.9% |
0.0150 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
37,415 |
43,597 |
6,182 |
16.5% |
253,877 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9292 |
0.9273 |
0.9206 |
|
| R3 |
0.9258 |
0.9239 |
0.9196 |
|
| R2 |
0.9224 |
0.9224 |
0.9193 |
|
| R1 |
0.9205 |
0.9205 |
0.9190 |
0.9215 |
| PP |
0.9190 |
0.9190 |
0.9190 |
0.9194 |
| S1 |
0.9171 |
0.9171 |
0.9184 |
0.9181 |
| S2 |
0.9156 |
0.9156 |
0.9181 |
|
| S3 |
0.9122 |
0.9137 |
0.9178 |
|
| S4 |
0.9088 |
0.9103 |
0.9168 |
|
|
| 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 |
0.9237 |
0.9144 |
0.0093 |
1.0% |
0.0044 |
0.5% |
46% |
False |
False |
44,428 |
| 10 |
0.9240 |
0.9068 |
0.0172 |
1.9% |
0.0050 |
0.5% |
69% |
False |
False |
46,436 |
| 20 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0041 |
0.4% |
74% |
False |
False |
41,501 |
| 40 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0048 |
0.5% |
87% |
False |
False |
46,707 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0053 |
0.6% |
87% |
False |
False |
39,131 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0056 |
0.6% |
87% |
False |
False |
29,432 |
| 100 |
0.9406 |
0.8845 |
0.0561 |
6.1% |
0.0056 |
0.6% |
61% |
False |
False |
23,593 |
| 120 |
0.9473 |
0.8845 |
0.0628 |
6.8% |
0.0053 |
0.6% |
54% |
False |
False |
19,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9353 |
|
2.618 |
0.9297 |
|
1.618 |
0.9263 |
|
1.000 |
0.9242 |
|
0.618 |
0.9229 |
|
HIGH |
0.9208 |
|
0.618 |
0.9195 |
|
0.500 |
0.9191 |
|
0.382 |
0.9187 |
|
LOW |
0.9174 |
|
0.618 |
0.9153 |
|
1.000 |
0.9140 |
|
1.618 |
0.9119 |
|
2.618 |
0.9085 |
|
4.250 |
0.9030 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9191 |
0.9183 |
| PP |
0.9190 |
0.9180 |
| S1 |
0.9188 |
0.9176 |
|