CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8839 |
0.8861 |
0.0022 |
0.2% |
0.8985 |
High |
0.8879 |
0.8885 |
0.0006 |
0.1% |
0.9010 |
Low |
0.8836 |
0.8857 |
0.0021 |
0.2% |
0.8831 |
Close |
0.8867 |
0.8879 |
0.0012 |
0.1% |
0.8867 |
Range |
0.0043 |
0.0028 |
-0.0015 |
-34.9% |
0.0179 |
ATR |
0.0048 |
0.0047 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
82 |
19 |
-63 |
-76.8% |
477 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8958 |
0.8946 |
0.8894 |
|
R3 |
0.8930 |
0.8918 |
0.8887 |
|
R2 |
0.8902 |
0.8902 |
0.8884 |
|
R1 |
0.8890 |
0.8890 |
0.8882 |
0.8896 |
PP |
0.8874 |
0.8874 |
0.8874 |
0.8877 |
S1 |
0.8862 |
0.8862 |
0.8876 |
0.8868 |
S2 |
0.8846 |
0.8846 |
0.8874 |
|
S3 |
0.8818 |
0.8834 |
0.8871 |
|
S4 |
0.8790 |
0.8806 |
0.8864 |
|
|
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 |
0.9004 |
2.618 |
0.8958 |
1.618 |
0.8930 |
1.000 |
0.8913 |
0.618 |
0.8902 |
HIGH |
0.8885 |
0.618 |
0.8874 |
0.500 |
0.8871 |
0.382 |
0.8868 |
LOW |
0.8857 |
0.618 |
0.8840 |
1.000 |
0.8829 |
1.618 |
0.8812 |
2.618 |
0.8784 |
4.250 |
0.8738 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8876 |
0.8872 |
PP |
0.8874 |
0.8865 |
S1 |
0.8871 |
0.8858 |
|