CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 07-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2014 |
07-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9070 |
0.9043 |
-0.0027 |
-0.3% |
0.9015 |
High |
0.9070 |
0.9070 |
0.0000 |
0.0% |
0.9070 |
Low |
0.9050 |
0.9043 |
-0.0007 |
-0.1% |
0.8990 |
Close |
0.9050 |
0.9062 |
0.0012 |
0.1% |
0.9050 |
Range |
0.0020 |
0.0027 |
0.0007 |
35.0% |
0.0080 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
54 |
22 |
-32 |
-59.3% |
309 |
|
Daily Pivots for day following 07-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9139 |
0.9128 |
0.9077 |
|
R3 |
0.9112 |
0.9101 |
0.9069 |
|
R2 |
0.9085 |
0.9085 |
0.9067 |
|
R1 |
0.9074 |
0.9074 |
0.9064 |
0.9080 |
PP |
0.9058 |
0.9058 |
0.9058 |
0.9061 |
S1 |
0.9047 |
0.9047 |
0.9060 |
0.9053 |
S2 |
0.9031 |
0.9031 |
0.9057 |
|
S3 |
0.9004 |
0.9020 |
0.9055 |
|
S4 |
0.8977 |
0.8993 |
0.9047 |
|
|
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 |
0.9185 |
2.618 |
0.9141 |
1.618 |
0.9114 |
1.000 |
0.9097 |
0.618 |
0.9087 |
HIGH |
0.9070 |
0.618 |
0.9060 |
0.500 |
0.9057 |
0.382 |
0.9053 |
LOW |
0.9043 |
0.618 |
0.9026 |
1.000 |
0.9016 |
1.618 |
0.8999 |
2.618 |
0.8972 |
4.250 |
0.8928 |
|
|
Fisher Pivots for day following 07-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9060 |
0.9053 |
PP |
0.9058 |
0.9044 |
S1 |
0.9057 |
0.9036 |
|