CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9334 |
0.9278 |
-0.0056 |
-0.6% |
0.9319 |
High |
0.9334 |
0.9317 |
-0.0017 |
-0.2% |
0.9384 |
Low |
0.9287 |
0.9277 |
-0.0010 |
-0.1% |
0.9310 |
Close |
0.9322 |
0.9317 |
-0.0005 |
-0.1% |
0.9377 |
Range |
0.0047 |
0.0040 |
-0.0007 |
-14.9% |
0.0074 |
ATR |
0.0032 |
0.0033 |
0.0001 |
3.0% |
0.0000 |
Volume |
8 |
101 |
93 |
1,162.5% |
228 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9424 |
0.9410 |
0.9339 |
|
R3 |
0.9384 |
0.9370 |
0.9328 |
|
R2 |
0.9344 |
0.9344 |
0.9324 |
|
R1 |
0.9330 |
0.9330 |
0.9321 |
0.9337 |
PP |
0.9304 |
0.9304 |
0.9304 |
0.9307 |
S1 |
0.9290 |
0.9290 |
0.9313 |
0.9297 |
S2 |
0.9264 |
0.9264 |
0.9310 |
|
S3 |
0.9224 |
0.9250 |
0.9306 |
|
S4 |
0.9184 |
0.9210 |
0.9295 |
|
|
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 |
0.9487 |
2.618 |
0.9422 |
1.618 |
0.9382 |
1.000 |
0.9357 |
0.618 |
0.9342 |
HIGH |
0.9317 |
0.618 |
0.9302 |
0.500 |
0.9297 |
0.382 |
0.9292 |
LOW |
0.9277 |
0.618 |
0.9252 |
1.000 |
0.9237 |
1.618 |
0.9212 |
2.618 |
0.9172 |
4.250 |
0.9107 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9310 |
0.9327 |
PP |
0.9304 |
0.9323 |
S1 |
0.9297 |
0.9320 |
|