CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9387 |
0.9365 |
-0.0022 |
-0.2% |
0.9278 |
High |
0.9387 |
0.9371 |
-0.0016 |
-0.2% |
0.9387 |
Low |
0.9321 |
0.9360 |
0.0039 |
0.4% |
0.9278 |
Close |
0.9321 |
0.9360 |
0.0039 |
0.4% |
0.9360 |
Range |
0.0066 |
0.0011 |
-0.0055 |
-83.3% |
0.0109 |
ATR |
0.0039 |
0.0039 |
0.0001 |
2.1% |
0.0000 |
Volume |
24 |
2 |
-22 |
-91.7% |
64 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9397 |
0.9389 |
0.9366 |
|
R3 |
0.9386 |
0.9378 |
0.9363 |
|
R2 |
0.9375 |
0.9375 |
0.9362 |
|
R1 |
0.9367 |
0.9367 |
0.9361 |
0.9366 |
PP |
0.9364 |
0.9364 |
0.9364 |
0.9363 |
S1 |
0.9356 |
0.9356 |
0.9359 |
0.9355 |
S2 |
0.9353 |
0.9353 |
0.9358 |
|
S3 |
0.9342 |
0.9345 |
0.9357 |
|
S4 |
0.9331 |
0.9334 |
0.9354 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9669 |
0.9623 |
0.9420 |
|
R3 |
0.9560 |
0.9514 |
0.9390 |
|
R2 |
0.9451 |
0.9451 |
0.9380 |
|
R1 |
0.9405 |
0.9405 |
0.9370 |
0.9428 |
PP |
0.9342 |
0.9342 |
0.9342 |
0.9353 |
S1 |
0.9296 |
0.9296 |
0.9350 |
0.9319 |
S2 |
0.9233 |
0.9233 |
0.9340 |
|
S3 |
0.9124 |
0.9187 |
0.9330 |
|
S4 |
0.9015 |
0.9078 |
0.9300 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9418 |
2.618 |
0.9400 |
1.618 |
0.9389 |
1.000 |
0.9382 |
0.618 |
0.9378 |
HIGH |
0.9371 |
0.618 |
0.9367 |
0.500 |
0.9366 |
0.382 |
0.9364 |
LOW |
0.9360 |
0.618 |
0.9353 |
1.000 |
0.9349 |
1.618 |
0.9342 |
2.618 |
0.9331 |
4.250 |
0.9313 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9366 |
0.9358 |
PP |
0.9364 |
0.9356 |
S1 |
0.9362 |
0.9354 |
|