CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 06-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9118 |
0.9133 |
0.0015 |
0.2% |
0.9196 |
High |
0.9137 |
0.9143 |
0.0006 |
0.1% |
0.9199 |
Low |
0.9100 |
0.9112 |
0.0012 |
0.1% |
0.9100 |
Close |
0.9130 |
0.9127 |
-0.0003 |
0.0% |
0.9127 |
Range |
0.0037 |
0.0031 |
-0.0006 |
-16.2% |
0.0099 |
ATR |
0.0039 |
0.0039 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
8,943 |
3,401 |
-5,542 |
-62.0% |
22,839 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9220 |
0.9205 |
0.9144 |
|
R3 |
0.9189 |
0.9174 |
0.9136 |
|
R2 |
0.9158 |
0.9158 |
0.9133 |
|
R1 |
0.9143 |
0.9143 |
0.9130 |
0.9135 |
PP |
0.9127 |
0.9127 |
0.9127 |
0.9124 |
S1 |
0.9112 |
0.9112 |
0.9124 |
0.9104 |
S2 |
0.9096 |
0.9096 |
0.9121 |
|
S3 |
0.9065 |
0.9081 |
0.9118 |
|
S4 |
0.9034 |
0.9050 |
0.9110 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9439 |
0.9382 |
0.9181 |
|
R3 |
0.9340 |
0.9283 |
0.9154 |
|
R2 |
0.9241 |
0.9241 |
0.9145 |
|
R1 |
0.9184 |
0.9184 |
0.9136 |
0.9163 |
PP |
0.9142 |
0.9142 |
0.9142 |
0.9132 |
S1 |
0.9085 |
0.9085 |
0.9118 |
0.9064 |
S2 |
0.9043 |
0.9043 |
0.9109 |
|
S3 |
0.8944 |
0.8986 |
0.9100 |
|
S4 |
0.8845 |
0.8887 |
0.9073 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9199 |
0.9100 |
0.0099 |
1.1% |
0.0038 |
0.4% |
27% |
False |
False |
4,567 |
10 |
0.9216 |
0.9100 |
0.0116 |
1.3% |
0.0039 |
0.4% |
23% |
False |
False |
2,625 |
20 |
0.9217 |
0.9100 |
0.0117 |
1.3% |
0.0038 |
0.4% |
23% |
False |
False |
1,567 |
40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0037 |
0.4% |
55% |
False |
False |
956 |
60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
77% |
False |
False |
735 |
80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
77% |
False |
False |
570 |
100 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
77% |
False |
False |
468 |
120 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0038 |
0.4% |
55% |
False |
False |
402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9275 |
2.618 |
0.9224 |
1.618 |
0.9193 |
1.000 |
0.9174 |
0.618 |
0.9162 |
HIGH |
0.9143 |
0.618 |
0.9131 |
0.500 |
0.9128 |
0.382 |
0.9124 |
LOW |
0.9112 |
0.618 |
0.9093 |
1.000 |
0.9081 |
1.618 |
0.9062 |
2.618 |
0.9031 |
4.250 |
0.8980 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9128 |
0.9125 |
PP |
0.9127 |
0.9124 |
S1 |
0.9127 |
0.9122 |
|