CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9109 |
0.9107 |
-0.0002 |
0.0% |
0.9140 |
High |
0.9116 |
0.9129 |
0.0013 |
0.1% |
0.9140 |
Low |
0.9100 |
0.9107 |
0.0007 |
0.1% |
0.9085 |
Close |
0.9107 |
0.9122 |
0.0015 |
0.2% |
0.9107 |
Range |
0.0016 |
0.0022 |
0.0006 |
37.5% |
0.0055 |
ATR |
0.0032 |
0.0031 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
48 |
43 |
-5 |
-10.4% |
377 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9185 |
0.9176 |
0.9134 |
|
R3 |
0.9163 |
0.9154 |
0.9128 |
|
R2 |
0.9141 |
0.9141 |
0.9126 |
|
R1 |
0.9132 |
0.9132 |
0.9124 |
0.9137 |
PP |
0.9119 |
0.9119 |
0.9119 |
0.9122 |
S1 |
0.9110 |
0.9110 |
0.9120 |
0.9115 |
S2 |
0.9097 |
0.9097 |
0.9118 |
|
S3 |
0.9075 |
0.9088 |
0.9116 |
|
S4 |
0.9053 |
0.9066 |
0.9110 |
|
|
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 |
0.9130 |
0.9085 |
0.0045 |
0.5% |
0.0021 |
0.2% |
82% |
False |
False |
79 |
10 |
0.9195 |
0.9085 |
0.0110 |
1.2% |
0.0025 |
0.3% |
34% |
False |
False |
120 |
20 |
0.9195 |
0.9085 |
0.0110 |
1.2% |
0.0022 |
0.2% |
34% |
False |
False |
102 |
40 |
0.9195 |
0.8999 |
0.0196 |
2.1% |
0.0022 |
0.2% |
63% |
False |
False |
74 |
60 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0027 |
0.3% |
80% |
False |
False |
68 |
80 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0030 |
0.3% |
80% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9223 |
2.618 |
0.9187 |
1.618 |
0.9165 |
1.000 |
0.9151 |
0.618 |
0.9143 |
HIGH |
0.9129 |
0.618 |
0.9121 |
0.500 |
0.9118 |
0.382 |
0.9115 |
LOW |
0.9107 |
0.618 |
0.9093 |
1.000 |
0.9085 |
1.618 |
0.9071 |
2.618 |
0.9049 |
4.250 |
0.9014 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9121 |
0.9117 |
PP |
0.9119 |
0.9112 |
S1 |
0.9118 |
0.9107 |
|