CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 02-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9001 |
0.9006 |
0.0005 |
0.1% |
0.8861 |
High |
0.9022 |
0.9015 |
-0.0007 |
-0.1% |
0.9025 |
Low |
0.8998 |
0.9003 |
0.0005 |
0.1% |
0.8857 |
Close |
0.9008 |
0.9015 |
0.0007 |
0.1% |
0.8990 |
Range |
0.0024 |
0.0012 |
-0.0012 |
-50.0% |
0.0168 |
ATR |
0.0047 |
0.0044 |
-0.0002 |
-5.3% |
0.0000 |
Volume |
71 |
49 |
-22 |
-31.0% |
150 |
|
Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9047 |
0.9043 |
0.9022 |
|
R3 |
0.9035 |
0.9031 |
0.9018 |
|
R2 |
0.9023 |
0.9023 |
0.9017 |
|
R1 |
0.9019 |
0.9019 |
0.9016 |
0.9021 |
PP |
0.9011 |
0.9011 |
0.9011 |
0.9012 |
S1 |
0.9007 |
0.9007 |
0.9014 |
0.9009 |
S2 |
0.8999 |
0.8999 |
0.9013 |
|
S3 |
0.8987 |
0.8995 |
0.9012 |
|
S4 |
0.8975 |
0.8983 |
0.9008 |
|
|
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 |
0.9066 |
2.618 |
0.9046 |
1.618 |
0.9034 |
1.000 |
0.9027 |
0.618 |
0.9022 |
HIGH |
0.9015 |
0.618 |
0.9010 |
0.500 |
0.9009 |
0.382 |
0.9008 |
LOW |
0.9003 |
0.618 |
0.8996 |
1.000 |
0.8991 |
1.618 |
0.8984 |
2.618 |
0.8972 |
4.250 |
0.8952 |
|
|
Fisher Pivots for day following 02-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9013 |
0.9013 |
PP |
0.9011 |
0.9011 |
S1 |
0.9009 |
0.9009 |
|