CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9302 |
0.9287 |
-0.0015 |
-0.2% |
0.9191 |
| High |
0.9313 |
0.9314 |
0.0001 |
0.0% |
0.9282 |
| Low |
0.9287 |
0.9282 |
-0.0005 |
-0.1% |
0.9109 |
| Close |
0.9291 |
0.9305 |
0.0014 |
0.2% |
0.9281 |
| Range |
0.0026 |
0.0032 |
0.0006 |
23.1% |
0.0173 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
43,560 |
43,278 |
-282 |
-0.6% |
251,673 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9396 |
0.9383 |
0.9323 |
|
| R3 |
0.9364 |
0.9351 |
0.9314 |
|
| R2 |
0.9332 |
0.9332 |
0.9311 |
|
| R1 |
0.9319 |
0.9319 |
0.9308 |
0.9326 |
| PP |
0.9300 |
0.9300 |
0.9300 |
0.9304 |
| S1 |
0.9287 |
0.9287 |
0.9302 |
0.9294 |
| S2 |
0.9268 |
0.9268 |
0.9299 |
|
| S3 |
0.9236 |
0.9255 |
0.9296 |
|
| S4 |
0.9204 |
0.9223 |
0.9287 |
|
|
| 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 |
0.9314 |
0.9180 |
0.0134 |
1.4% |
0.0042 |
0.4% |
93% |
True |
False |
53,075 |
| 10 |
0.9314 |
0.9109 |
0.0205 |
2.2% |
0.0042 |
0.5% |
96% |
True |
False |
48,248 |
| 20 |
0.9314 |
0.9100 |
0.0214 |
2.3% |
0.0040 |
0.4% |
96% |
True |
False |
29,278 |
| 40 |
0.9314 |
0.9046 |
0.0268 |
2.9% |
0.0039 |
0.4% |
97% |
True |
False |
14,909 |
| 60 |
0.9314 |
0.8999 |
0.0315 |
3.4% |
0.0038 |
0.4% |
97% |
True |
False |
10,010 |
| 80 |
0.9314 |
0.8815 |
0.0499 |
5.4% |
0.0042 |
0.5% |
98% |
True |
False |
7,567 |
| 100 |
0.9314 |
0.8815 |
0.0499 |
5.4% |
0.0039 |
0.4% |
98% |
True |
False |
6,066 |
| 120 |
0.9371 |
0.8815 |
0.0556 |
6.0% |
0.0039 |
0.4% |
88% |
False |
False |
5,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9450 |
|
2.618 |
0.9398 |
|
1.618 |
0.9366 |
|
1.000 |
0.9346 |
|
0.618 |
0.9334 |
|
HIGH |
0.9314 |
|
0.618 |
0.9302 |
|
0.500 |
0.9298 |
|
0.382 |
0.9294 |
|
LOW |
0.9282 |
|
0.618 |
0.9262 |
|
1.000 |
0.9250 |
|
1.618 |
0.9230 |
|
2.618 |
0.9198 |
|
4.250 |
0.9146 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9303 |
0.9302 |
| PP |
0.9300 |
0.9298 |
| S1 |
0.9298 |
0.9295 |
|