CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 14-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2014 |
14-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9090 |
0.9066 |
-0.0024 |
-0.3% |
0.9043 |
High |
0.9090 |
0.9074 |
-0.0016 |
-0.2% |
0.9155 |
Low |
0.9064 |
0.9066 |
0.0002 |
0.0% |
0.9043 |
Close |
0.9067 |
0.9068 |
0.0001 |
0.0% |
0.9067 |
Range |
0.0026 |
0.0008 |
-0.0018 |
-69.2% |
0.0112 |
ATR |
0.0044 |
0.0042 |
-0.0003 |
-5.9% |
0.0000 |
Volume |
27 |
13 |
-14 |
-51.9% |
150 |
|
Daily Pivots for day following 14-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9093 |
0.9089 |
0.9072 |
|
R3 |
0.9085 |
0.9081 |
0.9070 |
|
R2 |
0.9077 |
0.9077 |
0.9069 |
|
R1 |
0.9073 |
0.9073 |
0.9069 |
0.9075 |
PP |
0.9069 |
0.9069 |
0.9069 |
0.9071 |
S1 |
0.9065 |
0.9065 |
0.9067 |
0.9067 |
S2 |
0.9061 |
0.9061 |
0.9067 |
|
S3 |
0.9053 |
0.9057 |
0.9066 |
|
S4 |
0.9045 |
0.9049 |
0.9064 |
|
|
Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9424 |
0.9358 |
0.9129 |
|
R3 |
0.9312 |
0.9246 |
0.9098 |
|
R2 |
0.9200 |
0.9200 |
0.9088 |
|
R1 |
0.9134 |
0.9134 |
0.9077 |
0.9167 |
PP |
0.9088 |
0.9088 |
0.9088 |
0.9105 |
S1 |
0.9022 |
0.9022 |
0.9057 |
0.9055 |
S2 |
0.8976 |
0.8976 |
0.9046 |
|
S3 |
0.8864 |
0.8910 |
0.9036 |
|
S4 |
0.8752 |
0.8798 |
0.9005 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9108 |
2.618 |
0.9095 |
1.618 |
0.9087 |
1.000 |
0.9082 |
0.618 |
0.9079 |
HIGH |
0.9074 |
0.618 |
0.9071 |
0.500 |
0.9070 |
0.382 |
0.9069 |
LOW |
0.9066 |
0.618 |
0.9061 |
1.000 |
0.9058 |
1.618 |
0.9053 |
2.618 |
0.9045 |
4.250 |
0.9032 |
|
|
Fisher Pivots for day following 14-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9070 |
0.9103 |
PP |
0.9069 |
0.9091 |
S1 |
0.9069 |
0.9080 |
|