CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 24-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
0.8885 |
0.8950 |
0.0065 |
0.7% |
0.9060 |
High |
0.8929 |
0.8983 |
0.0054 |
0.6% |
0.9090 |
Low |
0.8878 |
0.8950 |
0.0072 |
0.8% |
0.8878 |
Close |
0.8925 |
0.8979 |
0.0054 |
0.6% |
0.8925 |
Range |
0.0051 |
0.0033 |
-0.0018 |
-35.3% |
0.0212 |
ATR |
0.0046 |
0.0047 |
0.0001 |
1.9% |
0.0000 |
Volume |
39 |
43 |
4 |
10.3% |
236 |
|
Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9070 |
0.9057 |
0.8997 |
|
R3 |
0.9037 |
0.9024 |
0.8988 |
|
R2 |
0.9004 |
0.9004 |
0.8985 |
|
R1 |
0.8991 |
0.8991 |
0.8982 |
0.8998 |
PP |
0.8971 |
0.8971 |
0.8971 |
0.8974 |
S1 |
0.8958 |
0.8958 |
0.8976 |
0.8965 |
S2 |
0.8938 |
0.8938 |
0.8973 |
|
S3 |
0.8905 |
0.8925 |
0.8970 |
|
S4 |
0.8872 |
0.8892 |
0.8961 |
|
|
Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9600 |
0.9475 |
0.9042 |
|
R3 |
0.9388 |
0.9263 |
0.8983 |
|
R2 |
0.9176 |
0.9176 |
0.8964 |
|
R1 |
0.9051 |
0.9051 |
0.8944 |
0.9008 |
PP |
0.8964 |
0.8964 |
0.8964 |
0.8943 |
S1 |
0.8839 |
0.8839 |
0.8906 |
0.8796 |
S2 |
0.8752 |
0.8752 |
0.8886 |
|
S3 |
0.8540 |
0.8627 |
0.8867 |
|
S4 |
0.8328 |
0.8415 |
0.8808 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9123 |
2.618 |
0.9069 |
1.618 |
0.9036 |
1.000 |
0.9016 |
0.618 |
0.9003 |
HIGH |
0.8983 |
0.618 |
0.8970 |
0.500 |
0.8967 |
0.382 |
0.8963 |
LOW |
0.8950 |
0.618 |
0.8930 |
1.000 |
0.8917 |
1.618 |
0.8897 |
2.618 |
0.8864 |
4.250 |
0.8810 |
|
|
Fisher Pivots for day following 24-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8975 |
0.8963 |
PP |
0.8971 |
0.8947 |
S1 |
0.8967 |
0.8931 |
|