CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9279 |
0.9302 |
0.0023 |
0.2% |
0.9191 |
| High |
0.9312 |
0.9313 |
0.0001 |
0.0% |
0.9282 |
| Low |
0.9276 |
0.9287 |
0.0011 |
0.1% |
0.9109 |
| Close |
0.9304 |
0.9291 |
-0.0013 |
-0.1% |
0.9281 |
| Range |
0.0036 |
0.0026 |
-0.0010 |
-27.8% |
0.0173 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
51,917 |
43,560 |
-8,357 |
-16.1% |
251,673 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9375 |
0.9359 |
0.9305 |
|
| R3 |
0.9349 |
0.9333 |
0.9298 |
|
| R2 |
0.9323 |
0.9323 |
0.9296 |
|
| R1 |
0.9307 |
0.9307 |
0.9293 |
0.9302 |
| PP |
0.9297 |
0.9297 |
0.9297 |
0.9295 |
| S1 |
0.9281 |
0.9281 |
0.9289 |
0.9276 |
| S2 |
0.9271 |
0.9271 |
0.9286 |
|
| S3 |
0.9245 |
0.9255 |
0.9284 |
|
| S4 |
0.9219 |
0.9229 |
0.9277 |
|
|
| 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 |
0.9313 |
0.9109 |
0.0204 |
2.2% |
0.0056 |
0.6% |
89% |
True |
False |
54,440 |
| 10 |
0.9313 |
0.9109 |
0.0204 |
2.2% |
0.0043 |
0.5% |
89% |
True |
False |
47,386 |
| 20 |
0.9313 |
0.9100 |
0.0213 |
2.3% |
0.0040 |
0.4% |
90% |
True |
False |
27,128 |
| 40 |
0.9313 |
0.9043 |
0.0270 |
2.9% |
0.0040 |
0.4% |
92% |
True |
False |
13,831 |
| 60 |
0.9313 |
0.8999 |
0.0314 |
3.4% |
0.0039 |
0.4% |
93% |
True |
False |
9,295 |
| 80 |
0.9313 |
0.8815 |
0.0498 |
5.4% |
0.0042 |
0.5% |
96% |
True |
False |
7,026 |
| 100 |
0.9313 |
0.8815 |
0.0498 |
5.4% |
0.0040 |
0.4% |
96% |
True |
False |
5,633 |
| 120 |
0.9387 |
0.8815 |
0.0572 |
6.2% |
0.0040 |
0.4% |
83% |
False |
False |
4,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9424 |
|
2.618 |
0.9381 |
|
1.618 |
0.9355 |
|
1.000 |
0.9339 |
|
0.618 |
0.9329 |
|
HIGH |
0.9313 |
|
0.618 |
0.9303 |
|
0.500 |
0.9300 |
|
0.382 |
0.9297 |
|
LOW |
0.9287 |
|
0.618 |
0.9271 |
|
1.000 |
0.9261 |
|
1.618 |
0.9245 |
|
2.618 |
0.9219 |
|
4.250 |
0.9177 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9300 |
0.9283 |
| PP |
0.9297 |
0.9274 |
| S1 |
0.9294 |
0.9266 |
|