CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 19-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2014 |
19-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9135 |
0.9135 |
0.0000 |
0.0% |
0.9112 |
High |
0.9135 |
0.9135 |
0.0000 |
0.0% |
0.9137 |
Low |
0.9135 |
0.9132 |
-0.0003 |
0.0% |
0.9096 |
Close |
0.9135 |
0.9132 |
-0.0003 |
0.0% |
0.9135 |
Range |
0.0000 |
0.0003 |
0.0003 |
|
0.0041 |
ATR |
0.0024 |
0.0023 |
-0.0002 |
-6.3% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
43 |
|
Daily Pivots for day following 19-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9142 |
0.9140 |
0.9134 |
|
R3 |
0.9139 |
0.9137 |
0.9133 |
|
R2 |
0.9136 |
0.9136 |
0.9133 |
|
R1 |
0.9134 |
0.9134 |
0.9132 |
0.9134 |
PP |
0.9133 |
0.9133 |
0.9133 |
0.9133 |
S1 |
0.9131 |
0.9131 |
0.9132 |
0.9131 |
S2 |
0.9130 |
0.9130 |
0.9131 |
|
S3 |
0.9127 |
0.9128 |
0.9131 |
|
S4 |
0.9124 |
0.9125 |
0.9130 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9246 |
0.9231 |
0.9158 |
|
R3 |
0.9205 |
0.9190 |
0.9146 |
|
R2 |
0.9164 |
0.9164 |
0.9143 |
|
R1 |
0.9149 |
0.9149 |
0.9139 |
0.9157 |
PP |
0.9123 |
0.9123 |
0.9123 |
0.9126 |
S1 |
0.9108 |
0.9108 |
0.9131 |
0.9116 |
S2 |
0.9082 |
0.9082 |
0.9127 |
|
S3 |
0.9041 |
0.9067 |
0.9124 |
|
S4 |
0.9000 |
0.9026 |
0.9112 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9148 |
2.618 |
0.9143 |
1.618 |
0.9140 |
1.000 |
0.9138 |
0.618 |
0.9137 |
HIGH |
0.9135 |
0.618 |
0.9134 |
0.500 |
0.9134 |
0.382 |
0.9133 |
LOW |
0.9132 |
0.618 |
0.9130 |
1.000 |
0.9129 |
1.618 |
0.9127 |
2.618 |
0.9124 |
4.250 |
0.9119 |
|
|
Fisher Pivots for day following 19-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9134 |
0.9132 |
PP |
0.9133 |
0.9132 |
S1 |
0.9133 |
0.9132 |
|