CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 20-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.9080 |
0.8970 |
-0.0110 |
-1.2% |
0.9000 |
High |
0.9090 |
0.8970 |
-0.0120 |
-1.3% |
0.9073 |
Low |
0.8960 |
0.8941 |
-0.0019 |
-0.2% |
0.8983 |
Close |
0.8962 |
0.8941 |
-0.0021 |
-0.2% |
0.9042 |
Range |
0.0130 |
0.0029 |
-0.0101 |
-77.7% |
0.0090 |
ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
67 |
67 |
0 |
0.0% |
173 |
|
Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9038 |
0.9018 |
0.8957 |
|
R3 |
0.9009 |
0.8989 |
0.8949 |
|
R2 |
0.8980 |
0.8980 |
0.8946 |
|
R1 |
0.8960 |
0.8960 |
0.8944 |
0.8956 |
PP |
0.8951 |
0.8951 |
0.8951 |
0.8948 |
S1 |
0.8931 |
0.8931 |
0.8938 |
0.8927 |
S2 |
0.8922 |
0.8922 |
0.8936 |
|
S3 |
0.8893 |
0.8902 |
0.8933 |
|
S4 |
0.8864 |
0.8873 |
0.8925 |
|
|
Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9303 |
0.9262 |
0.9092 |
|
R3 |
0.9213 |
0.9172 |
0.9067 |
|
R2 |
0.9123 |
0.9123 |
0.9059 |
|
R1 |
0.9082 |
0.9082 |
0.9050 |
0.9103 |
PP |
0.9033 |
0.9033 |
0.9033 |
0.9043 |
S1 |
0.8992 |
0.8992 |
0.9034 |
0.9013 |
S2 |
0.8943 |
0.8943 |
0.9026 |
|
S3 |
0.8853 |
0.8902 |
0.9017 |
|
S4 |
0.8763 |
0.8812 |
0.8993 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9093 |
2.618 |
0.9046 |
1.618 |
0.9017 |
1.000 |
0.8999 |
0.618 |
0.8988 |
HIGH |
0.8970 |
0.618 |
0.8959 |
0.500 |
0.8956 |
0.382 |
0.8952 |
LOW |
0.8941 |
0.618 |
0.8923 |
1.000 |
0.8912 |
1.618 |
0.8894 |
2.618 |
0.8865 |
4.250 |
0.8818 |
|
|
Fisher Pivots for day following 20-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8956 |
0.9016 |
PP |
0.8951 |
0.8991 |
S1 |
0.8946 |
0.8966 |
|