CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9125 |
0.9137 |
0.0012 |
0.1% |
0.9062 |
| High |
0.9125 |
0.9137 |
0.0012 |
0.1% |
0.9173 |
| Low |
0.9125 |
0.9126 |
0.0001 |
0.0% |
0.9062 |
| Close |
0.9125 |
0.9126 |
0.0001 |
0.0% |
0.9104 |
| Range |
0.0000 |
0.0011 |
0.0011 |
|
0.0111 |
| ATR |
|
|
|
|
|
| Volume |
3 |
23 |
20 |
666.7% |
30 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9163 |
0.9155 |
0.9132 |
|
| R3 |
0.9152 |
0.9144 |
0.9129 |
|
| R2 |
0.9141 |
0.9141 |
0.9128 |
|
| R1 |
0.9133 |
0.9133 |
0.9127 |
0.9132 |
| PP |
0.9130 |
0.9130 |
0.9130 |
0.9129 |
| S1 |
0.9122 |
0.9122 |
0.9125 |
0.9121 |
| S2 |
0.9119 |
0.9119 |
0.9124 |
|
| S3 |
0.9108 |
0.9111 |
0.9123 |
|
| S4 |
0.9097 |
0.9100 |
0.9120 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9446 |
0.9386 |
0.9165 |
|
| R3 |
0.9335 |
0.9275 |
0.9135 |
|
| R2 |
0.9224 |
0.9224 |
0.9124 |
|
| R1 |
0.9164 |
0.9164 |
0.9114 |
0.9194 |
| PP |
0.9113 |
0.9113 |
0.9113 |
0.9128 |
| S1 |
0.9053 |
0.9053 |
0.9094 |
0.9083 |
| S2 |
0.9002 |
0.9002 |
0.9084 |
|
| S3 |
0.8891 |
0.8942 |
0.9073 |
|
| S4 |
0.8780 |
0.8831 |
0.9043 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9184 |
|
2.618 |
0.9166 |
|
1.618 |
0.9155 |
|
1.000 |
0.9148 |
|
0.618 |
0.9144 |
|
HIGH |
0.9137 |
|
0.618 |
0.9133 |
|
0.500 |
0.9132 |
|
0.382 |
0.9130 |
|
LOW |
0.9126 |
|
0.618 |
0.9119 |
|
1.000 |
0.9115 |
|
1.618 |
0.9108 |
|
2.618 |
0.9097 |
|
4.250 |
0.9079 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9132 |
0.9123 |
| PP |
0.9130 |
0.9120 |
| S1 |
0.9128 |
0.9117 |
|