CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 13-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9170 |
0.9142 |
-0.0028 |
-0.3% |
0.9323 |
High |
0.9174 |
0.9169 |
-0.0005 |
-0.1% |
0.9335 |
Low |
0.9091 |
0.9135 |
0.0044 |
0.5% |
0.9091 |
Close |
0.9129 |
0.9156 |
0.0027 |
0.3% |
0.9129 |
Range |
0.0083 |
0.0034 |
-0.0049 |
-59.0% |
0.0244 |
ATR |
0.0046 |
0.0046 |
0.0000 |
-1.0% |
0.0000 |
Volume |
342 |
157 |
-185 |
-54.1% |
814 |
|
Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9255 |
0.9240 |
0.9175 |
|
R3 |
0.9221 |
0.9206 |
0.9165 |
|
R2 |
0.9187 |
0.9187 |
0.9162 |
|
R1 |
0.9172 |
0.9172 |
0.9159 |
0.9180 |
PP |
0.9153 |
0.9153 |
0.9153 |
0.9157 |
S1 |
0.9138 |
0.9138 |
0.9153 |
0.9146 |
S2 |
0.9119 |
0.9119 |
0.9150 |
|
S3 |
0.9085 |
0.9104 |
0.9147 |
|
S4 |
0.9051 |
0.9070 |
0.9137 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9917 |
0.9767 |
0.9263 |
|
R3 |
0.9673 |
0.9523 |
0.9196 |
|
R2 |
0.9429 |
0.9429 |
0.9174 |
|
R1 |
0.9279 |
0.9279 |
0.9151 |
0.9232 |
PP |
0.9185 |
0.9185 |
0.9185 |
0.9162 |
S1 |
0.9035 |
0.9035 |
0.9107 |
0.8988 |
S2 |
0.8941 |
0.8941 |
0.9084 |
|
S3 |
0.8697 |
0.8791 |
0.9062 |
|
S4 |
0.8453 |
0.8547 |
0.8995 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9314 |
2.618 |
0.9258 |
1.618 |
0.9224 |
1.000 |
0.9203 |
0.618 |
0.9190 |
HIGH |
0.9169 |
0.618 |
0.9156 |
0.500 |
0.9152 |
0.382 |
0.9148 |
LOW |
0.9135 |
0.618 |
0.9114 |
1.000 |
0.9101 |
1.618 |
0.9080 |
2.618 |
0.9046 |
4.250 |
0.8991 |
|
|
Fisher Pivots for day following 13-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9155 |
0.9148 |
PP |
0.9153 |
0.9140 |
S1 |
0.9152 |
0.9133 |
|