CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9100 |
0.9082 |
-0.0018 |
-0.2% |
0.9154 |
| High |
0.9100 |
0.9090 |
-0.0010 |
-0.1% |
0.9170 |
| Low |
0.9081 |
0.9082 |
0.0001 |
0.0% |
0.9125 |
| Close |
0.9081 |
0.9090 |
0.0009 |
0.1% |
0.9158 |
| Range |
0.0019 |
0.0008 |
-0.0011 |
-57.9% |
0.0045 |
| ATR |
0.0025 |
0.0023 |
-0.0001 |
-4.5% |
0.0000 |
| Volume |
4 |
9 |
5 |
125.0% |
83 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9111 |
0.9109 |
0.9094 |
|
| R3 |
0.9103 |
0.9101 |
0.9092 |
|
| R2 |
0.9095 |
0.9095 |
0.9091 |
|
| R1 |
0.9093 |
0.9093 |
0.9091 |
0.9094 |
| PP |
0.9087 |
0.9087 |
0.9087 |
0.9088 |
| S1 |
0.9085 |
0.9085 |
0.9089 |
0.9086 |
| S2 |
0.9079 |
0.9079 |
0.9089 |
|
| S3 |
0.9071 |
0.9077 |
0.9088 |
|
| S4 |
0.9063 |
0.9069 |
0.9086 |
|
|
| 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 |
0.9124 |
|
2.618 |
0.9111 |
|
1.618 |
0.9103 |
|
1.000 |
0.9098 |
|
0.618 |
0.9095 |
|
HIGH |
0.9090 |
|
0.618 |
0.9087 |
|
0.500 |
0.9086 |
|
0.382 |
0.9085 |
|
LOW |
0.9082 |
|
0.618 |
0.9077 |
|
1.000 |
0.9074 |
|
1.618 |
0.9069 |
|
2.618 |
0.9061 |
|
4.250 |
0.9048 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9089 |
0.9092 |
| PP |
0.9087 |
0.9091 |
| S1 |
0.9086 |
0.9091 |
|