CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9174 |
0.9195 |
0.0021 |
0.2% |
0.9197 |
| High |
0.9201 |
0.9224 |
0.0023 |
0.2% |
0.9210 |
| Low |
0.9162 |
0.9191 |
0.0029 |
0.3% |
0.9133 |
| Close |
0.9196 |
0.9205 |
0.0009 |
0.1% |
0.9196 |
| Range |
0.0039 |
0.0033 |
-0.0006 |
-15.4% |
0.0077 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
38,433 |
44,375 |
5,942 |
15.5% |
191,165 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9306 |
0.9288 |
0.9223 |
|
| R3 |
0.9273 |
0.9255 |
0.9214 |
|
| R2 |
0.9240 |
0.9240 |
0.9211 |
|
| R1 |
0.9222 |
0.9222 |
0.9208 |
0.9231 |
| PP |
0.9207 |
0.9207 |
0.9207 |
0.9211 |
| S1 |
0.9189 |
0.9189 |
0.9202 |
0.9198 |
| S2 |
0.9174 |
0.9174 |
0.9199 |
|
| S3 |
0.9141 |
0.9156 |
0.9196 |
|
| S4 |
0.9108 |
0.9123 |
0.9187 |
|
|
| 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 |
0.9224 |
0.9133 |
0.0091 |
1.0% |
0.0038 |
0.4% |
79% |
True |
False |
42,182 |
| 10 |
0.9224 |
0.9133 |
0.0091 |
1.0% |
0.0035 |
0.4% |
79% |
True |
False |
38,579 |
| 20 |
0.9240 |
0.9057 |
0.0183 |
2.0% |
0.0044 |
0.5% |
81% |
False |
False |
43,663 |
| 40 |
0.9240 |
0.9017 |
0.0223 |
2.4% |
0.0044 |
0.5% |
84% |
False |
False |
43,078 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0050 |
0.5% |
91% |
False |
False |
43,353 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0053 |
0.6% |
91% |
False |
False |
32,728 |
| 100 |
0.9405 |
0.8845 |
0.0560 |
6.1% |
0.0055 |
0.6% |
64% |
False |
False |
26,233 |
| 120 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0053 |
0.6% |
62% |
False |
False |
21,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9364 |
|
2.618 |
0.9310 |
|
1.618 |
0.9277 |
|
1.000 |
0.9257 |
|
0.618 |
0.9244 |
|
HIGH |
0.9224 |
|
0.618 |
0.9211 |
|
0.500 |
0.9208 |
|
0.382 |
0.9204 |
|
LOW |
0.9191 |
|
0.618 |
0.9171 |
|
1.000 |
0.9158 |
|
1.618 |
0.9138 |
|
2.618 |
0.9105 |
|
4.250 |
0.9051 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9208 |
0.9198 |
| PP |
0.9207 |
0.9190 |
| S1 |
0.9206 |
0.9183 |
|