CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 13-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.8999 |
0.9030 |
0.0031 |
0.3% |
0.8966 |
High |
0.9039 |
0.9066 |
0.0027 |
0.3% |
0.9045 |
Low |
0.8999 |
0.9030 |
0.0031 |
0.3% |
0.8933 |
Close |
0.9029 |
0.9047 |
0.0018 |
0.2% |
0.8999 |
Range |
0.0040 |
0.0036 |
-0.0004 |
-10.0% |
0.0112 |
ATR |
|
|
|
|
|
Volume |
11 |
38 |
27 |
245.5% |
262 |
|
Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9156 |
0.9137 |
0.9067 |
|
R3 |
0.9120 |
0.9101 |
0.9057 |
|
R2 |
0.9084 |
0.9084 |
0.9054 |
|
R1 |
0.9065 |
0.9065 |
0.9050 |
0.9075 |
PP |
0.9048 |
0.9048 |
0.9048 |
0.9052 |
S1 |
0.9029 |
0.9029 |
0.9044 |
0.9039 |
S2 |
0.9012 |
0.9012 |
0.9040 |
|
S3 |
0.8976 |
0.8993 |
0.9037 |
|
S4 |
0.8940 |
0.8957 |
0.9027 |
|
|
Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9328 |
0.9276 |
0.9061 |
|
R3 |
0.9216 |
0.9164 |
0.9030 |
|
R2 |
0.9104 |
0.9104 |
0.9020 |
|
R1 |
0.9052 |
0.9052 |
0.9009 |
0.9078 |
PP |
0.8992 |
0.8992 |
0.8992 |
0.9006 |
S1 |
0.8940 |
0.8940 |
0.8989 |
0.8966 |
S2 |
0.8880 |
0.8880 |
0.8978 |
|
S3 |
0.8768 |
0.8828 |
0.8968 |
|
S4 |
0.8656 |
0.8716 |
0.8937 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9219 |
2.618 |
0.9160 |
1.618 |
0.9124 |
1.000 |
0.9102 |
0.618 |
0.9088 |
HIGH |
0.9066 |
0.618 |
0.9052 |
0.500 |
0.9048 |
0.382 |
0.9044 |
LOW |
0.9030 |
0.618 |
0.9008 |
1.000 |
0.8994 |
1.618 |
0.8972 |
2.618 |
0.8936 |
4.250 |
0.8877 |
|
|
Fisher Pivots for day following 13-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9048 |
0.9040 |
PP |
0.9048 |
0.9032 |
S1 |
0.9047 |
0.9025 |
|