CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9259 |
0.9277 |
0.0018 |
0.2% |
0.9170 |
| High |
0.9291 |
0.9289 |
-0.0002 |
0.0% |
0.9262 |
| Low |
0.9259 |
0.9265 |
0.0006 |
0.1% |
0.9110 |
| Close |
0.9283 |
0.9270 |
-0.0013 |
-0.1% |
0.9260 |
| Range |
0.0032 |
0.0024 |
-0.0008 |
-25.0% |
0.0152 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
528 |
219 |
-309 |
-58.5% |
1,627 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9347 |
0.9332 |
0.9283 |
|
| R3 |
0.9323 |
0.9308 |
0.9277 |
|
| R2 |
0.9299 |
0.9299 |
0.9274 |
|
| R1 |
0.9284 |
0.9284 |
0.9272 |
0.9280 |
| PP |
0.9275 |
0.9275 |
0.9275 |
0.9272 |
| S1 |
0.9260 |
0.9260 |
0.9268 |
0.9256 |
| S2 |
0.9251 |
0.9251 |
0.9266 |
|
| S3 |
0.9227 |
0.9236 |
0.9263 |
|
| S4 |
0.9203 |
0.9212 |
0.9257 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9667 |
0.9615 |
0.9344 |
|
| R3 |
0.9515 |
0.9463 |
0.9302 |
|
| R2 |
0.9363 |
0.9363 |
0.9288 |
|
| R1 |
0.9311 |
0.9311 |
0.9274 |
0.9337 |
| PP |
0.9211 |
0.9211 |
0.9211 |
0.9224 |
| S1 |
0.9159 |
0.9159 |
0.9246 |
0.9185 |
| S2 |
0.9059 |
0.9059 |
0.9232 |
|
| S3 |
0.8907 |
0.9007 |
0.9218 |
|
| S4 |
0.8755 |
0.8855 |
0.9176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9291 |
0.9110 |
0.0181 |
2.0% |
0.0043 |
0.5% |
88% |
False |
False |
337 |
| 10 |
0.9291 |
0.9110 |
0.0181 |
2.0% |
0.0032 |
0.3% |
88% |
False |
False |
301 |
| 20 |
0.9291 |
0.9085 |
0.0206 |
2.2% |
0.0029 |
0.3% |
90% |
False |
False |
220 |
| 40 |
0.9291 |
0.9051 |
0.0240 |
2.6% |
0.0026 |
0.3% |
91% |
False |
False |
147 |
| 60 |
0.9291 |
0.8990 |
0.0301 |
3.2% |
0.0025 |
0.3% |
93% |
False |
False |
113 |
| 80 |
0.9291 |
0.8831 |
0.0460 |
5.0% |
0.0029 |
0.3% |
95% |
False |
False |
99 |
| 100 |
0.9291 |
0.8831 |
0.0460 |
5.0% |
0.0031 |
0.3% |
95% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9391 |
|
2.618 |
0.9352 |
|
1.618 |
0.9328 |
|
1.000 |
0.9313 |
|
0.618 |
0.9304 |
|
HIGH |
0.9289 |
|
0.618 |
0.9280 |
|
0.500 |
0.9277 |
|
0.382 |
0.9274 |
|
LOW |
0.9265 |
|
0.618 |
0.9250 |
|
1.000 |
0.9241 |
|
1.618 |
0.9226 |
|
2.618 |
0.9202 |
|
4.250 |
0.9163 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9277 |
0.9262 |
| PP |
0.9275 |
0.9253 |
| S1 |
0.9272 |
0.9245 |
|