CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9207 |
0.9222 |
0.0015 |
0.2% |
0.9191 |
| High |
0.9231 |
0.9282 |
0.0051 |
0.6% |
0.9282 |
| Low |
0.9180 |
0.9218 |
0.0038 |
0.4% |
0.9109 |
| Close |
0.9219 |
0.9281 |
0.0062 |
0.7% |
0.9281 |
| Range |
0.0051 |
0.0064 |
0.0013 |
25.5% |
0.0173 |
| ATR |
0.0041 |
0.0042 |
0.0002 |
4.1% |
0.0000 |
| Volume |
55,283 |
71,341 |
16,058 |
29.0% |
251,673 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9452 |
0.9431 |
0.9316 |
|
| R3 |
0.9388 |
0.9367 |
0.9299 |
|
| R2 |
0.9324 |
0.9324 |
0.9293 |
|
| R1 |
0.9303 |
0.9303 |
0.9287 |
0.9314 |
| PP |
0.9260 |
0.9260 |
0.9260 |
0.9266 |
| S1 |
0.9239 |
0.9239 |
0.9275 |
0.9250 |
| S2 |
0.9196 |
0.9196 |
0.9269 |
|
| S3 |
0.9132 |
0.9175 |
0.9263 |
|
| S4 |
0.9068 |
0.9111 |
0.9246 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9743 |
0.9685 |
0.9376 |
|
| R3 |
0.9570 |
0.9512 |
0.9329 |
|
| R2 |
0.9397 |
0.9397 |
0.9313 |
|
| R1 |
0.9339 |
0.9339 |
0.9297 |
0.9368 |
| PP |
0.9224 |
0.9224 |
0.9224 |
0.9239 |
| S1 |
0.9166 |
0.9166 |
0.9265 |
0.9195 |
| S2 |
0.9051 |
0.9051 |
0.9249 |
|
| S3 |
0.8878 |
0.8993 |
0.9233 |
|
| S4 |
0.8705 |
0.8820 |
0.9186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9282 |
0.9109 |
0.0173 |
1.9% |
0.0057 |
0.6% |
99% |
True |
False |
50,334 |
| 10 |
0.9282 |
0.9109 |
0.0173 |
1.9% |
0.0043 |
0.5% |
99% |
True |
False |
42,168 |
| 20 |
0.9282 |
0.9100 |
0.0182 |
2.0% |
0.0041 |
0.4% |
99% |
True |
False |
22,397 |
| 40 |
0.9282 |
0.9025 |
0.0257 |
2.8% |
0.0040 |
0.4% |
100% |
True |
False |
11,452 |
| 60 |
0.9282 |
0.8968 |
0.0314 |
3.4% |
0.0040 |
0.4% |
100% |
True |
False |
7,723 |
| 80 |
0.9282 |
0.8815 |
0.0467 |
5.0% |
0.0042 |
0.5% |
100% |
True |
False |
5,835 |
| 100 |
0.9282 |
0.8815 |
0.0467 |
5.0% |
0.0039 |
0.4% |
100% |
True |
False |
4,679 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0040 |
0.4% |
81% |
False |
False |
3,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9554 |
|
2.618 |
0.9450 |
|
1.618 |
0.9386 |
|
1.000 |
0.9346 |
|
0.618 |
0.9322 |
|
HIGH |
0.9282 |
|
0.618 |
0.9258 |
|
0.500 |
0.9250 |
|
0.382 |
0.9242 |
|
LOW |
0.9218 |
|
0.618 |
0.9178 |
|
1.000 |
0.9154 |
|
1.618 |
0.9114 |
|
2.618 |
0.9050 |
|
4.250 |
0.8946 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9271 |
0.9253 |
| PP |
0.9260 |
0.9224 |
| S1 |
0.9250 |
0.9196 |
|