CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 16-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2014 |
16-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9055 |
0.9049 |
-0.0006 |
-0.1% |
0.9043 |
High |
0.9058 |
0.9061 |
0.0003 |
0.0% |
0.9155 |
Low |
0.9050 |
0.9020 |
-0.0030 |
-0.3% |
0.9043 |
Close |
0.9054 |
0.9028 |
-0.0026 |
-0.3% |
0.9067 |
Range |
0.0008 |
0.0041 |
0.0033 |
412.5% |
0.0112 |
ATR |
0.0040 |
0.0040 |
0.0000 |
0.2% |
0.0000 |
Volume |
2 |
60 |
58 |
2,900.0% |
150 |
|
Daily Pivots for day following 16-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9159 |
0.9135 |
0.9051 |
|
R3 |
0.9118 |
0.9094 |
0.9039 |
|
R2 |
0.9077 |
0.9077 |
0.9036 |
|
R1 |
0.9053 |
0.9053 |
0.9032 |
0.9045 |
PP |
0.9036 |
0.9036 |
0.9036 |
0.9032 |
S1 |
0.9012 |
0.9012 |
0.9024 |
0.9004 |
S2 |
0.8995 |
0.8995 |
0.9020 |
|
S3 |
0.8954 |
0.8971 |
0.9017 |
|
S4 |
0.8913 |
0.8930 |
0.9005 |
|
|
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 |
0.9235 |
2.618 |
0.9168 |
1.618 |
0.9127 |
1.000 |
0.9102 |
0.618 |
0.9086 |
HIGH |
0.9061 |
0.618 |
0.9045 |
0.500 |
0.9041 |
0.382 |
0.9036 |
LOW |
0.9020 |
0.618 |
0.8995 |
1.000 |
0.8979 |
1.618 |
0.8954 |
2.618 |
0.8913 |
4.250 |
0.8846 |
|
|
Fisher Pivots for day following 16-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9041 |
0.9047 |
PP |
0.9036 |
0.9041 |
S1 |
0.9032 |
0.9034 |
|