CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
0.9154 |
0.9125 |
-0.0029 |
-0.3% |
0.9135 |
High |
0.9154 |
0.9125 |
-0.0029 |
-0.3% |
0.9136 |
Low |
0.9145 |
0.9125 |
-0.0020 |
-0.2% |
0.9095 |
Close |
0.9145 |
0.9125 |
-0.0020 |
-0.2% |
0.9136 |
Range |
0.0009 |
0.0000 |
-0.0009 |
-100.0% |
0.0041 |
ATR |
0.0022 |
0.0022 |
0.0000 |
-0.7% |
0.0000 |
Volume |
18 |
1 |
-17 |
-94.4% |
57 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9125 |
0.9125 |
0.9125 |
|
R3 |
0.9125 |
0.9125 |
0.9125 |
|
R2 |
0.9125 |
0.9125 |
0.9125 |
|
R1 |
0.9125 |
0.9125 |
0.9125 |
0.9125 |
PP |
0.9125 |
0.9125 |
0.9125 |
0.9125 |
S1 |
0.9125 |
0.9125 |
0.9125 |
0.9125 |
S2 |
0.9125 |
0.9125 |
0.9125 |
|
S3 |
0.9125 |
0.9125 |
0.9125 |
|
S4 |
0.9125 |
0.9125 |
0.9125 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9245 |
0.9232 |
0.9159 |
|
R3 |
0.9204 |
0.9191 |
0.9147 |
|
R2 |
0.9163 |
0.9163 |
0.9144 |
|
R1 |
0.9150 |
0.9150 |
0.9140 |
0.9157 |
PP |
0.9122 |
0.9122 |
0.9122 |
0.9126 |
S1 |
0.9109 |
0.9109 |
0.9132 |
0.9116 |
S2 |
0.9081 |
0.9081 |
0.9128 |
|
S3 |
0.9040 |
0.9068 |
0.9125 |
|
S4 |
0.8999 |
0.9027 |
0.9113 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9125 |
2.618 |
0.9125 |
1.618 |
0.9125 |
1.000 |
0.9125 |
0.618 |
0.9125 |
HIGH |
0.9125 |
0.618 |
0.9125 |
0.500 |
0.9125 |
0.382 |
0.9125 |
LOW |
0.9125 |
0.618 |
0.9125 |
1.000 |
0.9125 |
1.618 |
0.9125 |
2.618 |
0.9125 |
4.250 |
0.9125 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9125 |
0.9140 |
PP |
0.9125 |
0.9135 |
S1 |
0.9125 |
0.9130 |
|