CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9323 |
0.9383 |
0.0060 |
0.6% |
0.9319 |
High |
0.9377 |
0.9383 |
0.0006 |
0.1% |
0.9384 |
Low |
0.9323 |
0.9383 |
0.0060 |
0.6% |
0.9310 |
Close |
0.9377 |
0.9383 |
0.0006 |
0.1% |
0.9377 |
Range |
0.0054 |
0.0000 |
-0.0054 |
-100.0% |
0.0074 |
ATR |
0.0031 |
0.0029 |
-0.0002 |
-5.7% |
0.0000 |
Volume |
166 |
21 |
-145 |
-87.3% |
228 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9383 |
0.9383 |
0.9383 |
|
R3 |
0.9383 |
0.9383 |
0.9383 |
|
R2 |
0.9383 |
0.9383 |
0.9383 |
|
R1 |
0.9383 |
0.9383 |
0.9383 |
0.9383 |
PP |
0.9383 |
0.9383 |
0.9383 |
0.9383 |
S1 |
0.9383 |
0.9383 |
0.9383 |
0.9383 |
S2 |
0.9383 |
0.9383 |
0.9383 |
|
S3 |
0.9383 |
0.9383 |
0.9383 |
|
S4 |
0.9383 |
0.9383 |
0.9383 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9579 |
0.9552 |
0.9418 |
|
R3 |
0.9505 |
0.9478 |
0.9397 |
|
R2 |
0.9431 |
0.9431 |
0.9391 |
|
R1 |
0.9404 |
0.9404 |
0.9384 |
0.9418 |
PP |
0.9357 |
0.9357 |
0.9357 |
0.9364 |
S1 |
0.9330 |
0.9330 |
0.9370 |
0.9344 |
S2 |
0.9283 |
0.9283 |
0.9363 |
|
S3 |
0.9209 |
0.9256 |
0.9357 |
|
S4 |
0.9135 |
0.9182 |
0.9336 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9383 |
2.618 |
0.9383 |
1.618 |
0.9383 |
1.000 |
0.9383 |
0.618 |
0.9383 |
HIGH |
0.9383 |
0.618 |
0.9383 |
0.500 |
0.9383 |
0.382 |
0.9383 |
LOW |
0.9383 |
0.618 |
0.9383 |
1.000 |
0.9383 |
1.618 |
0.9383 |
2.618 |
0.9383 |
4.250 |
0.9383 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9383 |
0.9373 |
PP |
0.9383 |
0.9363 |
S1 |
0.9383 |
0.9353 |
|