CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 15-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2014 |
15-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9131 |
0.9076 |
-0.0055 |
-0.6% |
0.9323 |
High |
0.9132 |
0.9104 |
-0.0028 |
-0.3% |
0.9335 |
Low |
0.9080 |
0.9076 |
-0.0004 |
0.0% |
0.9091 |
Close |
0.9084 |
0.9077 |
-0.0007 |
-0.1% |
0.9129 |
Range |
0.0052 |
0.0028 |
-0.0024 |
-46.2% |
0.0244 |
ATR |
0.0048 |
0.0047 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
90 |
75 |
-15 |
-16.7% |
814 |
|
Daily Pivots for day following 15-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9170 |
0.9151 |
0.9092 |
|
R3 |
0.9142 |
0.9123 |
0.9085 |
|
R2 |
0.9114 |
0.9114 |
0.9082 |
|
R1 |
0.9095 |
0.9095 |
0.9080 |
0.9105 |
PP |
0.9086 |
0.9086 |
0.9086 |
0.9090 |
S1 |
0.9067 |
0.9067 |
0.9074 |
0.9077 |
S2 |
0.9058 |
0.9058 |
0.9072 |
|
S3 |
0.9030 |
0.9039 |
0.9069 |
|
S4 |
0.9002 |
0.9011 |
0.9062 |
|
|
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 |
0.9223 |
2.618 |
0.9177 |
1.618 |
0.9149 |
1.000 |
0.9132 |
0.618 |
0.9121 |
HIGH |
0.9104 |
0.618 |
0.9093 |
0.500 |
0.9090 |
0.382 |
0.9087 |
LOW |
0.9076 |
0.618 |
0.9059 |
1.000 |
0.9048 |
1.618 |
0.9031 |
2.618 |
0.9003 |
4.250 |
0.8957 |
|
|
Fisher Pivots for day following 15-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9090 |
0.9123 |
PP |
0.9086 |
0.9107 |
S1 |
0.9081 |
0.9092 |
|