CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9130 |
0.9147 |
0.0017 |
0.2% |
0.9196 |
| High |
0.9151 |
0.9162 |
0.0011 |
0.1% |
0.9199 |
| Low |
0.9118 |
0.9134 |
0.0016 |
0.2% |
0.9100 |
| Close |
0.9142 |
0.9145 |
0.0003 |
0.0% |
0.9127 |
| Range |
0.0033 |
0.0028 |
-0.0005 |
-15.2% |
0.0099 |
| ATR |
0.0038 |
0.0038 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
19,022 |
24,276 |
5,254 |
27.6% |
22,839 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9231 |
0.9216 |
0.9160 |
|
| R3 |
0.9203 |
0.9188 |
0.9153 |
|
| R2 |
0.9175 |
0.9175 |
0.9150 |
|
| R1 |
0.9160 |
0.9160 |
0.9148 |
0.9154 |
| PP |
0.9147 |
0.9147 |
0.9147 |
0.9144 |
| S1 |
0.9132 |
0.9132 |
0.9142 |
0.9126 |
| S2 |
0.9119 |
0.9119 |
0.9140 |
|
| S3 |
0.9091 |
0.9104 |
0.9137 |
|
| S4 |
0.9063 |
0.9076 |
0.9130 |
|
|
| 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 |
0.9162 |
0.9100 |
0.0062 |
0.7% |
0.0034 |
0.4% |
73% |
True |
False |
12,585 |
| 10 |
0.9216 |
0.9100 |
0.0116 |
1.3% |
0.0038 |
0.4% |
39% |
False |
False |
6,870 |
| 20 |
0.9216 |
0.9100 |
0.0116 |
1.3% |
0.0035 |
0.4% |
39% |
False |
False |
3,610 |
| 40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0036 |
0.4% |
64% |
False |
False |
2,028 |
| 60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
82% |
False |
False |
1,445 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
82% |
False |
False |
1,110 |
| 100 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
82% |
False |
False |
900 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.3% |
0.0039 |
0.4% |
58% |
False |
False |
762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9281 |
|
2.618 |
0.9235 |
|
1.618 |
0.9207 |
|
1.000 |
0.9190 |
|
0.618 |
0.9179 |
|
HIGH |
0.9162 |
|
0.618 |
0.9151 |
|
0.500 |
0.9148 |
|
0.382 |
0.9145 |
|
LOW |
0.9134 |
|
0.618 |
0.9117 |
|
1.000 |
0.9106 |
|
1.618 |
0.9089 |
|
2.618 |
0.9061 |
|
4.250 |
0.9015 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9148 |
0.9142 |
| PP |
0.9147 |
0.9140 |
| S1 |
0.9146 |
0.9137 |
|