CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9147 |
0.9150 |
0.0003 |
0.0% |
0.9196 |
| High |
0.9162 |
0.9186 |
0.0024 |
0.3% |
0.9199 |
| Low |
0.9134 |
0.9148 |
0.0014 |
0.2% |
0.9100 |
| Close |
0.9145 |
0.9179 |
0.0034 |
0.4% |
0.9127 |
| Range |
0.0028 |
0.0038 |
0.0010 |
35.7% |
0.0099 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
0.6% |
0.0000 |
| Volume |
24,276 |
34,655 |
10,379 |
42.8% |
22,839 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9285 |
0.9270 |
0.9200 |
|
| R3 |
0.9247 |
0.9232 |
0.9189 |
|
| R2 |
0.9209 |
0.9209 |
0.9186 |
|
| R1 |
0.9194 |
0.9194 |
0.9182 |
0.9202 |
| PP |
0.9171 |
0.9171 |
0.9171 |
0.9175 |
| S1 |
0.9156 |
0.9156 |
0.9176 |
0.9164 |
| S2 |
0.9133 |
0.9133 |
0.9172 |
|
| S3 |
0.9095 |
0.9118 |
0.9169 |
|
| S4 |
0.9057 |
0.9080 |
0.9158 |
|
|
| 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 |
0.9186 |
0.9100 |
0.0086 |
0.9% |
0.0033 |
0.4% |
92% |
True |
False |
18,059 |
| 10 |
0.9216 |
0.9100 |
0.0116 |
1.3% |
0.0039 |
0.4% |
68% |
False |
False |
10,307 |
| 20 |
0.9216 |
0.9100 |
0.0116 |
1.3% |
0.0035 |
0.4% |
68% |
False |
False |
5,330 |
| 40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0036 |
0.4% |
81% |
False |
False |
2,890 |
| 60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0042 |
0.5% |
90% |
False |
False |
2,021 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
90% |
False |
False |
1,542 |
| 100 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
90% |
False |
False |
1,246 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0039 |
0.4% |
64% |
False |
False |
1,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9348 |
|
2.618 |
0.9285 |
|
1.618 |
0.9247 |
|
1.000 |
0.9224 |
|
0.618 |
0.9209 |
|
HIGH |
0.9186 |
|
0.618 |
0.9171 |
|
0.500 |
0.9167 |
|
0.382 |
0.9163 |
|
LOW |
0.9148 |
|
0.618 |
0.9125 |
|
1.000 |
0.9110 |
|
1.618 |
0.9087 |
|
2.618 |
0.9049 |
|
4.250 |
0.8987 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9175 |
0.9170 |
| PP |
0.9171 |
0.9161 |
| S1 |
0.9167 |
0.9152 |
|