CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9203 |
0.9191 |
-0.0012 |
-0.1% |
0.9197 |
| High |
0.9218 |
0.9234 |
0.0016 |
0.2% |
0.9210 |
| Low |
0.9181 |
0.9185 |
0.0004 |
0.0% |
0.9133 |
| Close |
0.9185 |
0.9221 |
0.0036 |
0.4% |
0.9196 |
| Range |
0.0037 |
0.0049 |
0.0012 |
32.4% |
0.0077 |
| ATR |
0.0042 |
0.0042 |
0.0001 |
1.3% |
0.0000 |
| Volume |
34,705 |
47,219 |
12,514 |
36.1% |
191,165 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9360 |
0.9340 |
0.9248 |
|
| R3 |
0.9311 |
0.9291 |
0.9234 |
|
| R2 |
0.9262 |
0.9262 |
0.9230 |
|
| R1 |
0.9242 |
0.9242 |
0.9225 |
0.9252 |
| PP |
0.9213 |
0.9213 |
0.9213 |
0.9219 |
| S1 |
0.9193 |
0.9193 |
0.9217 |
0.9203 |
| S2 |
0.9164 |
0.9164 |
0.9212 |
|
| S3 |
0.9115 |
0.9144 |
0.9208 |
|
| S4 |
0.9066 |
0.9095 |
0.9194 |
|
|
| 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 |
0.9234 |
0.9142 |
0.0092 |
1.0% |
0.0039 |
0.4% |
86% |
True |
False |
41,116 |
| 10 |
0.9234 |
0.9133 |
0.0101 |
1.1% |
0.0036 |
0.4% |
87% |
True |
False |
39,105 |
| 20 |
0.9240 |
0.9068 |
0.0172 |
1.9% |
0.0043 |
0.5% |
89% |
False |
False |
42,330 |
| 40 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0043 |
0.5% |
91% |
False |
False |
42,647 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0050 |
0.5% |
95% |
False |
False |
44,649 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0052 |
0.6% |
95% |
False |
False |
33,744 |
| 100 |
0.9385 |
0.8845 |
0.0540 |
5.9% |
0.0054 |
0.6% |
70% |
False |
False |
27,049 |
| 120 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0054 |
0.6% |
65% |
False |
False |
22,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9442 |
|
2.618 |
0.9362 |
|
1.618 |
0.9313 |
|
1.000 |
0.9283 |
|
0.618 |
0.9264 |
|
HIGH |
0.9234 |
|
0.618 |
0.9215 |
|
0.500 |
0.9210 |
|
0.382 |
0.9204 |
|
LOW |
0.9185 |
|
0.618 |
0.9155 |
|
1.000 |
0.9136 |
|
1.618 |
0.9106 |
|
2.618 |
0.9057 |
|
4.250 |
0.8977 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9217 |
0.9217 |
| PP |
0.9213 |
0.9212 |
| S1 |
0.9210 |
0.9208 |
|