CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 03-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9006 |
0.9020 |
0.0014 |
0.2% |
0.8861 |
High |
0.9015 |
0.9025 |
0.0010 |
0.1% |
0.9025 |
Low |
0.9003 |
0.9001 |
-0.0002 |
0.0% |
0.8857 |
Close |
0.9015 |
0.9006 |
-0.0009 |
-0.1% |
0.8990 |
Range |
0.0012 |
0.0024 |
0.0012 |
100.0% |
0.0168 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
49 |
98 |
49 |
100.0% |
150 |
|
Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9083 |
0.9068 |
0.9019 |
|
R3 |
0.9059 |
0.9044 |
0.9013 |
|
R2 |
0.9035 |
0.9035 |
0.9010 |
|
R1 |
0.9020 |
0.9020 |
0.9008 |
0.9016 |
PP |
0.9011 |
0.9011 |
0.9011 |
0.9008 |
S1 |
0.8996 |
0.8996 |
0.9004 |
0.8992 |
S2 |
0.8987 |
0.8987 |
0.9002 |
|
S3 |
0.8963 |
0.8972 |
0.8999 |
|
S4 |
0.8939 |
0.8948 |
0.8993 |
|
|
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 |
0.9127 |
2.618 |
0.9088 |
1.618 |
0.9064 |
1.000 |
0.9049 |
0.618 |
0.9040 |
HIGH |
0.9025 |
0.618 |
0.9016 |
0.500 |
0.9013 |
0.382 |
0.9010 |
LOW |
0.9001 |
0.618 |
0.8986 |
1.000 |
0.8977 |
1.618 |
0.8962 |
2.618 |
0.8938 |
4.250 |
0.8899 |
|
|
Fisher Pivots for day following 03-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9013 |
0.9012 |
PP |
0.9011 |
0.9010 |
S1 |
0.9008 |
0.9008 |
|