CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9165 |
0.9172 |
0.0007 |
0.1% |
0.9107 |
| High |
0.9182 |
0.9175 |
-0.0007 |
-0.1% |
0.9182 |
| Low |
0.9165 |
0.9161 |
-0.0004 |
0.0% |
0.9107 |
| Close |
0.9172 |
0.9172 |
0.0000 |
0.0% |
0.9172 |
| Range |
0.0017 |
0.0014 |
-0.0003 |
-17.6% |
0.0075 |
| ATR |
0.0030 |
0.0029 |
-0.0001 |
-3.9% |
0.0000 |
| Volume |
142 |
265 |
123 |
86.6% |
1,079 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9211 |
0.9206 |
0.9180 |
|
| R3 |
0.9197 |
0.9192 |
0.9176 |
|
| R2 |
0.9183 |
0.9183 |
0.9175 |
|
| R1 |
0.9178 |
0.9178 |
0.9173 |
0.9179 |
| PP |
0.9169 |
0.9169 |
0.9169 |
0.9170 |
| S1 |
0.9164 |
0.9164 |
0.9171 |
0.9165 |
| S2 |
0.9155 |
0.9155 |
0.9169 |
|
| S3 |
0.9141 |
0.9150 |
0.9168 |
|
| S4 |
0.9127 |
0.9136 |
0.9164 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9379 |
0.9350 |
0.9213 |
|
| R3 |
0.9304 |
0.9275 |
0.9193 |
|
| R2 |
0.9229 |
0.9229 |
0.9186 |
|
| R1 |
0.9200 |
0.9200 |
0.9179 |
0.9215 |
| PP |
0.9154 |
0.9154 |
0.9154 |
0.9161 |
| S1 |
0.9125 |
0.9125 |
0.9165 |
0.9140 |
| S2 |
0.9079 |
0.9079 |
0.9158 |
|
| S3 |
0.9004 |
0.9050 |
0.9151 |
|
| S4 |
0.8929 |
0.8975 |
0.9131 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9182 |
0.9107 |
0.0075 |
0.8% |
0.0021 |
0.2% |
87% |
False |
False |
215 |
| 10 |
0.9182 |
0.9085 |
0.0097 |
1.1% |
0.0020 |
0.2% |
90% |
False |
False |
145 |
| 20 |
0.9195 |
0.9085 |
0.0110 |
1.2% |
0.0023 |
0.2% |
79% |
False |
False |
138 |
| 40 |
0.9195 |
0.8999 |
0.0196 |
2.1% |
0.0022 |
0.2% |
88% |
False |
False |
97 |
| 60 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0025 |
0.3% |
94% |
False |
False |
80 |
| 80 |
0.9195 |
0.8831 |
0.0364 |
4.0% |
0.0029 |
0.3% |
94% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9235 |
|
2.618 |
0.9212 |
|
1.618 |
0.9198 |
|
1.000 |
0.9189 |
|
0.618 |
0.9184 |
|
HIGH |
0.9175 |
|
0.618 |
0.9170 |
|
0.500 |
0.9168 |
|
0.382 |
0.9166 |
|
LOW |
0.9161 |
|
0.618 |
0.9152 |
|
1.000 |
0.9147 |
|
1.618 |
0.9138 |
|
2.618 |
0.9124 |
|
4.250 |
0.9102 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9171 |
0.9168 |
| PP |
0.9169 |
0.9163 |
| S1 |
0.9168 |
0.9159 |
|