CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9151 |
0.9147 |
-0.0004 |
0.0% |
0.9218 |
| High |
0.9167 |
0.9171 |
0.0004 |
0.0% |
0.9221 |
| Low |
0.9132 |
0.9138 |
0.0006 |
0.1% |
0.9120 |
| Close |
0.9147 |
0.9162 |
0.0015 |
0.2% |
0.9147 |
| Range |
0.0035 |
0.0033 |
-0.0002 |
-5.7% |
0.0101 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
45,569 |
49,531 |
3,962 |
8.7% |
254,018 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9256 |
0.9242 |
0.9180 |
|
| R3 |
0.9223 |
0.9209 |
0.9171 |
|
| R2 |
0.9190 |
0.9190 |
0.9168 |
|
| R1 |
0.9176 |
0.9176 |
0.9165 |
0.9183 |
| PP |
0.9157 |
0.9157 |
0.9157 |
0.9161 |
| S1 |
0.9143 |
0.9143 |
0.9159 |
0.9150 |
| S2 |
0.9124 |
0.9124 |
0.9156 |
|
| S3 |
0.9091 |
0.9110 |
0.9153 |
|
| S4 |
0.9058 |
0.9077 |
0.9144 |
|
|
| 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 |
0.9179 |
0.9120 |
0.0059 |
0.6% |
0.0034 |
0.4% |
71% |
False |
False |
50,318 |
| 10 |
0.9237 |
0.9120 |
0.0117 |
1.3% |
0.0041 |
0.4% |
36% |
False |
False |
48,506 |
| 20 |
0.9237 |
0.9120 |
0.0117 |
1.3% |
0.0038 |
0.4% |
36% |
False |
False |
42,861 |
| 40 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0041 |
0.4% |
62% |
False |
False |
42,904 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0048 |
0.5% |
80% |
False |
False |
47,964 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0051 |
0.6% |
80% |
False |
False |
38,198 |
| 100 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0053 |
0.6% |
80% |
False |
False |
30,616 |
| 120 |
0.9415 |
0.8845 |
0.0570 |
6.2% |
0.0053 |
0.6% |
56% |
False |
False |
25,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9311 |
|
2.618 |
0.9257 |
|
1.618 |
0.9224 |
|
1.000 |
0.9204 |
|
0.618 |
0.9191 |
|
HIGH |
0.9171 |
|
0.618 |
0.9158 |
|
0.500 |
0.9155 |
|
0.382 |
0.9151 |
|
LOW |
0.9138 |
|
0.618 |
0.9118 |
|
1.000 |
0.9105 |
|
1.618 |
0.9085 |
|
2.618 |
0.9052 |
|
4.250 |
0.8998 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9160 |
0.9157 |
| PP |
0.9157 |
0.9151 |
| S1 |
0.9155 |
0.9146 |
|