CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 05-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8975 |
0.8999 |
0.0024 |
0.3% |
0.8950 |
High |
0.8975 |
0.9005 |
0.0030 |
0.3% |
0.8995 |
Low |
0.8940 |
0.8988 |
0.0048 |
0.5% |
0.8909 |
Close |
0.8940 |
0.9000 |
0.0060 |
0.7% |
0.8976 |
Range |
0.0035 |
0.0017 |
-0.0018 |
-51.4% |
0.0086 |
ATR |
0.0044 |
0.0046 |
0.0001 |
3.3% |
0.0000 |
Volume |
43 |
45 |
2 |
4.7% |
334 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9049 |
0.9041 |
0.9009 |
|
R3 |
0.9032 |
0.9024 |
0.9005 |
|
R2 |
0.9015 |
0.9015 |
0.9003 |
|
R1 |
0.9007 |
0.9007 |
0.9002 |
0.9011 |
PP |
0.8998 |
0.8998 |
0.8998 |
0.9000 |
S1 |
0.8990 |
0.8990 |
0.8998 |
0.8994 |
S2 |
0.8981 |
0.8981 |
0.8997 |
|
S3 |
0.8964 |
0.8973 |
0.8995 |
|
S4 |
0.8947 |
0.8956 |
0.8991 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9218 |
0.9183 |
0.9023 |
|
R3 |
0.9132 |
0.9097 |
0.9000 |
|
R2 |
0.9046 |
0.9046 |
0.8992 |
|
R1 |
0.9011 |
0.9011 |
0.8984 |
0.9029 |
PP |
0.8960 |
0.8960 |
0.8960 |
0.8969 |
S1 |
0.8925 |
0.8925 |
0.8968 |
0.8943 |
S2 |
0.8874 |
0.8874 |
0.8960 |
|
S3 |
0.8788 |
0.8839 |
0.8952 |
|
S4 |
0.8702 |
0.8753 |
0.8929 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9077 |
2.618 |
0.9050 |
1.618 |
0.9033 |
1.000 |
0.9022 |
0.618 |
0.9016 |
HIGH |
0.9005 |
0.618 |
0.8999 |
0.500 |
0.8997 |
0.382 |
0.8994 |
LOW |
0.8988 |
0.618 |
0.8977 |
1.000 |
0.8971 |
1.618 |
0.8960 |
2.618 |
0.8943 |
4.250 |
0.8916 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8999 |
0.8991 |
PP |
0.8998 |
0.8982 |
S1 |
0.8997 |
0.8973 |
|