CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9222 |
0.9279 |
0.0057 |
0.6% |
0.9191 |
| High |
0.9282 |
0.9312 |
0.0030 |
0.3% |
0.9282 |
| Low |
0.9218 |
0.9276 |
0.0058 |
0.6% |
0.9109 |
| Close |
0.9281 |
0.9304 |
0.0023 |
0.2% |
0.9281 |
| Range |
0.0064 |
0.0036 |
-0.0028 |
-43.8% |
0.0173 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
71,341 |
51,917 |
-19,424 |
-27.2% |
251,673 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9405 |
0.9391 |
0.9324 |
|
| R3 |
0.9369 |
0.9355 |
0.9314 |
|
| R2 |
0.9333 |
0.9333 |
0.9311 |
|
| R1 |
0.9319 |
0.9319 |
0.9307 |
0.9326 |
| PP |
0.9297 |
0.9297 |
0.9297 |
0.9301 |
| S1 |
0.9283 |
0.9283 |
0.9301 |
0.9290 |
| S2 |
0.9261 |
0.9261 |
0.9297 |
|
| S3 |
0.9225 |
0.9247 |
0.9294 |
|
| S4 |
0.9189 |
0.9211 |
0.9284 |
|
|
| 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 |
0.9312 |
0.9109 |
0.0203 |
2.2% |
0.0056 |
0.6% |
96% |
True |
False |
52,060 |
| 10 |
0.9312 |
0.9109 |
0.0203 |
2.2% |
0.0043 |
0.5% |
96% |
True |
False |
45,458 |
| 20 |
0.9312 |
0.9100 |
0.0212 |
2.3% |
0.0041 |
0.4% |
96% |
True |
False |
24,974 |
| 40 |
0.9312 |
0.9030 |
0.0282 |
3.0% |
0.0040 |
0.4% |
97% |
True |
False |
12,746 |
| 60 |
0.9312 |
0.8991 |
0.0321 |
3.5% |
0.0039 |
0.4% |
98% |
True |
False |
8,582 |
| 80 |
0.9312 |
0.8815 |
0.0497 |
5.3% |
0.0042 |
0.5% |
98% |
True |
False |
6,483 |
| 100 |
0.9312 |
0.8815 |
0.0497 |
5.3% |
0.0039 |
0.4% |
98% |
True |
False |
5,198 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.1% |
0.0039 |
0.4% |
85% |
False |
False |
4,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9465 |
|
2.618 |
0.9406 |
|
1.618 |
0.9370 |
|
1.000 |
0.9348 |
|
0.618 |
0.9334 |
|
HIGH |
0.9312 |
|
0.618 |
0.9298 |
|
0.500 |
0.9294 |
|
0.382 |
0.9290 |
|
LOW |
0.9276 |
|
0.618 |
0.9254 |
|
1.000 |
0.9240 |
|
1.618 |
0.9218 |
|
2.618 |
0.9182 |
|
4.250 |
0.9123 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9301 |
0.9285 |
| PP |
0.9297 |
0.9265 |
| S1 |
0.9294 |
0.9246 |
|