CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9218 |
0.9172 |
-0.0046 |
-0.5% |
0.9195 |
| High |
0.9221 |
0.9179 |
-0.0042 |
-0.5% |
0.9237 |
| Low |
0.9161 |
0.9152 |
-0.0009 |
-0.1% |
0.9181 |
| Close |
0.9170 |
0.9162 |
-0.0008 |
-0.1% |
0.9219 |
| Range |
0.0060 |
0.0027 |
-0.0033 |
-55.0% |
0.0056 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
51,957 |
35,541 |
-16,416 |
-31.6% |
181,512 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9245 |
0.9231 |
0.9177 |
|
| R3 |
0.9218 |
0.9204 |
0.9169 |
|
| R2 |
0.9191 |
0.9191 |
0.9167 |
|
| R1 |
0.9177 |
0.9177 |
0.9164 |
0.9171 |
| PP |
0.9164 |
0.9164 |
0.9164 |
0.9161 |
| S1 |
0.9150 |
0.9150 |
0.9160 |
0.9144 |
| S2 |
0.9137 |
0.9137 |
0.9157 |
|
| S3 |
0.9110 |
0.9123 |
0.9155 |
|
| S4 |
0.9083 |
0.9096 |
0.9147 |
|
|
| 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 |
0.9152 |
0.0085 |
0.9% |
0.0046 |
0.5% |
12% |
False |
True |
44,927 |
| 10 |
0.9237 |
0.9133 |
0.0104 |
1.1% |
0.0042 |
0.5% |
28% |
False |
False |
43,554 |
| 20 |
0.9240 |
0.9114 |
0.0126 |
1.4% |
0.0043 |
0.5% |
38% |
False |
False |
43,253 |
| 40 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0043 |
0.5% |
62% |
False |
False |
42,664 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0049 |
0.5% |
80% |
False |
False |
46,591 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0052 |
0.6% |
80% |
False |
False |
35,520 |
| 100 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0054 |
0.6% |
80% |
False |
False |
28,470 |
| 120 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0054 |
0.6% |
55% |
False |
False |
23,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9294 |
|
2.618 |
0.9250 |
|
1.618 |
0.9223 |
|
1.000 |
0.9206 |
|
0.618 |
0.9196 |
|
HIGH |
0.9179 |
|
0.618 |
0.9169 |
|
0.500 |
0.9166 |
|
0.382 |
0.9162 |
|
LOW |
0.9152 |
|
0.618 |
0.9135 |
|
1.000 |
0.9125 |
|
1.618 |
0.9108 |
|
2.618 |
0.9081 |
|
4.250 |
0.9037 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9166 |
0.9195 |
| PP |
0.9164 |
0.9184 |
| S1 |
0.9163 |
0.9173 |
|