CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 23-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9156 |
0.9174 |
0.0018 |
0.2% |
0.9197 |
High |
0.9181 |
0.9201 |
0.0020 |
0.2% |
0.9210 |
Low |
0.9142 |
0.9162 |
0.0020 |
0.2% |
0.9133 |
Close |
0.9172 |
0.9196 |
0.0024 |
0.3% |
0.9196 |
Range |
0.0039 |
0.0039 |
0.0000 |
0.0% |
0.0077 |
ATR |
0.0043 |
0.0043 |
0.0000 |
-0.6% |
0.0000 |
Volume |
40,848 |
38,433 |
-2,415 |
-5.9% |
191,165 |
|
Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9303 |
0.9289 |
0.9217 |
|
R3 |
0.9264 |
0.9250 |
0.9207 |
|
R2 |
0.9225 |
0.9225 |
0.9203 |
|
R1 |
0.9211 |
0.9211 |
0.9200 |
0.9218 |
PP |
0.9186 |
0.9186 |
0.9186 |
0.9190 |
S1 |
0.9172 |
0.9172 |
0.9192 |
0.9179 |
S2 |
0.9147 |
0.9147 |
0.9189 |
|
S3 |
0.9108 |
0.9133 |
0.9185 |
|
S4 |
0.9069 |
0.9094 |
0.9175 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9411 |
0.9380 |
0.9238 |
|
R3 |
0.9334 |
0.9303 |
0.9217 |
|
R2 |
0.9257 |
0.9257 |
0.9210 |
|
R1 |
0.9226 |
0.9226 |
0.9203 |
0.9203 |
PP |
0.9180 |
0.9180 |
0.9180 |
0.9168 |
S1 |
0.9149 |
0.9149 |
0.9189 |
0.9126 |
S2 |
0.9103 |
0.9103 |
0.9182 |
|
S3 |
0.9026 |
0.9072 |
0.9175 |
|
S4 |
0.8949 |
0.8995 |
0.9154 |
|
|
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% |
0.0036 |
0.4% |
82% |
False |
False |
38,233 |
10 |
0.9210 |
0.9133 |
0.0077 |
0.8% |
0.0034 |
0.4% |
82% |
False |
False |
37,217 |
20 |
0.9240 |
0.9047 |
0.0193 |
2.1% |
0.0044 |
0.5% |
77% |
False |
False |
42,898 |
40 |
0.9240 |
0.9010 |
0.0230 |
2.5% |
0.0044 |
0.5% |
81% |
False |
False |
43,371 |
60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0051 |
0.6% |
89% |
False |
False |
42,661 |
80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0053 |
0.6% |
89% |
False |
False |
32,176 |
100 |
0.9405 |
0.8845 |
0.0560 |
6.1% |
0.0055 |
0.6% |
63% |
False |
False |
25,792 |
120 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0053 |
0.6% |
61% |
False |
False |
21,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9367 |
2.618 |
0.9303 |
1.618 |
0.9264 |
1.000 |
0.9240 |
0.618 |
0.9225 |
HIGH |
0.9201 |
0.618 |
0.9186 |
0.500 |
0.9182 |
0.382 |
0.9177 |
LOW |
0.9162 |
0.618 |
0.9138 |
1.000 |
0.9123 |
1.618 |
0.9099 |
2.618 |
0.9060 |
4.250 |
0.8996 |
|
|
Fisher Pivots for day following 23-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9191 |
0.9186 |
PP |
0.9186 |
0.9177 |
S1 |
0.9182 |
0.9167 |
|