CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 02-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9205 |
0.9196 |
-0.0009 |
-0.1% |
0.9175 |
High |
0.9216 |
0.9199 |
-0.0017 |
-0.2% |
0.9216 |
Low |
0.9166 |
0.9141 |
-0.0025 |
-0.3% |
0.9163 |
Close |
0.9199 |
0.9150 |
-0.0049 |
-0.5% |
0.9199 |
Range |
0.0050 |
0.0058 |
0.0008 |
16.0% |
0.0053 |
ATR |
0.0039 |
0.0041 |
0.0001 |
3.4% |
0.0000 |
Volume |
955 |
1,140 |
185 |
19.4% |
3,039 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9337 |
0.9302 |
0.9182 |
|
R3 |
0.9279 |
0.9244 |
0.9166 |
|
R2 |
0.9221 |
0.9221 |
0.9161 |
|
R1 |
0.9186 |
0.9186 |
0.9155 |
0.9175 |
PP |
0.9163 |
0.9163 |
0.9163 |
0.9158 |
S1 |
0.9128 |
0.9128 |
0.9145 |
0.9117 |
S2 |
0.9105 |
0.9105 |
0.9139 |
|
S3 |
0.9047 |
0.9070 |
0.9134 |
|
S4 |
0.8989 |
0.9012 |
0.9118 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9352 |
0.9328 |
0.9228 |
|
R3 |
0.9299 |
0.9275 |
0.9214 |
|
R2 |
0.9246 |
0.9246 |
0.9209 |
|
R1 |
0.9222 |
0.9222 |
0.9204 |
0.9234 |
PP |
0.9193 |
0.9193 |
0.9193 |
0.9199 |
S1 |
0.9169 |
0.9169 |
0.9194 |
0.9181 |
S2 |
0.9140 |
0.9140 |
0.9189 |
|
S3 |
0.9087 |
0.9116 |
0.9184 |
|
S4 |
0.9034 |
0.9063 |
0.9170 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9216 |
0.9141 |
0.0075 |
0.8% |
0.0044 |
0.5% |
12% |
False |
True |
835 |
10 |
0.9216 |
0.9114 |
0.0102 |
1.1% |
0.0039 |
0.4% |
35% |
False |
False |
561 |
20 |
0.9218 |
0.9073 |
0.0145 |
1.6% |
0.0040 |
0.4% |
53% |
False |
False |
653 |
40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0039 |
0.4% |
66% |
False |
False |
440 |
60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0043 |
0.5% |
83% |
False |
False |
385 |
80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
83% |
False |
False |
302 |
100 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
83% |
False |
False |
260 |
120 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0038 |
0.4% |
59% |
False |
False |
222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9446 |
2.618 |
0.9351 |
1.618 |
0.9293 |
1.000 |
0.9257 |
0.618 |
0.9235 |
HIGH |
0.9199 |
0.618 |
0.9177 |
0.500 |
0.9170 |
0.382 |
0.9163 |
LOW |
0.9141 |
0.618 |
0.9105 |
1.000 |
0.9083 |
1.618 |
0.9047 |
2.618 |
0.8989 |
4.250 |
0.8895 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9170 |
0.9179 |
PP |
0.9163 |
0.9169 |
S1 |
0.9157 |
0.9160 |
|