CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 21-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2014 |
21-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9080 |
0.9066 |
-0.0014 |
-0.2% |
0.9142 |
High |
0.9088 |
0.9066 |
-0.0022 |
-0.2% |
0.9169 |
Low |
0.9063 |
0.9057 |
-0.0006 |
-0.1% |
0.9063 |
Close |
0.9065 |
0.9057 |
-0.0008 |
-0.1% |
0.9065 |
Range |
0.0025 |
0.0009 |
-0.0016 |
-64.0% |
0.0106 |
ATR |
0.0046 |
0.0043 |
-0.0003 |
-5.7% |
0.0000 |
Volume |
51 |
22 |
-29 |
-56.9% |
386 |
|
Daily Pivots for day following 21-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9087 |
0.9081 |
0.9062 |
|
R3 |
0.9078 |
0.9072 |
0.9059 |
|
R2 |
0.9069 |
0.9069 |
0.9059 |
|
R1 |
0.9063 |
0.9063 |
0.9058 |
0.9062 |
PP |
0.9060 |
0.9060 |
0.9060 |
0.9059 |
S1 |
0.9054 |
0.9054 |
0.9056 |
0.9053 |
S2 |
0.9051 |
0.9051 |
0.9055 |
|
S3 |
0.9042 |
0.9045 |
0.9055 |
|
S4 |
0.9033 |
0.9036 |
0.9052 |
|
|
Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9417 |
0.9347 |
0.9123 |
|
R3 |
0.9311 |
0.9241 |
0.9094 |
|
R2 |
0.9205 |
0.9205 |
0.9084 |
|
R1 |
0.9135 |
0.9135 |
0.9075 |
0.9117 |
PP |
0.9099 |
0.9099 |
0.9099 |
0.9090 |
S1 |
0.9029 |
0.9029 |
0.9055 |
0.9011 |
S2 |
0.8993 |
0.8993 |
0.9046 |
|
S3 |
0.8887 |
0.8923 |
0.9036 |
|
S4 |
0.8781 |
0.8817 |
0.9007 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9104 |
2.618 |
0.9090 |
1.618 |
0.9081 |
1.000 |
0.9075 |
0.618 |
0.9072 |
HIGH |
0.9066 |
0.618 |
0.9063 |
0.500 |
0.9062 |
0.382 |
0.9060 |
LOW |
0.9057 |
0.618 |
0.9051 |
1.000 |
0.9048 |
1.618 |
0.9042 |
2.618 |
0.9033 |
4.250 |
0.9019 |
|
|
Fisher Pivots for day following 21-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9062 |
0.9087 |
PP |
0.9060 |
0.9077 |
S1 |
0.9059 |
0.9067 |
|