CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9195 |
0.9140 |
-0.0055 |
-0.6% |
0.9168 |
| High |
0.9195 |
0.9140 |
-0.0055 |
-0.6% |
0.9195 |
| Low |
0.9145 |
0.9125 |
-0.0020 |
-0.2% |
0.9144 |
| Close |
0.9179 |
0.9130 |
-0.0049 |
-0.5% |
0.9179 |
| Range |
0.0050 |
0.0015 |
-0.0035 |
-70.0% |
0.0051 |
| ATR |
0.0033 |
0.0035 |
0.0001 |
4.5% |
0.0000 |
| Volume |
298 |
23 |
-275 |
-92.3% |
783 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9177 |
0.9168 |
0.9138 |
|
| R3 |
0.9162 |
0.9153 |
0.9134 |
|
| R2 |
0.9147 |
0.9147 |
0.9133 |
|
| R1 |
0.9138 |
0.9138 |
0.9131 |
0.9135 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9130 |
| S1 |
0.9123 |
0.9123 |
0.9129 |
0.9120 |
| S2 |
0.9117 |
0.9117 |
0.9127 |
|
| S3 |
0.9102 |
0.9108 |
0.9126 |
|
| S4 |
0.9087 |
0.9093 |
0.9122 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9326 |
0.9303 |
0.9207 |
|
| R3 |
0.9275 |
0.9252 |
0.9193 |
|
| R2 |
0.9224 |
0.9224 |
0.9188 |
|
| R1 |
0.9201 |
0.9201 |
0.9184 |
0.9213 |
| PP |
0.9173 |
0.9173 |
0.9173 |
0.9178 |
| S1 |
0.9150 |
0.9150 |
0.9174 |
0.9162 |
| S2 |
0.9122 |
0.9122 |
0.9170 |
|
| S3 |
0.9071 |
0.9099 |
0.9165 |
|
| S4 |
0.9020 |
0.9048 |
0.9151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9195 |
0.9125 |
0.0070 |
0.8% |
0.0030 |
0.3% |
7% |
False |
True |
161 |
| 10 |
0.9195 |
0.9097 |
0.0098 |
1.1% |
0.0026 |
0.3% |
34% |
False |
False |
130 |
| 20 |
0.9195 |
0.9076 |
0.0119 |
1.3% |
0.0027 |
0.3% |
45% |
False |
False |
93 |
| 40 |
0.9195 |
0.8999 |
0.0196 |
2.1% |
0.0024 |
0.3% |
67% |
False |
False |
68 |
| 60 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0029 |
0.3% |
82% |
False |
False |
66 |
| 80 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0031 |
0.3% |
82% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9204 |
|
2.618 |
0.9179 |
|
1.618 |
0.9164 |
|
1.000 |
0.9155 |
|
0.618 |
0.9149 |
|
HIGH |
0.9140 |
|
0.618 |
0.9134 |
|
0.500 |
0.9133 |
|
0.382 |
0.9131 |
|
LOW |
0.9125 |
|
0.618 |
0.9116 |
|
1.000 |
0.9110 |
|
1.618 |
0.9101 |
|
2.618 |
0.9086 |
|
4.250 |
0.9061 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9133 |
0.9160 |
| PP |
0.9132 |
0.9150 |
| S1 |
0.9131 |
0.9140 |
|