CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9117 |
0.9101 |
-0.0016 |
-0.2% |
0.9154 |
High |
0.9117 |
0.9102 |
-0.0015 |
-0.2% |
0.9170 |
Low |
0.9110 |
0.9101 |
-0.0009 |
-0.1% |
0.9125 |
Close |
0.9110 |
0.9102 |
-0.0008 |
-0.1% |
0.9158 |
Range |
0.0007 |
0.0001 |
-0.0006 |
-85.7% |
0.0045 |
ATR |
0.0026 |
0.0025 |
-0.0001 |
-4.7% |
0.0000 |
Volume |
78 |
23 |
-55 |
-70.5% |
83 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9105 |
0.9104 |
0.9103 |
|
R3 |
0.9104 |
0.9103 |
0.9102 |
|
R2 |
0.9103 |
0.9103 |
0.9102 |
|
R1 |
0.9102 |
0.9102 |
0.9102 |
0.9103 |
PP |
0.9102 |
0.9102 |
0.9102 |
0.9102 |
S1 |
0.9101 |
0.9101 |
0.9102 |
0.9102 |
S2 |
0.9101 |
0.9101 |
0.9102 |
|
S3 |
0.9100 |
0.9100 |
0.9102 |
|
S4 |
0.9099 |
0.9099 |
0.9101 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9286 |
0.9267 |
0.9183 |
|
R3 |
0.9241 |
0.9222 |
0.9170 |
|
R2 |
0.9196 |
0.9196 |
0.9166 |
|
R1 |
0.9177 |
0.9177 |
0.9162 |
0.9187 |
PP |
0.9151 |
0.9151 |
0.9151 |
0.9156 |
S1 |
0.9132 |
0.9132 |
0.9154 |
0.9142 |
S2 |
0.9106 |
0.9106 |
0.9150 |
|
S3 |
0.9061 |
0.9087 |
0.9146 |
|
S4 |
0.9016 |
0.9042 |
0.9133 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9106 |
2.618 |
0.9105 |
1.618 |
0.9104 |
1.000 |
0.9103 |
0.618 |
0.9103 |
HIGH |
0.9102 |
0.618 |
0.9102 |
0.500 |
0.9102 |
0.382 |
0.9101 |
LOW |
0.9101 |
0.618 |
0.9100 |
1.000 |
0.9100 |
1.618 |
0.9099 |
2.618 |
0.9098 |
4.250 |
0.9097 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9102 |
0.9136 |
PP |
0.9102 |
0.9124 |
S1 |
0.9102 |
0.9113 |
|