CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9196 |
0.9153 |
-0.0043 |
-0.5% |
0.9175 |
| High |
0.9199 |
0.9157 |
-0.0042 |
-0.5% |
0.9216 |
| Low |
0.9141 |
0.9133 |
-0.0008 |
-0.1% |
0.9163 |
| Close |
0.9150 |
0.9142 |
-0.0008 |
-0.1% |
0.9199 |
| Range |
0.0058 |
0.0024 |
-0.0034 |
-58.6% |
0.0053 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
1,140 |
2,070 |
930 |
81.6% |
3,039 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9216 |
0.9203 |
0.9155 |
|
| R3 |
0.9192 |
0.9179 |
0.9149 |
|
| R2 |
0.9168 |
0.9168 |
0.9146 |
|
| R1 |
0.9155 |
0.9155 |
0.9144 |
0.9150 |
| PP |
0.9144 |
0.9144 |
0.9144 |
0.9141 |
| S1 |
0.9131 |
0.9131 |
0.9140 |
0.9126 |
| S2 |
0.9120 |
0.9120 |
0.9138 |
|
| S3 |
0.9096 |
0.9107 |
0.9135 |
|
| S4 |
0.9072 |
0.9083 |
0.9129 |
|
|
| 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 |
0.9133 |
0.0083 |
0.9% |
0.0043 |
0.5% |
11% |
False |
True |
1,155 |
| 10 |
0.9216 |
0.9114 |
0.0102 |
1.1% |
0.0039 |
0.4% |
27% |
False |
False |
737 |
| 20 |
0.9218 |
0.9102 |
0.0116 |
1.3% |
0.0040 |
0.4% |
34% |
False |
False |
696 |
| 40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0038 |
0.4% |
62% |
False |
False |
489 |
| 60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
81% |
False |
False |
418 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
81% |
False |
False |
327 |
| 100 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
81% |
False |
False |
278 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0038 |
0.4% |
57% |
False |
False |
239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9259 |
|
2.618 |
0.9220 |
|
1.618 |
0.9196 |
|
1.000 |
0.9181 |
|
0.618 |
0.9172 |
|
HIGH |
0.9157 |
|
0.618 |
0.9148 |
|
0.500 |
0.9145 |
|
0.382 |
0.9142 |
|
LOW |
0.9133 |
|
0.618 |
0.9118 |
|
1.000 |
0.9109 |
|
1.618 |
0.9094 |
|
2.618 |
0.9070 |
|
4.250 |
0.9031 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9145 |
0.9175 |
| PP |
0.9144 |
0.9164 |
| S1 |
0.9143 |
0.9153 |
|