CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9091 |
0.9109 |
0.0018 |
0.2% |
0.9140 |
| High |
0.9116 |
0.9116 |
0.0000 |
0.0% |
0.9140 |
| Low |
0.9085 |
0.9100 |
0.0015 |
0.2% |
0.9085 |
| Close |
0.9110 |
0.9107 |
-0.0003 |
0.0% |
0.9107 |
| Range |
0.0031 |
0.0016 |
-0.0015 |
-48.4% |
0.0055 |
| ATR |
0.0033 |
0.0032 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
146 |
48 |
-98 |
-67.1% |
377 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9156 |
0.9147 |
0.9116 |
|
| R3 |
0.9140 |
0.9131 |
0.9111 |
|
| R2 |
0.9124 |
0.9124 |
0.9110 |
|
| R1 |
0.9115 |
0.9115 |
0.9108 |
0.9112 |
| PP |
0.9108 |
0.9108 |
0.9108 |
0.9106 |
| S1 |
0.9099 |
0.9099 |
0.9106 |
0.9096 |
| S2 |
0.9092 |
0.9092 |
0.9104 |
|
| S3 |
0.9076 |
0.9083 |
0.9103 |
|
| S4 |
0.9060 |
0.9067 |
0.9098 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9276 |
0.9246 |
0.9137 |
|
| R3 |
0.9221 |
0.9191 |
0.9122 |
|
| R2 |
0.9166 |
0.9166 |
0.9117 |
|
| R1 |
0.9136 |
0.9136 |
0.9112 |
0.9124 |
| PP |
0.9111 |
0.9111 |
0.9111 |
0.9104 |
| S1 |
0.9081 |
0.9081 |
0.9102 |
0.9069 |
| S2 |
0.9056 |
0.9056 |
0.9097 |
|
| S3 |
0.9001 |
0.9026 |
0.9092 |
|
| S4 |
0.8946 |
0.8971 |
0.9077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9140 |
0.9085 |
0.0055 |
0.6% |
0.0019 |
0.2% |
40% |
False |
False |
75 |
| 10 |
0.9195 |
0.9085 |
0.0110 |
1.2% |
0.0027 |
0.3% |
20% |
False |
False |
126 |
| 20 |
0.9195 |
0.9085 |
0.0110 |
1.2% |
0.0024 |
0.3% |
20% |
False |
False |
101 |
| 40 |
0.9195 |
0.8999 |
0.0196 |
2.2% |
0.0023 |
0.2% |
55% |
False |
False |
74 |
| 60 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0028 |
0.3% |
76% |
False |
False |
68 |
| 80 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0031 |
0.3% |
76% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9184 |
|
2.618 |
0.9158 |
|
1.618 |
0.9142 |
|
1.000 |
0.9132 |
|
0.618 |
0.9126 |
|
HIGH |
0.9116 |
|
0.618 |
0.9110 |
|
0.500 |
0.9108 |
|
0.382 |
0.9106 |
|
LOW |
0.9100 |
|
0.618 |
0.9090 |
|
1.000 |
0.9084 |
|
1.618 |
0.9074 |
|
2.618 |
0.9058 |
|
4.250 |
0.9032 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9108 |
0.9105 |
| PP |
0.9108 |
0.9103 |
| S1 |
0.9107 |
0.9101 |
|