CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 25-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8861 |
0.8881 |
0.0020 |
0.2% |
0.8985 |
High |
0.8885 |
0.8906 |
0.0021 |
0.2% |
0.9010 |
Low |
0.8857 |
0.8881 |
0.0024 |
0.3% |
0.8831 |
Close |
0.8879 |
0.8900 |
0.0021 |
0.2% |
0.8867 |
Range |
0.0028 |
0.0025 |
-0.0003 |
-10.7% |
0.0179 |
ATR |
0.0047 |
0.0045 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
19 |
18 |
-1 |
-5.3% |
477 |
|
Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8971 |
0.8960 |
0.8914 |
|
R3 |
0.8946 |
0.8935 |
0.8907 |
|
R2 |
0.8921 |
0.8921 |
0.8905 |
|
R1 |
0.8910 |
0.8910 |
0.8902 |
0.8916 |
PP |
0.8896 |
0.8896 |
0.8896 |
0.8898 |
S1 |
0.8885 |
0.8885 |
0.8898 |
0.8891 |
S2 |
0.8871 |
0.8871 |
0.8895 |
|
S3 |
0.8846 |
0.8860 |
0.8893 |
|
S4 |
0.8821 |
0.8835 |
0.8886 |
|
|
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 |
0.9012 |
2.618 |
0.8971 |
1.618 |
0.8946 |
1.000 |
0.8931 |
0.618 |
0.8921 |
HIGH |
0.8906 |
0.618 |
0.8896 |
0.500 |
0.8894 |
0.382 |
0.8891 |
LOW |
0.8881 |
0.618 |
0.8866 |
1.000 |
0.8856 |
1.618 |
0.8841 |
2.618 |
0.8816 |
4.250 |
0.8775 |
|
|
Fisher Pivots for day following 25-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8898 |
0.8890 |
PP |
0.8896 |
0.8881 |
S1 |
0.8894 |
0.8871 |
|