CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9172 |
0.9164 |
-0.0008 |
-0.1% |
0.9195 |
| High |
0.9179 |
0.9164 |
-0.0015 |
-0.2% |
0.9237 |
| Low |
0.9152 |
0.9125 |
-0.0027 |
-0.3% |
0.9181 |
| Close |
0.9162 |
0.9141 |
-0.0021 |
-0.2% |
0.9219 |
| Range |
0.0027 |
0.0039 |
0.0012 |
44.4% |
0.0056 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
35,541 |
57,607 |
22,066 |
62.1% |
181,512 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9260 |
0.9240 |
0.9162 |
|
| R3 |
0.9221 |
0.9201 |
0.9152 |
|
| R2 |
0.9182 |
0.9182 |
0.9148 |
|
| R1 |
0.9162 |
0.9162 |
0.9145 |
0.9153 |
| PP |
0.9143 |
0.9143 |
0.9143 |
0.9139 |
| S1 |
0.9123 |
0.9123 |
0.9137 |
0.9114 |
| S2 |
0.9104 |
0.9104 |
0.9134 |
|
| S3 |
0.9065 |
0.9084 |
0.9130 |
|
| S4 |
0.9026 |
0.9045 |
0.9120 |
|
|
| 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 |
0.9125 |
0.0112 |
1.2% |
0.0046 |
0.5% |
14% |
False |
True |
49,507 |
| 10 |
0.9237 |
0.9125 |
0.0112 |
1.2% |
0.0042 |
0.5% |
14% |
False |
True |
45,174 |
| 20 |
0.9240 |
0.9125 |
0.0115 |
1.3% |
0.0042 |
0.5% |
14% |
False |
True |
43,274 |
| 40 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0043 |
0.5% |
52% |
False |
False |
42,951 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0049 |
0.5% |
75% |
False |
False |
47,403 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0051 |
0.6% |
75% |
False |
False |
36,237 |
| 100 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0054 |
0.6% |
75% |
False |
False |
29,041 |
| 120 |
0.9423 |
0.8845 |
0.0578 |
6.3% |
0.0054 |
0.6% |
51% |
False |
False |
24,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9330 |
|
2.618 |
0.9266 |
|
1.618 |
0.9227 |
|
1.000 |
0.9203 |
|
0.618 |
0.9188 |
|
HIGH |
0.9164 |
|
0.618 |
0.9149 |
|
0.500 |
0.9145 |
|
0.382 |
0.9140 |
|
LOW |
0.9125 |
|
0.618 |
0.9101 |
|
1.000 |
0.9086 |
|
1.618 |
0.9062 |
|
2.618 |
0.9023 |
|
4.250 |
0.8959 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9145 |
0.9173 |
| PP |
0.9143 |
0.9162 |
| S1 |
0.9142 |
0.9152 |
|