CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 19-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8998 |
0.8911 |
-0.0087 |
-1.0% |
0.8963 |
High |
0.9010 |
0.8911 |
-0.0099 |
-1.1% |
0.8994 |
Low |
0.8918 |
0.8833 |
-0.0085 |
-1.0% |
0.8924 |
Close |
0.8918 |
0.8844 |
-0.0074 |
-0.8% |
0.8952 |
Range |
0.0092 |
0.0078 |
-0.0014 |
-15.2% |
0.0070 |
ATR |
0.0049 |
0.0051 |
0.0003 |
5.3% |
0.0000 |
Volume |
7 |
227 |
220 |
3,142.9% |
226 |
|
Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9097 |
0.9048 |
0.8887 |
|
R3 |
0.9019 |
0.8970 |
0.8865 |
|
R2 |
0.8941 |
0.8941 |
0.8858 |
|
R1 |
0.8892 |
0.8892 |
0.8851 |
0.8878 |
PP |
0.8863 |
0.8863 |
0.8863 |
0.8855 |
S1 |
0.8814 |
0.8814 |
0.8837 |
0.8800 |
S2 |
0.8785 |
0.8785 |
0.8830 |
|
S3 |
0.8707 |
0.8736 |
0.8823 |
|
S4 |
0.8629 |
0.8658 |
0.8801 |
|
|
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 |
0.9243 |
2.618 |
0.9115 |
1.618 |
0.9037 |
1.000 |
0.8989 |
0.618 |
0.8959 |
HIGH |
0.8911 |
0.618 |
0.8881 |
0.500 |
0.8872 |
0.382 |
0.8863 |
LOW |
0.8833 |
0.618 |
0.8785 |
1.000 |
0.8755 |
1.618 |
0.8707 |
2.618 |
0.8629 |
4.250 |
0.8502 |
|
|
Fisher Pivots for day following 19-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8872 |
0.8922 |
PP |
0.8863 |
0.8896 |
S1 |
0.8853 |
0.8870 |
|