CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9187 |
0.9207 |
0.0020 |
0.2% |
0.9130 |
| High |
0.9210 |
0.9231 |
0.0021 |
0.2% |
0.9203 |
| Low |
0.9109 |
0.9180 |
0.0071 |
0.8% |
0.9118 |
| Close |
0.9180 |
0.9219 |
0.0039 |
0.4% |
0.9192 |
| Range |
0.0101 |
0.0051 |
-0.0050 |
-49.5% |
0.0085 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
2.0% |
0.0000 |
| Volume |
50,099 |
55,283 |
5,184 |
10.3% |
170,014 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9363 |
0.9342 |
0.9247 |
|
| R3 |
0.9312 |
0.9291 |
0.9233 |
|
| R2 |
0.9261 |
0.9261 |
0.9228 |
|
| R1 |
0.9240 |
0.9240 |
0.9224 |
0.9251 |
| PP |
0.9210 |
0.9210 |
0.9210 |
0.9215 |
| S1 |
0.9189 |
0.9189 |
0.9214 |
0.9200 |
| S2 |
0.9159 |
0.9159 |
0.9210 |
|
| S3 |
0.9108 |
0.9138 |
0.9205 |
|
| S4 |
0.9057 |
0.9087 |
0.9191 |
|
|
| 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 |
0.9231 |
0.9109 |
0.0122 |
1.3% |
0.0048 |
0.5% |
90% |
True |
False |
44,549 |
| 10 |
0.9231 |
0.9109 |
0.0122 |
1.3% |
0.0039 |
0.4% |
90% |
True |
False |
35,374 |
| 20 |
0.9231 |
0.9100 |
0.0131 |
1.4% |
0.0039 |
0.4% |
91% |
True |
False |
18,849 |
| 40 |
0.9231 |
0.9025 |
0.0206 |
2.2% |
0.0038 |
0.4% |
94% |
True |
False |
9,676 |
| 60 |
0.9231 |
0.8919 |
0.0312 |
3.4% |
0.0040 |
0.4% |
96% |
True |
False |
6,540 |
| 80 |
0.9231 |
0.8815 |
0.0416 |
4.5% |
0.0042 |
0.5% |
97% |
True |
False |
4,943 |
| 100 |
0.9231 |
0.8815 |
0.0416 |
4.5% |
0.0039 |
0.4% |
97% |
True |
False |
3,966 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0039 |
0.4% |
71% |
False |
False |
3,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9448 |
|
2.618 |
0.9365 |
|
1.618 |
0.9314 |
|
1.000 |
0.9282 |
|
0.618 |
0.9263 |
|
HIGH |
0.9231 |
|
0.618 |
0.9212 |
|
0.500 |
0.9206 |
|
0.382 |
0.9199 |
|
LOW |
0.9180 |
|
0.618 |
0.9148 |
|
1.000 |
0.9129 |
|
1.618 |
0.9097 |
|
2.618 |
0.9046 |
|
4.250 |
0.8963 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9215 |
0.9203 |
| PP |
0.9210 |
0.9186 |
| S1 |
0.9206 |
0.9170 |
|