CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9287 |
0.9310 |
0.0023 |
0.2% |
0.9191 |
| High |
0.9314 |
0.9343 |
0.0029 |
0.3% |
0.9282 |
| Low |
0.9282 |
0.9305 |
0.0023 |
0.2% |
0.9109 |
| Close |
0.9305 |
0.9340 |
0.0035 |
0.4% |
0.9281 |
| Range |
0.0032 |
0.0038 |
0.0006 |
18.8% |
0.0173 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
43,278 |
45,107 |
1,829 |
4.2% |
251,673 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9443 |
0.9430 |
0.9361 |
|
| R3 |
0.9405 |
0.9392 |
0.9350 |
|
| R2 |
0.9367 |
0.9367 |
0.9347 |
|
| R1 |
0.9354 |
0.9354 |
0.9343 |
0.9361 |
| PP |
0.9329 |
0.9329 |
0.9329 |
0.9333 |
| S1 |
0.9316 |
0.9316 |
0.9337 |
0.9323 |
| S2 |
0.9291 |
0.9291 |
0.9333 |
|
| S3 |
0.9253 |
0.9278 |
0.9330 |
|
| S4 |
0.9215 |
0.9240 |
0.9319 |
|
|
| 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 |
0.9343 |
0.9218 |
0.0125 |
1.3% |
0.0039 |
0.4% |
98% |
True |
False |
51,040 |
| 10 |
0.9343 |
0.9109 |
0.0234 |
2.5% |
0.0043 |
0.5% |
99% |
True |
False |
47,795 |
| 20 |
0.9343 |
0.9100 |
0.0243 |
2.6% |
0.0040 |
0.4% |
99% |
True |
False |
31,467 |
| 40 |
0.9343 |
0.9046 |
0.0297 |
3.2% |
0.0040 |
0.4% |
99% |
True |
False |
16,025 |
| 60 |
0.9343 |
0.9018 |
0.0325 |
3.5% |
0.0038 |
0.4% |
99% |
True |
False |
10,756 |
| 80 |
0.9343 |
0.8815 |
0.0528 |
5.7% |
0.0042 |
0.5% |
99% |
True |
False |
8,130 |
| 100 |
0.9343 |
0.8815 |
0.0528 |
5.7% |
0.0039 |
0.4% |
99% |
True |
False |
6,515 |
| 120 |
0.9343 |
0.8815 |
0.0528 |
5.7% |
0.0039 |
0.4% |
99% |
True |
False |
5,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9505 |
|
2.618 |
0.9442 |
|
1.618 |
0.9404 |
|
1.000 |
0.9381 |
|
0.618 |
0.9366 |
|
HIGH |
0.9343 |
|
0.618 |
0.9328 |
|
0.500 |
0.9324 |
|
0.382 |
0.9320 |
|
LOW |
0.9305 |
|
0.618 |
0.9282 |
|
1.000 |
0.9267 |
|
1.618 |
0.9244 |
|
2.618 |
0.9206 |
|
4.250 |
0.9144 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9335 |
0.9331 |
| PP |
0.9329 |
0.9322 |
| S1 |
0.9324 |
0.9313 |
|