CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 28-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.8965 |
0.9025 |
0.0060 |
0.7% |
0.8861 |
High |
0.9025 |
0.9025 |
0.0000 |
0.0% |
0.9025 |
Low |
0.8964 |
0.8977 |
0.0013 |
0.1% |
0.8857 |
Close |
0.9008 |
0.8990 |
-0.0018 |
-0.2% |
0.8990 |
Range |
0.0061 |
0.0048 |
-0.0013 |
-21.3% |
0.0168 |
ATR |
0.0050 |
0.0049 |
0.0000 |
-0.2% |
0.0000 |
Volume |
45 |
59 |
14 |
31.1% |
150 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9141 |
0.9114 |
0.9016 |
|
R3 |
0.9093 |
0.9066 |
0.9003 |
|
R2 |
0.9045 |
0.9045 |
0.8999 |
|
R1 |
0.9018 |
0.9018 |
0.8994 |
0.9008 |
PP |
0.8997 |
0.8997 |
0.8997 |
0.8992 |
S1 |
0.8970 |
0.8970 |
0.8986 |
0.8960 |
S2 |
0.8949 |
0.8949 |
0.8981 |
|
S3 |
0.8901 |
0.8922 |
0.8977 |
|
S4 |
0.8853 |
0.8874 |
0.8964 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9461 |
0.9394 |
0.9082 |
|
R3 |
0.9293 |
0.9226 |
0.9036 |
|
R2 |
0.9125 |
0.9125 |
0.9021 |
|
R1 |
0.9058 |
0.9058 |
0.9005 |
0.9092 |
PP |
0.8957 |
0.8957 |
0.8957 |
0.8974 |
S1 |
0.8890 |
0.8890 |
0.8975 |
0.8924 |
S2 |
0.8789 |
0.8789 |
0.8959 |
|
S3 |
0.8621 |
0.8722 |
0.8944 |
|
S4 |
0.8453 |
0.8554 |
0.8898 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9229 |
2.618 |
0.9151 |
1.618 |
0.9103 |
1.000 |
0.9073 |
0.618 |
0.9055 |
HIGH |
0.9025 |
0.618 |
0.9007 |
0.500 |
0.9001 |
0.382 |
0.8995 |
LOW |
0.8977 |
0.618 |
0.8947 |
1.000 |
0.8929 |
1.618 |
0.8899 |
2.618 |
0.8851 |
4.250 |
0.8773 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9001 |
0.8980 |
PP |
0.8997 |
0.8970 |
S1 |
0.8994 |
0.8961 |
|