CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9202 |
0.9212 |
0.0010 |
0.1% |
0.9147 |
| High |
0.9223 |
0.9217 |
-0.0006 |
-0.1% |
0.9223 |
| Low |
0.9198 |
0.9199 |
0.0001 |
0.0% |
0.9138 |
| Close |
0.9212 |
0.9212 |
0.0000 |
0.0% |
0.9212 |
| Range |
0.0025 |
0.0018 |
-0.0007 |
-28.0% |
0.0085 |
| ATR |
0.0039 |
0.0038 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
66,367 |
20,764 |
-45,603 |
-68.7% |
257,655 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9263 |
0.9256 |
0.9222 |
|
| R3 |
0.9245 |
0.9238 |
0.9217 |
|
| R2 |
0.9227 |
0.9227 |
0.9215 |
|
| R1 |
0.9220 |
0.9220 |
0.9214 |
0.9221 |
| PP |
0.9209 |
0.9209 |
0.9209 |
0.9210 |
| S1 |
0.9202 |
0.9202 |
0.9210 |
0.9203 |
| S2 |
0.9191 |
0.9191 |
0.9209 |
|
| S3 |
0.9173 |
0.9184 |
0.9207 |
|
| S4 |
0.9155 |
0.9166 |
0.9202 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9446 |
0.9414 |
0.9259 |
|
| R3 |
0.9361 |
0.9329 |
0.9235 |
|
| R2 |
0.9276 |
0.9276 |
0.9228 |
|
| R1 |
0.9244 |
0.9244 |
0.9220 |
0.9260 |
| PP |
0.9191 |
0.9191 |
0.9191 |
0.9199 |
| S1 |
0.9159 |
0.9159 |
0.9204 |
0.9175 |
| S2 |
0.9106 |
0.9106 |
0.9196 |
|
| S3 |
0.9021 |
0.9074 |
0.9189 |
|
| S4 |
0.8936 |
0.8989 |
0.9165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9223 |
0.9138 |
0.0085 |
0.9% |
0.0029 |
0.3% |
87% |
False |
False |
51,531 |
| 10 |
0.9223 |
0.9120 |
0.0103 |
1.1% |
0.0035 |
0.4% |
89% |
False |
False |
51,167 |
| 20 |
0.9237 |
0.9120 |
0.0117 |
1.3% |
0.0036 |
0.4% |
79% |
False |
False |
45,717 |
| 40 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0039 |
0.4% |
86% |
False |
False |
43,609 |
| 60 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0044 |
0.5% |
93% |
False |
False |
46,377 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0049 |
0.5% |
93% |
False |
False |
40,777 |
| 100 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0052 |
0.6% |
93% |
False |
False |
32,689 |
| 120 |
0.9406 |
0.8845 |
0.0561 |
6.1% |
0.0053 |
0.6% |
65% |
False |
False |
27,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9294 |
|
2.618 |
0.9264 |
|
1.618 |
0.9246 |
|
1.000 |
0.9235 |
|
0.618 |
0.9228 |
|
HIGH |
0.9217 |
|
0.618 |
0.9210 |
|
0.500 |
0.9208 |
|
0.382 |
0.9206 |
|
LOW |
0.9199 |
|
0.618 |
0.9188 |
|
1.000 |
0.9181 |
|
1.618 |
0.9170 |
|
2.618 |
0.9152 |
|
4.250 |
0.9123 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9211 |
0.9206 |
| PP |
0.9209 |
0.9200 |
| S1 |
0.9208 |
0.9194 |
|