CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 16-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9076 |
0.9117 |
0.0041 |
0.5% |
0.9323 |
High |
0.9104 |
0.9117 |
0.0013 |
0.1% |
0.9335 |
Low |
0.9076 |
0.9098 |
0.0022 |
0.2% |
0.9091 |
Close |
0.9077 |
0.9107 |
0.0030 |
0.3% |
0.9129 |
Range |
0.0028 |
0.0019 |
-0.0009 |
-32.1% |
0.0244 |
ATR |
0.0047 |
0.0046 |
0.0000 |
-1.0% |
0.0000 |
Volume |
75 |
13 |
-62 |
-82.7% |
814 |
|
Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9164 |
0.9155 |
0.9117 |
|
R3 |
0.9145 |
0.9136 |
0.9112 |
|
R2 |
0.9126 |
0.9126 |
0.9110 |
|
R1 |
0.9117 |
0.9117 |
0.9109 |
0.9112 |
PP |
0.9107 |
0.9107 |
0.9107 |
0.9105 |
S1 |
0.9098 |
0.9098 |
0.9105 |
0.9093 |
S2 |
0.9088 |
0.9088 |
0.9104 |
|
S3 |
0.9069 |
0.9079 |
0.9102 |
|
S4 |
0.9050 |
0.9060 |
0.9097 |
|
|
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 |
0.9198 |
2.618 |
0.9167 |
1.618 |
0.9148 |
1.000 |
0.9136 |
0.618 |
0.9129 |
HIGH |
0.9117 |
0.618 |
0.9110 |
0.500 |
0.9108 |
0.382 |
0.9105 |
LOW |
0.9098 |
0.618 |
0.9086 |
1.000 |
0.9079 |
1.618 |
0.9067 |
2.618 |
0.9048 |
4.250 |
0.9017 |
|
|
Fisher Pivots for day following 16-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9108 |
0.9106 |
PP |
0.9107 |
0.9105 |
S1 |
0.9107 |
0.9104 |
|