CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9191 |
0.9201 |
0.0010 |
0.1% |
0.9130 |
| High |
0.9209 |
0.9203 |
-0.0006 |
-0.1% |
0.9203 |
| Low |
0.9169 |
0.9175 |
0.0006 |
0.1% |
0.9118 |
| Close |
0.9195 |
0.9182 |
-0.0013 |
-0.1% |
0.9192 |
| Range |
0.0040 |
0.0028 |
-0.0012 |
-30.0% |
0.0085 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
43,286 |
31,664 |
-11,622 |
-26.8% |
170,014 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9271 |
0.9254 |
0.9197 |
|
| R3 |
0.9243 |
0.9226 |
0.9190 |
|
| R2 |
0.9215 |
0.9215 |
0.9187 |
|
| R1 |
0.9198 |
0.9198 |
0.9185 |
0.9193 |
| PP |
0.9187 |
0.9187 |
0.9187 |
0.9184 |
| S1 |
0.9170 |
0.9170 |
0.9179 |
0.9165 |
| S2 |
0.9159 |
0.9159 |
0.9177 |
|
| S3 |
0.9131 |
0.9142 |
0.9174 |
|
| S4 |
0.9103 |
0.9114 |
0.9167 |
|
|
| 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 |
0.9209 |
0.9148 |
0.0061 |
0.7% |
0.0030 |
0.3% |
56% |
False |
False |
40,333 |
| 10 |
0.9209 |
0.9100 |
0.0109 |
1.2% |
0.0032 |
0.3% |
75% |
False |
False |
26,459 |
| 20 |
0.9216 |
0.9100 |
0.0116 |
1.3% |
0.0035 |
0.4% |
71% |
False |
False |
13,598 |
| 40 |
0.9218 |
0.9018 |
0.0200 |
2.2% |
0.0036 |
0.4% |
82% |
False |
False |
7,045 |
| 60 |
0.9218 |
0.8865 |
0.0353 |
3.8% |
0.0039 |
0.4% |
90% |
False |
False |
4,788 |
| 80 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0040 |
0.4% |
91% |
False |
False |
3,628 |
| 100 |
0.9218 |
0.8815 |
0.0403 |
4.4% |
0.0038 |
0.4% |
91% |
False |
False |
2,914 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0038 |
0.4% |
64% |
False |
False |
2,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9322 |
|
2.618 |
0.9276 |
|
1.618 |
0.9248 |
|
1.000 |
0.9231 |
|
0.618 |
0.9220 |
|
HIGH |
0.9203 |
|
0.618 |
0.9192 |
|
0.500 |
0.9189 |
|
0.382 |
0.9186 |
|
LOW |
0.9175 |
|
0.618 |
0.9158 |
|
1.000 |
0.9147 |
|
1.618 |
0.9130 |
|
2.618 |
0.9102 |
|
4.250 |
0.9056 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9189 |
0.9189 |
| PP |
0.9187 |
0.9187 |
| S1 |
0.9184 |
0.9184 |
|