CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9169 |
0.9168 |
-0.0001 |
0.0% |
0.9218 |
| High |
0.9184 |
0.9206 |
0.0022 |
0.2% |
0.9221 |
| Low |
0.9155 |
0.9165 |
0.0010 |
0.1% |
0.9120 |
| Close |
0.9165 |
0.9199 |
0.0034 |
0.4% |
0.9147 |
| Range |
0.0029 |
0.0041 |
0.0012 |
41.4% |
0.0101 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.1% |
0.0000 |
| Volume |
54,068 |
66,925 |
12,857 |
23.8% |
254,018 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9313 |
0.9297 |
0.9222 |
|
| R3 |
0.9272 |
0.9256 |
0.9210 |
|
| R2 |
0.9231 |
0.9231 |
0.9207 |
|
| R1 |
0.9215 |
0.9215 |
0.9203 |
0.9223 |
| PP |
0.9190 |
0.9190 |
0.9190 |
0.9194 |
| S1 |
0.9174 |
0.9174 |
0.9195 |
0.9182 |
| S2 |
0.9149 |
0.9149 |
0.9191 |
|
| S3 |
0.9108 |
0.9133 |
0.9188 |
|
| S4 |
0.9067 |
0.9092 |
0.9176 |
|
|
| 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 |
0.9206 |
0.9120 |
0.0086 |
0.9% |
0.0035 |
0.4% |
92% |
True |
False |
55,887 |
| 10 |
0.9237 |
0.9120 |
0.0117 |
1.3% |
0.0041 |
0.4% |
68% |
False |
False |
52,697 |
| 20 |
0.9237 |
0.9120 |
0.0117 |
1.3% |
0.0038 |
0.4% |
68% |
False |
False |
45,411 |
| 40 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0040 |
0.4% |
80% |
False |
False |
43,911 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0047 |
0.5% |
90% |
False |
False |
47,800 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0050 |
0.5% |
90% |
False |
False |
39,702 |
| 100 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0052 |
0.6% |
90% |
False |
False |
31,821 |
| 120 |
0.9406 |
0.8845 |
0.0561 |
6.1% |
0.0054 |
0.6% |
63% |
False |
False |
26,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9380 |
|
2.618 |
0.9313 |
|
1.618 |
0.9272 |
|
1.000 |
0.9247 |
|
0.618 |
0.9231 |
|
HIGH |
0.9206 |
|
0.618 |
0.9190 |
|
0.500 |
0.9186 |
|
0.382 |
0.9181 |
|
LOW |
0.9165 |
|
0.618 |
0.9140 |
|
1.000 |
0.9124 |
|
1.618 |
0.9099 |
|
2.618 |
0.9058 |
|
4.250 |
0.8991 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9195 |
0.9190 |
| PP |
0.9190 |
0.9181 |
| S1 |
0.9186 |
0.9172 |
|