CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 23-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9267 |
0.9366 |
0.0099 |
1.1% |
0.9383 |
High |
0.9342 |
0.9372 |
0.0030 |
0.3% |
0.9383 |
Low |
0.9267 |
0.9366 |
0.0099 |
1.1% |
0.9267 |
Close |
0.9320 |
0.9369 |
0.0049 |
0.5% |
0.9320 |
Range |
0.0075 |
0.0006 |
-0.0069 |
-92.0% |
0.0116 |
ATR |
0.0036 |
0.0037 |
0.0001 |
3.2% |
0.0000 |
Volume |
34 |
38 |
4 |
11.8% |
185 |
|
Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9387 |
0.9384 |
0.9372 |
|
R3 |
0.9381 |
0.9378 |
0.9371 |
|
R2 |
0.9375 |
0.9375 |
0.9370 |
|
R1 |
0.9372 |
0.9372 |
0.9370 |
0.9374 |
PP |
0.9369 |
0.9369 |
0.9369 |
0.9370 |
S1 |
0.9366 |
0.9366 |
0.9368 |
0.9368 |
S2 |
0.9363 |
0.9363 |
0.9368 |
|
S3 |
0.9357 |
0.9360 |
0.9367 |
|
S4 |
0.9351 |
0.9354 |
0.9366 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9671 |
0.9612 |
0.9384 |
|
R3 |
0.9555 |
0.9496 |
0.9352 |
|
R2 |
0.9439 |
0.9439 |
0.9341 |
|
R1 |
0.9380 |
0.9380 |
0.9331 |
0.9352 |
PP |
0.9323 |
0.9323 |
0.9323 |
0.9309 |
S1 |
0.9264 |
0.9264 |
0.9309 |
0.9236 |
S2 |
0.9207 |
0.9207 |
0.9299 |
|
S3 |
0.9091 |
0.9148 |
0.9288 |
|
S4 |
0.8975 |
0.9032 |
0.9256 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9398 |
2.618 |
0.9388 |
1.618 |
0.9382 |
1.000 |
0.9378 |
0.618 |
0.9376 |
HIGH |
0.9372 |
0.618 |
0.9370 |
0.500 |
0.9369 |
0.382 |
0.9368 |
LOW |
0.9366 |
0.618 |
0.9362 |
1.000 |
0.9360 |
1.618 |
0.9356 |
2.618 |
0.9350 |
4.250 |
0.9341 |
|
|
Fisher Pivots for day following 23-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9369 |
0.9353 |
PP |
0.9369 |
0.9336 |
S1 |
0.9369 |
0.9320 |
|