CME Canadian Dollar Future December 2014
Trading Metrics calculated at close of trading on 21-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2014 |
21-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
0.9036 |
0.9015 |
-0.0021 |
-0.2% |
0.9066 |
High |
0.9053 |
0.9027 |
-0.0026 |
-0.3% |
0.9074 |
Low |
0.9034 |
0.9015 |
-0.0019 |
-0.2% |
0.9020 |
Close |
0.9034 |
0.9025 |
-0.0009 |
-0.1% |
0.9034 |
Range |
0.0019 |
0.0012 |
-0.0007 |
-36.8% |
0.0054 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-3.7% |
0.0000 |
Volume |
81 |
47 |
-34 |
-42.0% |
156 |
|
Daily Pivots for day following 21-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9058 |
0.9054 |
0.9032 |
|
R3 |
0.9046 |
0.9042 |
0.9028 |
|
R2 |
0.9034 |
0.9034 |
0.9027 |
|
R1 |
0.9030 |
0.9030 |
0.9026 |
0.9032 |
PP |
0.9022 |
0.9022 |
0.9022 |
0.9024 |
S1 |
0.9018 |
0.9018 |
0.9024 |
0.9020 |
S2 |
0.9010 |
0.9010 |
0.9023 |
|
S3 |
0.8998 |
0.9006 |
0.9022 |
|
S4 |
0.8986 |
0.8994 |
0.9018 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9205 |
0.9173 |
0.9064 |
|
R3 |
0.9151 |
0.9119 |
0.9049 |
|
R2 |
0.9097 |
0.9097 |
0.9044 |
|
R1 |
0.9065 |
0.9065 |
0.9039 |
0.9054 |
PP |
0.9043 |
0.9043 |
0.9043 |
0.9037 |
S1 |
0.9011 |
0.9011 |
0.9029 |
0.9000 |
S2 |
0.8989 |
0.8989 |
0.9024 |
|
S3 |
0.8935 |
0.8957 |
0.9019 |
|
S4 |
0.8881 |
0.8903 |
0.9004 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9078 |
2.618 |
0.9058 |
1.618 |
0.9046 |
1.000 |
0.9039 |
0.618 |
0.9034 |
HIGH |
0.9027 |
0.618 |
0.9022 |
0.500 |
0.9021 |
0.382 |
0.9020 |
LOW |
0.9015 |
0.618 |
0.9008 |
1.000 |
0.9003 |
1.618 |
0.8996 |
2.618 |
0.8984 |
4.250 |
0.8964 |
|
|
Fisher Pivots for day following 21-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9024 |
0.9038 |
PP |
0.9022 |
0.9034 |
S1 |
0.9021 |
0.9029 |
|