CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 20-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9197 |
0.9192 |
-0.0005 |
-0.1% |
0.9166 |
| High |
0.9210 |
0.9193 |
-0.0017 |
-0.2% |
0.9208 |
| Low |
0.9188 |
0.9154 |
-0.0034 |
-0.4% |
0.9144 |
| Close |
0.9193 |
0.9173 |
-0.0020 |
-0.2% |
0.9196 |
| Range |
0.0022 |
0.0039 |
0.0017 |
77.3% |
0.0064 |
| ATR |
0.0044 |
0.0043 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
24,629 |
41,409 |
16,780 |
68.1% |
181,006 |
|
| Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9290 |
0.9271 |
0.9194 |
|
| R3 |
0.9251 |
0.9232 |
0.9184 |
|
| R2 |
0.9212 |
0.9212 |
0.9180 |
|
| R1 |
0.9193 |
0.9193 |
0.9177 |
0.9183 |
| PP |
0.9173 |
0.9173 |
0.9173 |
0.9169 |
| S1 |
0.9154 |
0.9154 |
0.9169 |
0.9144 |
| S2 |
0.9134 |
0.9134 |
0.9166 |
|
| S3 |
0.9095 |
0.9115 |
0.9162 |
|
| S4 |
0.9056 |
0.9076 |
0.9152 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9375 |
0.9349 |
0.9231 |
|
| R3 |
0.9311 |
0.9285 |
0.9214 |
|
| R2 |
0.9247 |
0.9247 |
0.9208 |
|
| R1 |
0.9221 |
0.9221 |
0.9202 |
0.9234 |
| PP |
0.9183 |
0.9183 |
0.9183 |
0.9189 |
| S1 |
0.9157 |
0.9157 |
0.9190 |
0.9170 |
| S2 |
0.9119 |
0.9119 |
0.9184 |
|
| S3 |
0.9055 |
0.9093 |
0.9178 |
|
| S4 |
0.8991 |
0.9029 |
0.9161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9210 |
0.9149 |
0.0061 |
0.7% |
0.0033 |
0.4% |
39% |
False |
False |
35,408 |
| 10 |
0.9240 |
0.9144 |
0.0096 |
1.0% |
0.0041 |
0.5% |
30% |
False |
False |
41,375 |
| 20 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0041 |
0.5% |
67% |
False |
False |
41,914 |
| 40 |
0.9240 |
0.8903 |
0.0337 |
3.7% |
0.0046 |
0.5% |
80% |
False |
False |
44,658 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0051 |
0.6% |
83% |
False |
False |
40,677 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0054 |
0.6% |
83% |
False |
False |
30,620 |
| 100 |
0.9405 |
0.8845 |
0.0560 |
6.1% |
0.0055 |
0.6% |
59% |
False |
False |
24,543 |
| 120 |
0.9450 |
0.8845 |
0.0605 |
6.6% |
0.0053 |
0.6% |
54% |
False |
False |
20,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9359 |
|
2.618 |
0.9295 |
|
1.618 |
0.9256 |
|
1.000 |
0.9232 |
|
0.618 |
0.9217 |
|
HIGH |
0.9193 |
|
0.618 |
0.9178 |
|
0.500 |
0.9174 |
|
0.382 |
0.9169 |
|
LOW |
0.9154 |
|
0.618 |
0.9130 |
|
1.000 |
0.9115 |
|
1.618 |
0.9091 |
|
2.618 |
0.9052 |
|
4.250 |
0.8988 |
|
|
| Fisher Pivots for day following 20-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9174 |
0.9182 |
| PP |
0.9173 |
0.9179 |
| S1 |
0.9173 |
0.9176 |
|