CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9153 |
0.9144 |
-0.0009 |
-0.1% |
0.9175 |
| High |
0.9157 |
0.9144 |
-0.0013 |
-0.1% |
0.9216 |
| Low |
0.9133 |
0.9105 |
-0.0028 |
-0.3% |
0.9163 |
| Close |
0.9142 |
0.9121 |
-0.0021 |
-0.2% |
0.9199 |
| Range |
0.0024 |
0.0039 |
0.0015 |
62.5% |
0.0053 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
2,070 |
7,285 |
5,215 |
251.9% |
3,039 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9240 |
0.9220 |
0.9142 |
|
| R3 |
0.9201 |
0.9181 |
0.9132 |
|
| R2 |
0.9162 |
0.9162 |
0.9128 |
|
| R1 |
0.9142 |
0.9142 |
0.9125 |
0.9133 |
| PP |
0.9123 |
0.9123 |
0.9123 |
0.9119 |
| S1 |
0.9103 |
0.9103 |
0.9117 |
0.9094 |
| S2 |
0.9084 |
0.9084 |
0.9114 |
|
| S3 |
0.9045 |
0.9064 |
0.9110 |
|
| S4 |
0.9006 |
0.9025 |
0.9100 |
|
|
| 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 |
0.9105 |
0.0111 |
1.2% |
0.0044 |
0.5% |
14% |
False |
True |
2,555 |
| 10 |
0.9216 |
0.9105 |
0.0111 |
1.2% |
0.0039 |
0.4% |
14% |
False |
True |
1,450 |
| 20 |
0.9218 |
0.9105 |
0.0113 |
1.2% |
0.0039 |
0.4% |
14% |
False |
True |
1,033 |
| 40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0038 |
0.4% |
52% |
False |
False |
663 |
| 60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
76% |
False |
False |
535 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
76% |
False |
False |
417 |
| 100 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
76% |
False |
False |
350 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0038 |
0.4% |
53% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9310 |
|
2.618 |
0.9246 |
|
1.618 |
0.9207 |
|
1.000 |
0.9183 |
|
0.618 |
0.9168 |
|
HIGH |
0.9144 |
|
0.618 |
0.9129 |
|
0.500 |
0.9125 |
|
0.382 |
0.9120 |
|
LOW |
0.9105 |
|
0.618 |
0.9081 |
|
1.000 |
0.9066 |
|
1.618 |
0.9042 |
|
2.618 |
0.9003 |
|
4.250 |
0.8939 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9125 |
0.9152 |
| PP |
0.9123 |
0.9142 |
| S1 |
0.9122 |
0.9131 |
|