CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 17-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2014 |
17-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9049 |
0.9036 |
-0.0013 |
-0.1% |
0.9043 |
High |
0.9061 |
0.9053 |
-0.0008 |
-0.1% |
0.9155 |
Low |
0.9020 |
0.9034 |
0.0014 |
0.2% |
0.9043 |
Close |
0.9028 |
0.9034 |
0.0006 |
0.1% |
0.9067 |
Range |
0.0041 |
0.0019 |
-0.0022 |
-53.7% |
0.0112 |
ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
60 |
81 |
21 |
35.0% |
150 |
|
Daily Pivots for day following 17-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9097 |
0.9085 |
0.9044 |
|
R3 |
0.9078 |
0.9066 |
0.9039 |
|
R2 |
0.9059 |
0.9059 |
0.9037 |
|
R1 |
0.9047 |
0.9047 |
0.9036 |
0.9044 |
PP |
0.9040 |
0.9040 |
0.9040 |
0.9039 |
S1 |
0.9028 |
0.9028 |
0.9032 |
0.9025 |
S2 |
0.9021 |
0.9021 |
0.9031 |
|
S3 |
0.9002 |
0.9009 |
0.9029 |
|
S4 |
0.8983 |
0.8990 |
0.9024 |
|
|
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 |
0.9134 |
2.618 |
0.9103 |
1.618 |
0.9084 |
1.000 |
0.9072 |
0.618 |
0.9065 |
HIGH |
0.9053 |
0.618 |
0.9046 |
0.500 |
0.9044 |
0.382 |
0.9041 |
LOW |
0.9034 |
0.618 |
0.9022 |
1.000 |
0.9015 |
1.618 |
0.9003 |
2.618 |
0.8984 |
4.250 |
0.8953 |
|
|
Fisher Pivots for day following 17-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9044 |
0.9041 |
PP |
0.9040 |
0.9038 |
S1 |
0.9037 |
0.9036 |
|