CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9133 |
0.9130 |
-0.0003 |
0.0% |
0.9196 |
| High |
0.9143 |
0.9151 |
0.0008 |
0.1% |
0.9199 |
| Low |
0.9112 |
0.9118 |
0.0006 |
0.1% |
0.9100 |
| Close |
0.9127 |
0.9142 |
0.0015 |
0.2% |
0.9127 |
| Range |
0.0031 |
0.0033 |
0.0002 |
6.5% |
0.0099 |
| ATR |
0.0039 |
0.0038 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
3,401 |
19,022 |
15,621 |
459.3% |
22,839 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9236 |
0.9222 |
0.9160 |
|
| R3 |
0.9203 |
0.9189 |
0.9151 |
|
| R2 |
0.9170 |
0.9170 |
0.9148 |
|
| R1 |
0.9156 |
0.9156 |
0.9145 |
0.9163 |
| PP |
0.9137 |
0.9137 |
0.9137 |
0.9141 |
| S1 |
0.9123 |
0.9123 |
0.9139 |
0.9130 |
| S2 |
0.9104 |
0.9104 |
0.9136 |
|
| S3 |
0.9071 |
0.9090 |
0.9133 |
|
| S4 |
0.9038 |
0.9057 |
0.9124 |
|
|
| 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 |
0.9157 |
0.9100 |
0.0057 |
0.6% |
0.0033 |
0.4% |
74% |
False |
False |
8,144 |
| 10 |
0.9216 |
0.9100 |
0.0116 |
1.3% |
0.0038 |
0.4% |
36% |
False |
False |
4,490 |
| 20 |
0.9216 |
0.9100 |
0.0116 |
1.3% |
0.0035 |
0.4% |
36% |
False |
False |
2,454 |
| 40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0037 |
0.4% |
62% |
False |
False |
1,426 |
| 60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
81% |
False |
False |
1,047 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
81% |
False |
False |
807 |
| 100 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
81% |
False |
False |
658 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0038 |
0.4% |
57% |
False |
False |
560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9291 |
|
2.618 |
0.9237 |
|
1.618 |
0.9204 |
|
1.000 |
0.9184 |
|
0.618 |
0.9171 |
|
HIGH |
0.9151 |
|
0.618 |
0.9138 |
|
0.500 |
0.9135 |
|
0.382 |
0.9131 |
|
LOW |
0.9118 |
|
0.618 |
0.9098 |
|
1.000 |
0.9085 |
|
1.618 |
0.9065 |
|
2.618 |
0.9032 |
|
4.250 |
0.8978 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9140 |
0.9137 |
| PP |
0.9137 |
0.9131 |
| S1 |
0.9135 |
0.9126 |
|