CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 11-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9333 |
0.9364 |
0.0031 |
0.3% |
0.9340 |
High |
0.9361 |
0.9384 |
0.0023 |
0.2% |
0.9345 |
Low |
0.9332 |
0.9364 |
0.0032 |
0.3% |
0.9286 |
Close |
0.9360 |
0.9375 |
0.0015 |
0.2% |
0.9314 |
Range |
0.0029 |
0.0020 |
-0.0009 |
-31.0% |
0.0059 |
ATR |
0.0028 |
0.0028 |
0.0000 |
-1.1% |
0.0000 |
Volume |
10 |
8 |
-2 |
-20.0% |
308 |
|
Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9434 |
0.9425 |
0.9386 |
|
R3 |
0.9414 |
0.9405 |
0.9381 |
|
R2 |
0.9394 |
0.9394 |
0.9379 |
|
R1 |
0.9385 |
0.9385 |
0.9377 |
0.9390 |
PP |
0.9374 |
0.9374 |
0.9374 |
0.9377 |
S1 |
0.9365 |
0.9365 |
0.9373 |
0.9370 |
S2 |
0.9354 |
0.9354 |
0.9371 |
|
S3 |
0.9334 |
0.9345 |
0.9370 |
|
S4 |
0.9314 |
0.9325 |
0.9364 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9492 |
0.9462 |
0.9346 |
|
R3 |
0.9433 |
0.9403 |
0.9330 |
|
R2 |
0.9374 |
0.9374 |
0.9325 |
|
R1 |
0.9344 |
0.9344 |
0.9319 |
0.9330 |
PP |
0.9315 |
0.9315 |
0.9315 |
0.9308 |
S1 |
0.9285 |
0.9285 |
0.9309 |
0.9271 |
S2 |
0.9256 |
0.9256 |
0.9303 |
|
S3 |
0.9197 |
0.9226 |
0.9298 |
|
S4 |
0.9138 |
0.9167 |
0.9282 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9469 |
2.618 |
0.9436 |
1.618 |
0.9416 |
1.000 |
0.9404 |
0.618 |
0.9396 |
HIGH |
0.9384 |
0.618 |
0.9376 |
0.500 |
0.9374 |
0.382 |
0.9372 |
LOW |
0.9364 |
0.618 |
0.9352 |
1.000 |
0.9344 |
1.618 |
0.9332 |
2.618 |
0.9312 |
4.250 |
0.9279 |
|
|
Fisher Pivots for day following 11-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9375 |
0.9366 |
PP |
0.9374 |
0.9356 |
S1 |
0.9374 |
0.9347 |
|