CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 10-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2014 |
10-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.9041 |
0.8963 |
-0.0078 |
-0.9% |
0.8982 |
High |
0.9052 |
0.8963 |
-0.0089 |
-1.0% |
0.9070 |
Low |
0.8950 |
0.8944 |
-0.0006 |
-0.1% |
0.8940 |
Close |
0.8950 |
0.8944 |
-0.0006 |
-0.1% |
0.8950 |
Range |
0.0102 |
0.0019 |
-0.0083 |
-81.4% |
0.0130 |
ATR |
0.0052 |
0.0049 |
-0.0002 |
-4.5% |
0.0000 |
Volume |
114 |
68 |
-46 |
-40.4% |
284 |
|
Daily Pivots for day following 10-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9007 |
0.8995 |
0.8954 |
|
R3 |
0.8988 |
0.8976 |
0.8949 |
|
R2 |
0.8969 |
0.8969 |
0.8947 |
|
R1 |
0.8957 |
0.8957 |
0.8946 |
0.8954 |
PP |
0.8950 |
0.8950 |
0.8950 |
0.8949 |
S1 |
0.8938 |
0.8938 |
0.8942 |
0.8935 |
S2 |
0.8931 |
0.8931 |
0.8941 |
|
S3 |
0.8912 |
0.8919 |
0.8939 |
|
S4 |
0.8893 |
0.8900 |
0.8934 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9377 |
0.9293 |
0.9022 |
|
R3 |
0.9247 |
0.9163 |
0.8986 |
|
R2 |
0.9117 |
0.9117 |
0.8974 |
|
R1 |
0.9033 |
0.9033 |
0.8962 |
0.9010 |
PP |
0.8987 |
0.8987 |
0.8987 |
0.8975 |
S1 |
0.8903 |
0.8903 |
0.8938 |
0.8880 |
S2 |
0.8857 |
0.8857 |
0.8926 |
|
S3 |
0.8727 |
0.8773 |
0.8914 |
|
S4 |
0.8597 |
0.8643 |
0.8879 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9044 |
2.618 |
0.9013 |
1.618 |
0.8994 |
1.000 |
0.8982 |
0.618 |
0.8975 |
HIGH |
0.8963 |
0.618 |
0.8956 |
0.500 |
0.8954 |
0.382 |
0.8951 |
LOW |
0.8944 |
0.618 |
0.8932 |
1.000 |
0.8925 |
1.618 |
0.8913 |
2.618 |
0.8894 |
4.250 |
0.8863 |
|
|
Fisher Pivots for day following 10-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8954 |
0.9007 |
PP |
0.8950 |
0.8986 |
S1 |
0.8947 |
0.8965 |
|