CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 14-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8941 |
0.8965 |
0.0024 |
0.3% |
0.8963 |
High |
0.8994 |
0.8965 |
-0.0029 |
-0.3% |
0.8994 |
Low |
0.8941 |
0.8952 |
0.0011 |
0.1% |
0.8924 |
Close |
0.8979 |
0.8952 |
-0.0027 |
-0.3% |
0.8952 |
Range |
0.0053 |
0.0013 |
-0.0040 |
-75.5% |
0.0070 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
12 |
105 |
93 |
775.0% |
226 |
|
Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8995 |
0.8987 |
0.8959 |
|
R3 |
0.8982 |
0.8974 |
0.8956 |
|
R2 |
0.8969 |
0.8969 |
0.8954 |
|
R1 |
0.8961 |
0.8961 |
0.8953 |
0.8959 |
PP |
0.8956 |
0.8956 |
0.8956 |
0.8955 |
S1 |
0.8948 |
0.8948 |
0.8951 |
0.8946 |
S2 |
0.8943 |
0.8943 |
0.8950 |
|
S3 |
0.8930 |
0.8935 |
0.8948 |
|
S4 |
0.8917 |
0.8922 |
0.8945 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9167 |
0.9129 |
0.8991 |
|
R3 |
0.9097 |
0.9059 |
0.8971 |
|
R2 |
0.9027 |
0.9027 |
0.8965 |
|
R1 |
0.8989 |
0.8989 |
0.8958 |
0.8973 |
PP |
0.8957 |
0.8957 |
0.8957 |
0.8949 |
S1 |
0.8919 |
0.8919 |
0.8946 |
0.8903 |
S2 |
0.8887 |
0.8887 |
0.8939 |
|
S3 |
0.8817 |
0.8849 |
0.8933 |
|
S4 |
0.8747 |
0.8779 |
0.8914 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9020 |
2.618 |
0.8999 |
1.618 |
0.8986 |
1.000 |
0.8978 |
0.618 |
0.8973 |
HIGH |
0.8965 |
0.618 |
0.8960 |
0.500 |
0.8959 |
0.382 |
0.8957 |
LOW |
0.8952 |
0.618 |
0.8944 |
1.000 |
0.8939 |
1.618 |
0.8931 |
2.618 |
0.8918 |
4.250 |
0.8897 |
|
|
Fisher Pivots for day following 14-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8959 |
0.8959 |
PP |
0.8956 |
0.8957 |
S1 |
0.8954 |
0.8954 |
|