CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9144 |
0.9118 |
-0.0026 |
-0.3% |
0.9175 |
| High |
0.9144 |
0.9137 |
-0.0007 |
-0.1% |
0.9216 |
| Low |
0.9105 |
0.9100 |
-0.0005 |
-0.1% |
0.9163 |
| Close |
0.9121 |
0.9130 |
0.0009 |
0.1% |
0.9199 |
| Range |
0.0039 |
0.0037 |
-0.0002 |
-5.1% |
0.0053 |
| ATR |
0.0040 |
0.0039 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
7,285 |
8,943 |
1,658 |
22.8% |
3,039 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9233 |
0.9219 |
0.9150 |
|
| R3 |
0.9196 |
0.9182 |
0.9140 |
|
| R2 |
0.9159 |
0.9159 |
0.9137 |
|
| R1 |
0.9145 |
0.9145 |
0.9133 |
0.9152 |
| PP |
0.9122 |
0.9122 |
0.9122 |
0.9126 |
| S1 |
0.9108 |
0.9108 |
0.9127 |
0.9115 |
| S2 |
0.9085 |
0.9085 |
0.9123 |
|
| S3 |
0.9048 |
0.9071 |
0.9120 |
|
| S4 |
0.9011 |
0.9034 |
0.9110 |
|
|
| 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 |
0.9100 |
0.0116 |
1.3% |
0.0042 |
0.5% |
26% |
False |
True |
4,078 |
| 10 |
0.9216 |
0.9100 |
0.0116 |
1.3% |
0.0039 |
0.4% |
26% |
False |
True |
2,323 |
| 20 |
0.9218 |
0.9100 |
0.0118 |
1.3% |
0.0040 |
0.4% |
25% |
False |
True |
1,417 |
| 40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0038 |
0.4% |
56% |
False |
False |
879 |
| 60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
78% |
False |
False |
682 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
78% |
False |
False |
528 |
| 100 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
78% |
False |
False |
436 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0038 |
0.4% |
55% |
False |
False |
374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9294 |
|
2.618 |
0.9234 |
|
1.618 |
0.9197 |
|
1.000 |
0.9174 |
|
0.618 |
0.9160 |
|
HIGH |
0.9137 |
|
0.618 |
0.9123 |
|
0.500 |
0.9119 |
|
0.382 |
0.9114 |
|
LOW |
0.9100 |
|
0.618 |
0.9077 |
|
1.000 |
0.9063 |
|
1.618 |
0.9040 |
|
2.618 |
0.9003 |
|
4.250 |
0.8943 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9126 |
0.9130 |
| PP |
0.9122 |
0.9129 |
| S1 |
0.9119 |
0.9129 |
|