CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9150 |
0.9182 |
0.0032 |
0.3% |
0.9196 |
| High |
0.9186 |
0.9203 |
0.0017 |
0.2% |
0.9199 |
| Low |
0.9148 |
0.9178 |
0.0030 |
0.3% |
0.9100 |
| Close |
0.9179 |
0.9192 |
0.0013 |
0.1% |
0.9127 |
| Range |
0.0038 |
0.0025 |
-0.0013 |
-34.2% |
0.0099 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
34,655 |
49,646 |
14,991 |
43.3% |
22,839 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9266 |
0.9254 |
0.9206 |
|
| R3 |
0.9241 |
0.9229 |
0.9199 |
|
| R2 |
0.9216 |
0.9216 |
0.9197 |
|
| R1 |
0.9204 |
0.9204 |
0.9194 |
0.9210 |
| PP |
0.9191 |
0.9191 |
0.9191 |
0.9194 |
| S1 |
0.9179 |
0.9179 |
0.9190 |
0.9185 |
| S2 |
0.9166 |
0.9166 |
0.9187 |
|
| S3 |
0.9141 |
0.9154 |
0.9185 |
|
| S4 |
0.9116 |
0.9129 |
0.9178 |
|
|
| 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 |
0.9203 |
0.9112 |
0.0091 |
1.0% |
0.0031 |
0.3% |
88% |
True |
False |
26,200 |
| 10 |
0.9216 |
0.9100 |
0.0116 |
1.3% |
0.0036 |
0.4% |
79% |
False |
False |
15,139 |
| 20 |
0.9216 |
0.9100 |
0.0116 |
1.3% |
0.0035 |
0.4% |
79% |
False |
False |
7,780 |
| 40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0036 |
0.4% |
87% |
False |
False |
4,129 |
| 60 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0041 |
0.4% |
94% |
False |
False |
2,848 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
94% |
False |
False |
2,162 |
| 100 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
94% |
False |
False |
1,742 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0038 |
0.4% |
66% |
False |
False |
1,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9309 |
|
2.618 |
0.9268 |
|
1.618 |
0.9243 |
|
1.000 |
0.9228 |
|
0.618 |
0.9218 |
|
HIGH |
0.9203 |
|
0.618 |
0.9193 |
|
0.500 |
0.9191 |
|
0.382 |
0.9188 |
|
LOW |
0.9178 |
|
0.618 |
0.9163 |
|
1.000 |
0.9153 |
|
1.618 |
0.9138 |
|
2.618 |
0.9113 |
|
4.250 |
0.9072 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9192 |
0.9184 |
| PP |
0.9191 |
0.9176 |
| S1 |
0.9191 |
0.9169 |
|