CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8940 |
0.8924 |
-0.0016 |
-0.2% |
0.8982 |
High |
0.8969 |
0.8951 |
-0.0018 |
-0.2% |
0.9070 |
Low |
0.8940 |
0.8924 |
-0.0016 |
-0.2% |
0.8940 |
Close |
0.8946 |
0.8935 |
-0.0011 |
-0.1% |
0.8950 |
Range |
0.0029 |
0.0027 |
-0.0002 |
-6.9% |
0.0130 |
ATR |
0.0048 |
0.0046 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
20 |
21 |
1 |
5.0% |
284 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9018 |
0.9003 |
0.8950 |
|
R3 |
0.8991 |
0.8976 |
0.8942 |
|
R2 |
0.8964 |
0.8964 |
0.8940 |
|
R1 |
0.8949 |
0.8949 |
0.8937 |
0.8957 |
PP |
0.8937 |
0.8937 |
0.8937 |
0.8940 |
S1 |
0.8922 |
0.8922 |
0.8933 |
0.8930 |
S2 |
0.8910 |
0.8910 |
0.8930 |
|
S3 |
0.8883 |
0.8895 |
0.8928 |
|
S4 |
0.8856 |
0.8868 |
0.8920 |
|
|
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 |
0.9066 |
2.618 |
0.9022 |
1.618 |
0.8995 |
1.000 |
0.8978 |
0.618 |
0.8968 |
HIGH |
0.8951 |
0.618 |
0.8941 |
0.500 |
0.8938 |
0.382 |
0.8934 |
LOW |
0.8924 |
0.618 |
0.8907 |
1.000 |
0.8897 |
1.618 |
0.8880 |
2.618 |
0.8853 |
4.250 |
0.8809 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8938 |
0.8947 |
PP |
0.8937 |
0.8943 |
S1 |
0.8936 |
0.8939 |
|