CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
0.9025 |
0.9015 |
-0.0010 |
-0.1% |
0.8861 |
High |
0.9025 |
0.9028 |
0.0003 |
0.0% |
0.9025 |
Low |
0.8977 |
0.8990 |
0.0013 |
0.1% |
0.8857 |
Close |
0.8990 |
0.8998 |
0.0008 |
0.1% |
0.8990 |
Range |
0.0048 |
0.0038 |
-0.0010 |
-20.8% |
0.0168 |
ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
59 |
37 |
-22 |
-37.3% |
150 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9119 |
0.9097 |
0.9019 |
|
R3 |
0.9081 |
0.9059 |
0.9008 |
|
R2 |
0.9043 |
0.9043 |
0.9005 |
|
R1 |
0.9021 |
0.9021 |
0.9001 |
0.9013 |
PP |
0.9005 |
0.9005 |
0.9005 |
0.9002 |
S1 |
0.8983 |
0.8983 |
0.8995 |
0.8975 |
S2 |
0.8967 |
0.8967 |
0.8991 |
|
S3 |
0.8929 |
0.8945 |
0.8988 |
|
S4 |
0.8891 |
0.8907 |
0.8977 |
|
|
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 |
0.9190 |
2.618 |
0.9127 |
1.618 |
0.9089 |
1.000 |
0.9066 |
0.618 |
0.9051 |
HIGH |
0.9028 |
0.618 |
0.9013 |
0.500 |
0.9009 |
0.382 |
0.9005 |
LOW |
0.8990 |
0.618 |
0.8967 |
1.000 |
0.8952 |
1.618 |
0.8929 |
2.618 |
0.8891 |
4.250 |
0.8829 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9009 |
0.8997 |
PP |
0.9005 |
0.8997 |
S1 |
0.9002 |
0.8996 |
|