CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8911 |
0.8831 |
-0.0080 |
-0.9% |
0.8963 |
High |
0.8911 |
0.8843 |
-0.0068 |
-0.8% |
0.8994 |
Low |
0.8833 |
0.8831 |
-0.0002 |
0.0% |
0.8924 |
Close |
0.8844 |
0.8840 |
-0.0004 |
0.0% |
0.8952 |
Range |
0.0078 |
0.0012 |
-0.0066 |
-84.6% |
0.0070 |
ATR |
0.0051 |
0.0049 |
-0.0003 |
-5.3% |
0.0000 |
Volume |
227 |
136 |
-91 |
-40.1% |
226 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8874 |
0.8869 |
0.8847 |
|
R3 |
0.8862 |
0.8857 |
0.8843 |
|
R2 |
0.8850 |
0.8850 |
0.8842 |
|
R1 |
0.8845 |
0.8845 |
0.8841 |
0.8848 |
PP |
0.8838 |
0.8838 |
0.8838 |
0.8839 |
S1 |
0.8833 |
0.8833 |
0.8839 |
0.8836 |
S2 |
0.8826 |
0.8826 |
0.8838 |
|
S3 |
0.8814 |
0.8821 |
0.8837 |
|
S4 |
0.8802 |
0.8809 |
0.8833 |
|
|
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 |
0.8894 |
2.618 |
0.8874 |
1.618 |
0.8862 |
1.000 |
0.8855 |
0.618 |
0.8850 |
HIGH |
0.8843 |
0.618 |
0.8838 |
0.500 |
0.8837 |
0.382 |
0.8836 |
LOW |
0.8831 |
0.618 |
0.8824 |
1.000 |
0.8819 |
1.618 |
0.8812 |
2.618 |
0.8800 |
4.250 |
0.8780 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8839 |
0.8921 |
PP |
0.8838 |
0.8894 |
S1 |
0.8837 |
0.8867 |
|