CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9147 |
0.9169 |
0.0022 |
0.2% |
0.9218 |
| High |
0.9171 |
0.9184 |
0.0013 |
0.1% |
0.9221 |
| Low |
0.9138 |
0.9155 |
0.0017 |
0.2% |
0.9120 |
| Close |
0.9162 |
0.9165 |
0.0003 |
0.0% |
0.9147 |
| Range |
0.0033 |
0.0029 |
-0.0004 |
-12.1% |
0.0101 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
49,531 |
54,068 |
4,537 |
9.2% |
254,018 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9255 |
0.9239 |
0.9181 |
|
| R3 |
0.9226 |
0.9210 |
0.9173 |
|
| R2 |
0.9197 |
0.9197 |
0.9170 |
|
| R1 |
0.9181 |
0.9181 |
0.9168 |
0.9175 |
| PP |
0.9168 |
0.9168 |
0.9168 |
0.9165 |
| S1 |
0.9152 |
0.9152 |
0.9162 |
0.9146 |
| S2 |
0.9139 |
0.9139 |
0.9160 |
|
| S3 |
0.9110 |
0.9123 |
0.9157 |
|
| S4 |
0.9081 |
0.9094 |
0.9149 |
|
|
| 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 |
0.9184 |
0.9120 |
0.0064 |
0.7% |
0.0035 |
0.4% |
70% |
True |
False |
54,023 |
| 10 |
0.9237 |
0.9120 |
0.0117 |
1.3% |
0.0040 |
0.4% |
38% |
False |
False |
49,475 |
| 20 |
0.9237 |
0.9120 |
0.0117 |
1.3% |
0.0038 |
0.4% |
38% |
False |
False |
44,027 |
| 40 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0040 |
0.4% |
63% |
False |
False |
43,109 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0048 |
0.5% |
81% |
False |
False |
47,499 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0050 |
0.5% |
81% |
False |
False |
38,869 |
| 100 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0052 |
0.6% |
81% |
False |
False |
31,154 |
| 120 |
0.9407 |
0.8845 |
0.0562 |
6.1% |
0.0053 |
0.6% |
57% |
False |
False |
26,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9307 |
|
2.618 |
0.9260 |
|
1.618 |
0.9231 |
|
1.000 |
0.9213 |
|
0.618 |
0.9202 |
|
HIGH |
0.9184 |
|
0.618 |
0.9173 |
|
0.500 |
0.9170 |
|
0.382 |
0.9166 |
|
LOW |
0.9155 |
|
0.618 |
0.9137 |
|
1.000 |
0.9126 |
|
1.618 |
0.9108 |
|
2.618 |
0.9079 |
|
4.250 |
0.9032 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9170 |
0.9163 |
| PP |
0.9168 |
0.9160 |
| S1 |
0.9167 |
0.9158 |
|