CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9310 |
0.9335 |
0.0025 |
0.3% |
0.9279 |
| High |
0.9343 |
0.9364 |
0.0021 |
0.2% |
0.9364 |
| Low |
0.9305 |
0.9331 |
0.0026 |
0.3% |
0.9276 |
| Close |
0.9340 |
0.9363 |
0.0023 |
0.2% |
0.9363 |
| Range |
0.0038 |
0.0033 |
-0.0005 |
-13.2% |
0.0088 |
| ATR |
0.0040 |
0.0040 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
45,107 |
48,807 |
3,700 |
8.2% |
232,669 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9452 |
0.9440 |
0.9381 |
|
| R3 |
0.9419 |
0.9407 |
0.9372 |
|
| R2 |
0.9386 |
0.9386 |
0.9369 |
|
| R1 |
0.9374 |
0.9374 |
0.9366 |
0.9380 |
| PP |
0.9353 |
0.9353 |
0.9353 |
0.9356 |
| S1 |
0.9341 |
0.9341 |
0.9360 |
0.9347 |
| S2 |
0.9320 |
0.9320 |
0.9357 |
|
| S3 |
0.9287 |
0.9308 |
0.9354 |
|
| S4 |
0.9254 |
0.9275 |
0.9345 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9598 |
0.9569 |
0.9411 |
|
| R3 |
0.9510 |
0.9481 |
0.9387 |
|
| R2 |
0.9422 |
0.9422 |
0.9379 |
|
| R1 |
0.9393 |
0.9393 |
0.9371 |
0.9408 |
| PP |
0.9334 |
0.9334 |
0.9334 |
0.9342 |
| S1 |
0.9305 |
0.9305 |
0.9355 |
0.9320 |
| S2 |
0.9246 |
0.9246 |
0.9347 |
|
| S3 |
0.9158 |
0.9217 |
0.9339 |
|
| S4 |
0.9070 |
0.9129 |
0.9315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9364 |
0.9276 |
0.0088 |
0.9% |
0.0033 |
0.4% |
99% |
True |
False |
46,533 |
| 10 |
0.9364 |
0.9109 |
0.0255 |
2.7% |
0.0045 |
0.5% |
100% |
True |
False |
48,434 |
| 20 |
0.9364 |
0.9100 |
0.0264 |
2.8% |
0.0039 |
0.4% |
100% |
True |
False |
33,859 |
| 40 |
0.9364 |
0.9046 |
0.0318 |
3.4% |
0.0040 |
0.4% |
100% |
True |
False |
17,239 |
| 60 |
0.9364 |
0.9018 |
0.0346 |
3.7% |
0.0038 |
0.4% |
100% |
True |
False |
11,566 |
| 80 |
0.9364 |
0.8815 |
0.0549 |
5.9% |
0.0042 |
0.5% |
100% |
True |
False |
8,740 |
| 100 |
0.9364 |
0.8815 |
0.0549 |
5.9% |
0.0039 |
0.4% |
100% |
True |
False |
7,003 |
| 120 |
0.9364 |
0.8815 |
0.0549 |
5.9% |
0.0040 |
0.4% |
100% |
True |
False |
5,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9504 |
|
2.618 |
0.9450 |
|
1.618 |
0.9417 |
|
1.000 |
0.9397 |
|
0.618 |
0.9384 |
|
HIGH |
0.9364 |
|
0.618 |
0.9351 |
|
0.500 |
0.9348 |
|
0.382 |
0.9344 |
|
LOW |
0.9331 |
|
0.618 |
0.9311 |
|
1.000 |
0.9298 |
|
1.618 |
0.9278 |
|
2.618 |
0.9245 |
|
4.250 |
0.9191 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9358 |
0.9350 |
| PP |
0.9353 |
0.9336 |
| S1 |
0.9348 |
0.9323 |
|