CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 29-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2014 |
29-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9188 |
0.9171 |
-0.0017 |
-0.2% |
0.9178 |
| High |
0.9197 |
0.9212 |
0.0015 |
0.2% |
0.9189 |
| Low |
0.9163 |
0.9165 |
0.0002 |
0.0% |
0.9114 |
| Close |
0.9165 |
0.9201 |
0.0036 |
0.4% |
0.9176 |
| Range |
0.0034 |
0.0047 |
0.0013 |
38.2% |
0.0075 |
| ATR |
0.0038 |
0.0039 |
0.0001 |
1.7% |
0.0000 |
| Volume |
283 |
1,328 |
1,045 |
369.3% |
1,437 |
|
| Daily Pivots for day following 29-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9334 |
0.9314 |
0.9227 |
|
| R3 |
0.9287 |
0.9267 |
0.9214 |
|
| R2 |
0.9240 |
0.9240 |
0.9210 |
|
| R1 |
0.9220 |
0.9220 |
0.9205 |
0.9230 |
| PP |
0.9193 |
0.9193 |
0.9193 |
0.9198 |
| S1 |
0.9173 |
0.9173 |
0.9197 |
0.9183 |
| S2 |
0.9146 |
0.9146 |
0.9192 |
|
| S3 |
0.9099 |
0.9126 |
0.9188 |
|
| S4 |
0.9052 |
0.9079 |
0.9175 |
|
|
| 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 |
0.9212 |
0.9124 |
0.0088 |
1.0% |
0.0037 |
0.4% |
88% |
True |
False |
568 |
| 10 |
0.9212 |
0.9114 |
0.0098 |
1.1% |
0.0033 |
0.4% |
89% |
True |
False |
420 |
| 20 |
0.9218 |
0.9046 |
0.0172 |
1.9% |
0.0040 |
0.4% |
90% |
False |
False |
584 |
| 40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0037 |
0.4% |
92% |
False |
False |
400 |
| 60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0043 |
0.5% |
96% |
False |
False |
351 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
96% |
False |
False |
277 |
| 100 |
0.9335 |
0.8815 |
0.0520 |
5.7% |
0.0039 |
0.4% |
74% |
False |
False |
240 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0038 |
0.4% |
67% |
False |
False |
205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9412 |
|
2.618 |
0.9335 |
|
1.618 |
0.9288 |
|
1.000 |
0.9259 |
|
0.618 |
0.9241 |
|
HIGH |
0.9212 |
|
0.618 |
0.9194 |
|
0.500 |
0.9189 |
|
0.382 |
0.9183 |
|
LOW |
0.9165 |
|
0.618 |
0.9136 |
|
1.000 |
0.9118 |
|
1.618 |
0.9089 |
|
2.618 |
0.9042 |
|
4.250 |
0.8965 |
|
|
| Fisher Pivots for day following 29-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9197 |
0.9197 |
| PP |
0.9193 |
0.9192 |
| S1 |
0.9189 |
0.9188 |
|