CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 08-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9307 |
0.9201 |
-0.0106 |
-1.1% |
0.9278 |
High |
0.9308 |
0.9210 |
-0.0098 |
-1.1% |
0.9387 |
Low |
0.9233 |
0.9195 |
-0.0038 |
-0.4% |
0.9278 |
Close |
0.9233 |
0.9198 |
-0.0035 |
-0.4% |
0.9360 |
Range |
0.0075 |
0.0015 |
-0.0060 |
-80.0% |
0.0109 |
ATR |
0.0043 |
0.0043 |
0.0000 |
-0.9% |
0.0000 |
Volume |
48 |
298 |
250 |
520.8% |
64 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9246 |
0.9237 |
0.9206 |
|
R3 |
0.9231 |
0.9222 |
0.9202 |
|
R2 |
0.9216 |
0.9216 |
0.9201 |
|
R1 |
0.9207 |
0.9207 |
0.9199 |
0.9204 |
PP |
0.9201 |
0.9201 |
0.9201 |
0.9200 |
S1 |
0.9192 |
0.9192 |
0.9197 |
0.9189 |
S2 |
0.9186 |
0.9186 |
0.9195 |
|
S3 |
0.9171 |
0.9177 |
0.9194 |
|
S4 |
0.9156 |
0.9162 |
0.9190 |
|
|
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 |
0.9274 |
2.618 |
0.9249 |
1.618 |
0.9234 |
1.000 |
0.9225 |
0.618 |
0.9219 |
HIGH |
0.9210 |
0.618 |
0.9204 |
0.500 |
0.9203 |
0.382 |
0.9201 |
LOW |
0.9195 |
0.618 |
0.9186 |
1.000 |
0.9180 |
1.618 |
0.9171 |
2.618 |
0.9156 |
4.250 |
0.9131 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9203 |
0.9265 |
PP |
0.9201 |
0.9243 |
S1 |
0.9200 |
0.9220 |
|