CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9168 |
0.9202 |
0.0034 |
0.4% |
0.9218 |
| High |
0.9206 |
0.9223 |
0.0017 |
0.2% |
0.9221 |
| Low |
0.9165 |
0.9198 |
0.0033 |
0.4% |
0.9120 |
| Close |
0.9199 |
0.9212 |
0.0013 |
0.1% |
0.9147 |
| Range |
0.0041 |
0.0025 |
-0.0016 |
-39.0% |
0.0101 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
66,925 |
66,367 |
-558 |
-0.8% |
254,018 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9286 |
0.9274 |
0.9226 |
|
| R3 |
0.9261 |
0.9249 |
0.9219 |
|
| R2 |
0.9236 |
0.9236 |
0.9217 |
|
| R1 |
0.9224 |
0.9224 |
0.9214 |
0.9230 |
| PP |
0.9211 |
0.9211 |
0.9211 |
0.9214 |
| S1 |
0.9199 |
0.9199 |
0.9210 |
0.9205 |
| S2 |
0.9186 |
0.9186 |
0.9207 |
|
| S3 |
0.9161 |
0.9174 |
0.9205 |
|
| S4 |
0.9136 |
0.9149 |
0.9198 |
|
|
| 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 |
0.9223 |
0.9132 |
0.0091 |
1.0% |
0.0033 |
0.4% |
88% |
True |
False |
56,492 |
| 10 |
0.9237 |
0.9120 |
0.0117 |
1.3% |
0.0038 |
0.4% |
79% |
False |
False |
54,612 |
| 20 |
0.9237 |
0.9120 |
0.0117 |
1.3% |
0.0037 |
0.4% |
79% |
False |
False |
46,858 |
| 40 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0040 |
0.4% |
86% |
False |
False |
44,591 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0046 |
0.5% |
93% |
False |
False |
47,671 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0050 |
0.5% |
93% |
False |
False |
40,526 |
| 100 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0052 |
0.6% |
93% |
False |
False |
32,484 |
| 120 |
0.9406 |
0.8845 |
0.0561 |
6.1% |
0.0053 |
0.6% |
65% |
False |
False |
27,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9329 |
|
2.618 |
0.9288 |
|
1.618 |
0.9263 |
|
1.000 |
0.9248 |
|
0.618 |
0.9238 |
|
HIGH |
0.9223 |
|
0.618 |
0.9213 |
|
0.500 |
0.9211 |
|
0.382 |
0.9208 |
|
LOW |
0.9198 |
|
0.618 |
0.9183 |
|
1.000 |
0.9173 |
|
1.618 |
0.9158 |
|
2.618 |
0.9133 |
|
4.250 |
0.9092 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9212 |
0.9204 |
| PP |
0.9211 |
0.9197 |
| S1 |
0.9211 |
0.9189 |
|