CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9157 |
0.9175 |
0.0018 |
0.2% |
0.9178 |
| High |
0.9181 |
0.9202 |
0.0021 |
0.2% |
0.9189 |
| Low |
0.9145 |
0.9172 |
0.0027 |
0.3% |
0.9114 |
| Close |
0.9176 |
0.9185 |
0.0009 |
0.1% |
0.9176 |
| Range |
0.0036 |
0.0030 |
-0.0006 |
-16.7% |
0.0075 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
377 |
473 |
96 |
25.5% |
1,437 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9276 |
0.9261 |
0.9202 |
|
| R3 |
0.9246 |
0.9231 |
0.9193 |
|
| R2 |
0.9216 |
0.9216 |
0.9191 |
|
| R1 |
0.9201 |
0.9201 |
0.9188 |
0.9209 |
| PP |
0.9186 |
0.9186 |
0.9186 |
0.9190 |
| S1 |
0.9171 |
0.9171 |
0.9182 |
0.9179 |
| S2 |
0.9156 |
0.9156 |
0.9180 |
|
| S3 |
0.9126 |
0.9141 |
0.9177 |
|
| S4 |
0.9096 |
0.9111 |
0.9169 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9385 |
0.9355 |
0.9217 |
|
| R3 |
0.9310 |
0.9280 |
0.9197 |
|
| R2 |
0.9235 |
0.9235 |
0.9190 |
|
| R1 |
0.9205 |
0.9205 |
0.9183 |
0.9183 |
| PP |
0.9160 |
0.9160 |
0.9160 |
0.9148 |
| S1 |
0.9130 |
0.9130 |
0.9169 |
0.9108 |
| S2 |
0.9085 |
0.9085 |
0.9162 |
|
| S3 |
0.9010 |
0.9055 |
0.9155 |
|
| S4 |
0.8935 |
0.8980 |
0.9135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9202 |
0.9114 |
0.0088 |
1.0% |
0.0035 |
0.4% |
81% |
True |
False |
319 |
| 10 |
0.9202 |
0.9114 |
0.0088 |
1.0% |
0.0032 |
0.3% |
81% |
True |
False |
350 |
| 20 |
0.9218 |
0.9043 |
0.0175 |
1.9% |
0.0040 |
0.4% |
81% |
False |
False |
535 |
| 40 |
0.9218 |
0.8999 |
0.0219 |
2.4% |
0.0038 |
0.4% |
85% |
False |
False |
378 |
| 60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
92% |
False |
False |
326 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
92% |
False |
False |
260 |
| 100 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0039 |
0.4% |
65% |
False |
False |
224 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0037 |
0.4% |
65% |
False |
False |
193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9330 |
|
2.618 |
0.9281 |
|
1.618 |
0.9251 |
|
1.000 |
0.9232 |
|
0.618 |
0.9221 |
|
HIGH |
0.9202 |
|
0.618 |
0.9191 |
|
0.500 |
0.9187 |
|
0.382 |
0.9183 |
|
LOW |
0.9172 |
|
0.618 |
0.9153 |
|
1.000 |
0.9142 |
|
1.618 |
0.9123 |
|
2.618 |
0.9093 |
|
4.250 |
0.9045 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9187 |
0.9178 |
| PP |
0.9186 |
0.9170 |
| S1 |
0.9186 |
0.9163 |
|