CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 13-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2014 |
13-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8924 |
0.8941 |
0.0017 |
0.2% |
0.8982 |
High |
0.8951 |
0.8994 |
0.0043 |
0.5% |
0.9070 |
Low |
0.8924 |
0.8941 |
0.0017 |
0.2% |
0.8940 |
Close |
0.8935 |
0.8979 |
0.0044 |
0.5% |
0.8950 |
Range |
0.0027 |
0.0053 |
0.0026 |
96.3% |
0.0130 |
ATR |
0.0046 |
0.0047 |
0.0001 |
1.9% |
0.0000 |
Volume |
21 |
12 |
-9 |
-42.9% |
284 |
|
Daily Pivots for day following 13-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9130 |
0.9108 |
0.9008 |
|
R3 |
0.9077 |
0.9055 |
0.8994 |
|
R2 |
0.9024 |
0.9024 |
0.8989 |
|
R1 |
0.9002 |
0.9002 |
0.8984 |
0.9013 |
PP |
0.8971 |
0.8971 |
0.8971 |
0.8977 |
S1 |
0.8949 |
0.8949 |
0.8974 |
0.8960 |
S2 |
0.8918 |
0.8918 |
0.8969 |
|
S3 |
0.8865 |
0.8896 |
0.8964 |
|
S4 |
0.8812 |
0.8843 |
0.8950 |
|
|
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 |
0.9219 |
2.618 |
0.9133 |
1.618 |
0.9080 |
1.000 |
0.9047 |
0.618 |
0.9027 |
HIGH |
0.8994 |
0.618 |
0.8974 |
0.500 |
0.8968 |
0.382 |
0.8961 |
LOW |
0.8941 |
0.618 |
0.8908 |
1.000 |
0.8888 |
1.618 |
0.8855 |
2.618 |
0.8802 |
4.250 |
0.8716 |
|
|
Fisher Pivots for day following 13-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8975 |
0.8972 |
PP |
0.8971 |
0.8966 |
S1 |
0.8968 |
0.8959 |
|