CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 21-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9192 |
0.9163 |
-0.0029 |
-0.3% |
0.9166 |
| High |
0.9193 |
0.9174 |
-0.0019 |
-0.2% |
0.9208 |
| Low |
0.9154 |
0.9133 |
-0.0021 |
-0.2% |
0.9144 |
| Close |
0.9173 |
0.9155 |
-0.0018 |
-0.2% |
0.9196 |
| Range |
0.0039 |
0.0041 |
0.0002 |
5.1% |
0.0064 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
41,409 |
45,846 |
4,437 |
10.7% |
181,006 |
|
| Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9277 |
0.9257 |
0.9178 |
|
| R3 |
0.9236 |
0.9216 |
0.9166 |
|
| R2 |
0.9195 |
0.9195 |
0.9163 |
|
| R1 |
0.9175 |
0.9175 |
0.9159 |
0.9165 |
| PP |
0.9154 |
0.9154 |
0.9154 |
0.9149 |
| S1 |
0.9134 |
0.9134 |
0.9151 |
0.9124 |
| S2 |
0.9113 |
0.9113 |
0.9147 |
|
| S3 |
0.9072 |
0.9093 |
0.9144 |
|
| S4 |
0.9031 |
0.9052 |
0.9132 |
|
|
| 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 |
0.9133 |
0.0077 |
0.8% |
0.0033 |
0.4% |
29% |
False |
True |
37,094 |
| 10 |
0.9240 |
0.9133 |
0.0107 |
1.2% |
0.0043 |
0.5% |
21% |
False |
True |
41,973 |
| 20 |
0.9240 |
0.9041 |
0.0199 |
2.2% |
0.0042 |
0.5% |
57% |
False |
False |
41,980 |
| 40 |
0.9240 |
0.8936 |
0.0304 |
3.3% |
0.0046 |
0.5% |
72% |
False |
False |
44,726 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0051 |
0.6% |
78% |
False |
False |
41,417 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0054 |
0.6% |
78% |
False |
False |
31,190 |
| 100 |
0.9405 |
0.8845 |
0.0560 |
6.1% |
0.0056 |
0.6% |
55% |
False |
False |
25,001 |
| 120 |
0.9435 |
0.8845 |
0.0590 |
6.4% |
0.0053 |
0.6% |
53% |
False |
False |
20,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9348 |
|
2.618 |
0.9281 |
|
1.618 |
0.9240 |
|
1.000 |
0.9215 |
|
0.618 |
0.9199 |
|
HIGH |
0.9174 |
|
0.618 |
0.9158 |
|
0.500 |
0.9154 |
|
0.382 |
0.9149 |
|
LOW |
0.9133 |
|
0.618 |
0.9108 |
|
1.000 |
0.9092 |
|
1.618 |
0.9067 |
|
2.618 |
0.9026 |
|
4.250 |
0.8959 |
|
|
| Fisher Pivots for day following 21-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9155 |
0.9172 |
| PP |
0.9154 |
0.9166 |
| S1 |
0.9154 |
0.9161 |
|