CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8881 |
0.8913 |
0.0032 |
0.4% |
0.8985 |
High |
0.8906 |
0.8966 |
0.0060 |
0.7% |
0.9010 |
Low |
0.8881 |
0.8896 |
0.0015 |
0.2% |
0.8831 |
Close |
0.8900 |
0.8944 |
0.0044 |
0.5% |
0.8867 |
Range |
0.0025 |
0.0070 |
0.0045 |
180.0% |
0.0179 |
ATR |
0.0045 |
0.0047 |
0.0002 |
3.9% |
0.0000 |
Volume |
18 |
9 |
-9 |
-50.0% |
477 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9145 |
0.9115 |
0.8983 |
|
R3 |
0.9075 |
0.9045 |
0.8963 |
|
R2 |
0.9005 |
0.9005 |
0.8957 |
|
R1 |
0.8975 |
0.8975 |
0.8950 |
0.8990 |
PP |
0.8935 |
0.8935 |
0.8935 |
0.8943 |
S1 |
0.8905 |
0.8905 |
0.8938 |
0.8920 |
S2 |
0.8865 |
0.8865 |
0.8931 |
|
S3 |
0.8795 |
0.8835 |
0.8925 |
|
S4 |
0.8725 |
0.8765 |
0.8906 |
|
|
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 |
0.9264 |
2.618 |
0.9149 |
1.618 |
0.9079 |
1.000 |
0.9036 |
0.618 |
0.9009 |
HIGH |
0.8966 |
0.618 |
0.8939 |
0.500 |
0.8931 |
0.382 |
0.8923 |
LOW |
0.8896 |
0.618 |
0.8853 |
1.000 |
0.8826 |
1.618 |
0.8783 |
2.618 |
0.8713 |
4.250 |
0.8599 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8940 |
0.8933 |
PP |
0.8935 |
0.8922 |
S1 |
0.8931 |
0.8912 |
|