CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9213 |
0.9219 |
0.0006 |
0.1% |
0.9147 |
| High |
0.9226 |
0.9219 |
-0.0007 |
-0.1% |
0.9223 |
| Low |
0.9190 |
0.9197 |
0.0007 |
0.1% |
0.9138 |
| Close |
0.9215 |
0.9201 |
-0.0014 |
-0.2% |
0.9212 |
| Range |
0.0036 |
0.0022 |
-0.0014 |
-38.9% |
0.0085 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
2,900 |
351 |
-2,549 |
-87.9% |
257,655 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9272 |
0.9258 |
0.9213 |
|
| R3 |
0.9250 |
0.9236 |
0.9207 |
|
| R2 |
0.9228 |
0.9228 |
0.9205 |
|
| R1 |
0.9214 |
0.9214 |
0.9203 |
0.9210 |
| PP |
0.9206 |
0.9206 |
0.9206 |
0.9204 |
| S1 |
0.9192 |
0.9192 |
0.9199 |
0.9188 |
| S2 |
0.9184 |
0.9184 |
0.9197 |
|
| S3 |
0.9162 |
0.9170 |
0.9195 |
|
| S4 |
0.9140 |
0.9148 |
0.9189 |
|
|
| 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 |
0.9226 |
0.9165 |
0.0061 |
0.7% |
0.0028 |
0.3% |
59% |
False |
False |
31,461 |
| 10 |
0.9226 |
0.9120 |
0.0106 |
1.2% |
0.0032 |
0.3% |
76% |
False |
False |
42,742 |
| 20 |
0.9237 |
0.9120 |
0.0117 |
1.3% |
0.0037 |
0.4% |
69% |
False |
False |
43,148 |
| 40 |
0.9240 |
0.9035 |
0.0205 |
2.2% |
0.0039 |
0.4% |
81% |
False |
False |
42,463 |
| 60 |
0.9240 |
0.8875 |
0.0365 |
4.0% |
0.0043 |
0.5% |
89% |
False |
False |
44,197 |
| 80 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0048 |
0.5% |
90% |
False |
False |
40,789 |
| 100 |
0.9240 |
0.8845 |
0.0395 |
4.3% |
0.0051 |
0.6% |
90% |
False |
False |
32,716 |
| 120 |
0.9405 |
0.8845 |
0.0560 |
6.1% |
0.0052 |
0.6% |
64% |
False |
False |
27,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9313 |
|
2.618 |
0.9277 |
|
1.618 |
0.9255 |
|
1.000 |
0.9241 |
|
0.618 |
0.9233 |
|
HIGH |
0.9219 |
|
0.618 |
0.9211 |
|
0.500 |
0.9208 |
|
0.382 |
0.9205 |
|
LOW |
0.9197 |
|
0.618 |
0.9183 |
|
1.000 |
0.9175 |
|
1.618 |
0.9161 |
|
2.618 |
0.9139 |
|
4.250 |
0.9104 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9208 |
0.9208 |
| PP |
0.9206 |
0.9206 |
| S1 |
0.9203 |
0.9203 |
|