CME Canadian Dollar Future December 2014
| Trading Metrics calculated at close of trading on 21-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
0.8831 |
0.8839 |
0.0008 |
0.1% |
0.8985 |
| High |
0.8843 |
0.8879 |
0.0036 |
0.4% |
0.9010 |
| Low |
0.8831 |
0.8836 |
0.0005 |
0.1% |
0.8831 |
| Close |
0.8840 |
0.8867 |
0.0027 |
0.3% |
0.8867 |
| Range |
0.0012 |
0.0043 |
0.0031 |
258.3% |
0.0179 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
136 |
82 |
-54 |
-39.7% |
477 |
|
| Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8990 |
0.8971 |
0.8891 |
|
| R3 |
0.8947 |
0.8928 |
0.8879 |
|
| R2 |
0.8904 |
0.8904 |
0.8875 |
|
| R1 |
0.8885 |
0.8885 |
0.8871 |
0.8895 |
| PP |
0.8861 |
0.8861 |
0.8861 |
0.8865 |
| S1 |
0.8842 |
0.8842 |
0.8863 |
0.8852 |
| S2 |
0.8818 |
0.8818 |
0.8859 |
|
| S3 |
0.8775 |
0.8799 |
0.8855 |
|
| S4 |
0.8732 |
0.8756 |
0.8843 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9440 |
0.9332 |
0.8965 |
|
| R3 |
0.9261 |
0.9153 |
0.8916 |
|
| R2 |
0.9082 |
0.9082 |
0.8900 |
|
| R1 |
0.8974 |
0.8974 |
0.8883 |
0.8939 |
| PP |
0.8903 |
0.8903 |
0.8903 |
0.8885 |
| S1 |
0.8795 |
0.8795 |
0.8851 |
0.8760 |
| S2 |
0.8724 |
0.8724 |
0.8834 |
|
| S3 |
0.8545 |
0.8616 |
0.8818 |
|
| S4 |
0.8366 |
0.8437 |
0.8769 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9062 |
|
2.618 |
0.8992 |
|
1.618 |
0.8949 |
|
1.000 |
0.8922 |
|
0.618 |
0.8906 |
|
HIGH |
0.8879 |
|
0.618 |
0.8863 |
|
0.500 |
0.8858 |
|
0.382 |
0.8852 |
|
LOW |
0.8836 |
|
0.618 |
0.8809 |
|
1.000 |
0.8793 |
|
1.618 |
0.8766 |
|
2.618 |
0.8723 |
|
4.250 |
0.8653 |
|
|
| Fisher Pivots for day following 21-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.8864 |
0.8871 |
| PP |
0.8861 |
0.8870 |
| S1 |
0.8858 |
0.8868 |
|