CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9352 |
0.9337 |
-0.0015 |
-0.2% |
0.9383 |
High |
0.9363 |
0.9337 |
-0.0026 |
-0.3% |
0.9383 |
Low |
0.9350 |
0.9337 |
-0.0013 |
-0.1% |
0.9267 |
Close |
0.9363 |
0.9337 |
-0.0026 |
-0.3% |
0.9320 |
Range |
0.0013 |
0.0000 |
-0.0013 |
-100.0% |
0.0116 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
2 |
25 |
23 |
1,150.0% |
185 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9337 |
0.9337 |
0.9337 |
|
R3 |
0.9337 |
0.9337 |
0.9337 |
|
R2 |
0.9337 |
0.9337 |
0.9337 |
|
R1 |
0.9337 |
0.9337 |
0.9337 |
0.9337 |
PP |
0.9337 |
0.9337 |
0.9337 |
0.9337 |
S1 |
0.9337 |
0.9337 |
0.9337 |
0.9337 |
S2 |
0.9337 |
0.9337 |
0.9337 |
|
S3 |
0.9337 |
0.9337 |
0.9337 |
|
S4 |
0.9337 |
0.9337 |
0.9337 |
|
|
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 |
0.9337 |
2.618 |
0.9337 |
1.618 |
0.9337 |
1.000 |
0.9337 |
0.618 |
0.9337 |
HIGH |
0.9337 |
0.618 |
0.9337 |
0.500 |
0.9337 |
0.382 |
0.9337 |
LOW |
0.9337 |
0.618 |
0.9337 |
1.000 |
0.9337 |
1.618 |
0.9337 |
2.618 |
0.9337 |
4.250 |
0.9337 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9337 |
0.9355 |
PP |
0.9337 |
0.9349 |
S1 |
0.9337 |
0.9343 |
|