CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 04-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9020 |
0.9070 |
0.0050 |
0.6% |
0.9015 |
High |
0.9025 |
0.9070 |
0.0045 |
0.5% |
0.9070 |
Low |
0.9001 |
0.9050 |
0.0049 |
0.5% |
0.8990 |
Close |
0.9006 |
0.9050 |
0.0044 |
0.5% |
0.9050 |
Range |
0.0024 |
0.0020 |
-0.0004 |
-16.7% |
0.0080 |
ATR |
0.0043 |
0.0044 |
0.0002 |
3.5% |
0.0000 |
Volume |
98 |
54 |
-44 |
-44.9% |
309 |
|
Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9117 |
0.9103 |
0.9061 |
|
R3 |
0.9097 |
0.9083 |
0.9056 |
|
R2 |
0.9077 |
0.9077 |
0.9054 |
|
R1 |
0.9063 |
0.9063 |
0.9052 |
0.9060 |
PP |
0.9057 |
0.9057 |
0.9057 |
0.9055 |
S1 |
0.9043 |
0.9043 |
0.9048 |
0.9040 |
S2 |
0.9037 |
0.9037 |
0.9046 |
|
S3 |
0.9017 |
0.9023 |
0.9045 |
|
S4 |
0.8997 |
0.9003 |
0.9039 |
|
|
Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9277 |
0.9243 |
0.9094 |
|
R3 |
0.9197 |
0.9163 |
0.9072 |
|
R2 |
0.9117 |
0.9117 |
0.9065 |
|
R1 |
0.9083 |
0.9083 |
0.9057 |
0.9100 |
PP |
0.9037 |
0.9037 |
0.9037 |
0.9045 |
S1 |
0.9003 |
0.9003 |
0.9043 |
0.9020 |
S2 |
0.8957 |
0.8957 |
0.9035 |
|
S3 |
0.8877 |
0.8923 |
0.9028 |
|
S4 |
0.8797 |
0.8843 |
0.9006 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9155 |
2.618 |
0.9122 |
1.618 |
0.9102 |
1.000 |
0.9090 |
0.618 |
0.9082 |
HIGH |
0.9070 |
0.618 |
0.9062 |
0.500 |
0.9060 |
0.382 |
0.9058 |
LOW |
0.9050 |
0.618 |
0.9038 |
1.000 |
0.9030 |
1.618 |
0.9018 |
2.618 |
0.8998 |
4.250 |
0.8965 |
|
|
Fisher Pivots for day following 04-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9060 |
0.9045 |
PP |
0.9057 |
0.9040 |
S1 |
0.9053 |
0.9036 |
|