CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9137 |
0.9151 |
0.0014 |
0.2% |
0.9218 |
| High |
0.9158 |
0.9167 |
0.0009 |
0.1% |
0.9221 |
| Low |
0.9120 |
0.9132 |
0.0012 |
0.1% |
0.9120 |
| Close |
0.9150 |
0.9147 |
-0.0003 |
0.0% |
0.9147 |
| Range |
0.0038 |
0.0035 |
-0.0003 |
-7.9% |
0.0101 |
| ATR |
0.0042 |
0.0042 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
63,344 |
45,569 |
-17,775 |
-28.1% |
254,018 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9254 |
0.9235 |
0.9166 |
|
| R3 |
0.9219 |
0.9200 |
0.9157 |
|
| R2 |
0.9184 |
0.9184 |
0.9153 |
|
| R1 |
0.9165 |
0.9165 |
0.9150 |
0.9157 |
| PP |
0.9149 |
0.9149 |
0.9149 |
0.9145 |
| S1 |
0.9130 |
0.9130 |
0.9144 |
0.9122 |
| S2 |
0.9114 |
0.9114 |
0.9141 |
|
| S3 |
0.9079 |
0.9095 |
0.9137 |
|
| S4 |
0.9044 |
0.9060 |
0.9128 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9466 |
0.9407 |
0.9203 |
|
| R3 |
0.9365 |
0.9306 |
0.9175 |
|
| R2 |
0.9264 |
0.9264 |
0.9166 |
|
| R1 |
0.9205 |
0.9205 |
0.9156 |
0.9184 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9152 |
| S1 |
0.9104 |
0.9104 |
0.9138 |
0.9083 |
| S2 |
0.9062 |
0.9062 |
0.9128 |
|
| S3 |
0.8961 |
0.9003 |
0.9119 |
|
| S4 |
0.8860 |
0.8902 |
0.9091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9221 |
0.9120 |
0.0101 |
1.1% |
0.0040 |
0.4% |
27% |
False |
False |
50,803 |
| 10 |
0.9237 |
0.9120 |
0.0117 |
1.3% |
0.0041 |
0.5% |
23% |
False |
False |
47,396 |
| 20 |
0.9237 |
0.9120 |
0.0117 |
1.3% |
0.0040 |
0.4% |
23% |
False |
False |
43,941 |
| 40 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0042 |
0.5% |
55% |
False |
False |
42,922 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0048 |
0.5% |
76% |
False |
False |
48,089 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0051 |
0.6% |
76% |
False |
False |
37,586 |
| 100 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0053 |
0.6% |
76% |
False |
False |
30,124 |
| 120 |
0.9415 |
0.8845 |
0.0570 |
6.2% |
0.0054 |
0.6% |
53% |
False |
False |
25,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9316 |
|
2.618 |
0.9259 |
|
1.618 |
0.9224 |
|
1.000 |
0.9202 |
|
0.618 |
0.9189 |
|
HIGH |
0.9167 |
|
0.618 |
0.9154 |
|
0.500 |
0.9150 |
|
0.382 |
0.9145 |
|
LOW |
0.9132 |
|
0.618 |
0.9110 |
|
1.000 |
0.9097 |
|
1.618 |
0.9075 |
|
2.618 |
0.9040 |
|
4.250 |
0.8983 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9150 |
0.9146 |
| PP |
0.9149 |
0.9145 |
| S1 |
0.9148 |
0.9144 |
|