CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 17-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2014 |
17-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8965 |
0.8985 |
0.0020 |
0.2% |
0.8963 |
High |
0.8965 |
0.8991 |
0.0026 |
0.3% |
0.8994 |
Low |
0.8952 |
0.8983 |
0.0031 |
0.3% |
0.8924 |
Close |
0.8952 |
0.8991 |
0.0039 |
0.4% |
0.8952 |
Range |
0.0013 |
0.0008 |
-0.0005 |
-38.5% |
0.0070 |
ATR |
0.0046 |
0.0045 |
0.0000 |
-1.1% |
0.0000 |
Volume |
105 |
25 |
-80 |
-76.2% |
226 |
|
Daily Pivots for day following 17-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9012 |
0.9010 |
0.8995 |
|
R3 |
0.9004 |
0.9002 |
0.8993 |
|
R2 |
0.8996 |
0.8996 |
0.8992 |
|
R1 |
0.8994 |
0.8994 |
0.8992 |
0.8995 |
PP |
0.8988 |
0.8988 |
0.8988 |
0.8989 |
S1 |
0.8986 |
0.8986 |
0.8990 |
0.8987 |
S2 |
0.8980 |
0.8980 |
0.8990 |
|
S3 |
0.8972 |
0.8978 |
0.8989 |
|
S4 |
0.8964 |
0.8970 |
0.8987 |
|
|
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 |
0.9025 |
2.618 |
0.9012 |
1.618 |
0.9004 |
1.000 |
0.8999 |
0.618 |
0.8996 |
HIGH |
0.8991 |
0.618 |
0.8988 |
0.500 |
0.8987 |
0.382 |
0.8986 |
LOW |
0.8983 |
0.618 |
0.8978 |
1.000 |
0.8975 |
1.618 |
0.8970 |
2.618 |
0.8962 |
4.250 |
0.8949 |
|
|
Fisher Pivots for day following 17-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8990 |
0.8983 |
PP |
0.8988 |
0.8975 |
S1 |
0.8987 |
0.8968 |
|