CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 30-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9191 |
0.9223 |
0.0032 |
0.3% |
0.9195 |
High |
0.9234 |
0.9237 |
0.0003 |
0.0% |
0.9237 |
Low |
0.9185 |
0.9181 |
-0.0004 |
0.0% |
0.9181 |
Close |
0.9221 |
0.9219 |
-0.0002 |
0.0% |
0.9219 |
Range |
0.0049 |
0.0056 |
0.0007 |
14.3% |
0.0056 |
ATR |
0.0042 |
0.0043 |
0.0001 |
2.4% |
0.0000 |
Volume |
47,219 |
55,213 |
7,994 |
16.9% |
181,512 |
|
Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9380 |
0.9356 |
0.9250 |
|
R3 |
0.9324 |
0.9300 |
0.9234 |
|
R2 |
0.9268 |
0.9268 |
0.9229 |
|
R1 |
0.9244 |
0.9244 |
0.9224 |
0.9228 |
PP |
0.9212 |
0.9212 |
0.9212 |
0.9205 |
S1 |
0.9188 |
0.9188 |
0.9214 |
0.9172 |
S2 |
0.9156 |
0.9156 |
0.9209 |
|
S3 |
0.9100 |
0.9132 |
0.9204 |
|
S4 |
0.9044 |
0.9076 |
0.9188 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9380 |
0.9356 |
0.9250 |
|
R3 |
0.9324 |
0.9300 |
0.9234 |
|
R2 |
0.9268 |
0.9268 |
0.9229 |
|
R1 |
0.9244 |
0.9244 |
0.9224 |
0.9256 |
PP |
0.9212 |
0.9212 |
0.9212 |
0.9219 |
S1 |
0.9188 |
0.9188 |
0.9214 |
0.9200 |
S2 |
0.9156 |
0.9156 |
0.9209 |
|
S3 |
0.9100 |
0.9132 |
0.9204 |
|
S4 |
0.9044 |
0.9076 |
0.9188 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9237 |
0.9162 |
0.0075 |
0.8% |
0.0043 |
0.5% |
76% |
True |
False |
43,989 |
10 |
0.9237 |
0.9133 |
0.0104 |
1.1% |
0.0038 |
0.4% |
83% |
True |
False |
40,266 |
20 |
0.9240 |
0.9068 |
0.0172 |
1.9% |
0.0044 |
0.5% |
88% |
False |
False |
43,351 |
40 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0044 |
0.5% |
90% |
False |
False |
43,070 |
60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0050 |
0.5% |
95% |
False |
False |
45,517 |
80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0052 |
0.6% |
95% |
False |
False |
34,430 |
100 |
0.9342 |
0.8845 |
0.0497 |
5.4% |
0.0054 |
0.6% |
75% |
False |
False |
27,601 |
120 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0054 |
0.6% |
65% |
False |
False |
23,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9475 |
2.618 |
0.9384 |
1.618 |
0.9328 |
1.000 |
0.9293 |
0.618 |
0.9272 |
HIGH |
0.9237 |
0.618 |
0.9216 |
0.500 |
0.9209 |
0.382 |
0.9202 |
LOW |
0.9181 |
0.618 |
0.9146 |
1.000 |
0.9125 |
1.618 |
0.9090 |
2.618 |
0.9034 |
4.250 |
0.8943 |
|
|
Fisher Pivots for day following 30-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9216 |
0.9216 |
PP |
0.9212 |
0.9212 |
S1 |
0.9209 |
0.9209 |
|