CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9182 |
0.9191 |
0.0009 |
0.1% |
0.9130 |
High |
0.9203 |
0.9197 |
-0.0006 |
-0.1% |
0.9203 |
Low |
0.9178 |
0.9179 |
0.0001 |
0.0% |
0.9118 |
Close |
0.9192 |
0.9192 |
0.0000 |
0.0% |
0.9192 |
Range |
0.0025 |
0.0018 |
-0.0007 |
-28.0% |
0.0085 |
ATR |
0.0037 |
0.0036 |
-0.0001 |
-3.7% |
0.0000 |
Volume |
49,646 |
42,415 |
-7,231 |
-14.6% |
170,014 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9243 |
0.9236 |
0.9202 |
|
R3 |
0.9225 |
0.9218 |
0.9197 |
|
R2 |
0.9207 |
0.9207 |
0.9195 |
|
R1 |
0.9200 |
0.9200 |
0.9194 |
0.9204 |
PP |
0.9189 |
0.9189 |
0.9189 |
0.9191 |
S1 |
0.9182 |
0.9182 |
0.9190 |
0.9186 |
S2 |
0.9171 |
0.9171 |
0.9189 |
|
S3 |
0.9153 |
0.9164 |
0.9187 |
|
S4 |
0.9135 |
0.9146 |
0.9182 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9426 |
0.9394 |
0.9239 |
|
R3 |
0.9341 |
0.9309 |
0.9215 |
|
R2 |
0.9256 |
0.9256 |
0.9208 |
|
R1 |
0.9224 |
0.9224 |
0.9200 |
0.9240 |
PP |
0.9171 |
0.9171 |
0.9171 |
0.9179 |
S1 |
0.9139 |
0.9139 |
0.9184 |
0.9155 |
S2 |
0.9086 |
0.9086 |
0.9176 |
|
S3 |
0.9001 |
0.9054 |
0.9169 |
|
S4 |
0.8916 |
0.8969 |
0.9145 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9203 |
0.9118 |
0.0085 |
0.9% |
0.0028 |
0.3% |
87% |
False |
False |
34,002 |
10 |
0.9203 |
0.9100 |
0.0103 |
1.1% |
0.0033 |
0.4% |
89% |
False |
False |
19,285 |
20 |
0.9216 |
0.9100 |
0.0116 |
1.3% |
0.0034 |
0.4% |
79% |
False |
False |
9,891 |
40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0035 |
0.4% |
87% |
False |
False |
5,179 |
60 |
0.9218 |
0.8834 |
0.0384 |
4.2% |
0.0039 |
0.4% |
93% |
False |
False |
3,552 |
80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
94% |
False |
False |
2,692 |
100 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0039 |
0.4% |
94% |
False |
False |
2,166 |
120 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0038 |
0.4% |
66% |
False |
False |
1,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9274 |
2.618 |
0.9244 |
1.618 |
0.9226 |
1.000 |
0.9215 |
0.618 |
0.9208 |
HIGH |
0.9197 |
0.618 |
0.9190 |
0.500 |
0.9188 |
0.382 |
0.9186 |
LOW |
0.9179 |
0.618 |
0.9168 |
1.000 |
0.9161 |
1.618 |
0.9150 |
2.618 |
0.9132 |
4.250 |
0.9103 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9191 |
0.9187 |
PP |
0.9189 |
0.9181 |
S1 |
0.9188 |
0.9176 |
|