CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9108 |
0.9105 |
-0.0003 |
0.0% |
0.9117 |
High |
0.9109 |
0.9105 |
-0.0004 |
0.0% |
0.9117 |
Low |
0.9102 |
0.9105 |
0.0003 |
0.0% |
0.9081 |
Close |
0.9102 |
0.9105 |
0.0003 |
0.0% |
0.9086 |
Range |
0.0007 |
0.0000 |
-0.0007 |
-100.0% |
0.0036 |
ATR |
0.0022 |
0.0021 |
-0.0001 |
-6.2% |
0.0000 |
Volume |
5 |
70 |
65 |
1,300.0% |
119 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9105 |
0.9105 |
0.9105 |
|
R3 |
0.9105 |
0.9105 |
0.9105 |
|
R2 |
0.9105 |
0.9105 |
0.9105 |
|
R1 |
0.9105 |
0.9105 |
0.9105 |
0.9105 |
PP |
0.9105 |
0.9105 |
0.9105 |
0.9105 |
S1 |
0.9105 |
0.9105 |
0.9105 |
0.9105 |
S2 |
0.9105 |
0.9105 |
0.9105 |
|
S3 |
0.9105 |
0.9105 |
0.9105 |
|
S4 |
0.9105 |
0.9105 |
0.9105 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9203 |
0.9180 |
0.9106 |
|
R3 |
0.9167 |
0.9144 |
0.9096 |
|
R2 |
0.9131 |
0.9131 |
0.9093 |
|
R1 |
0.9108 |
0.9108 |
0.9089 |
0.9102 |
PP |
0.9095 |
0.9095 |
0.9095 |
0.9091 |
S1 |
0.9072 |
0.9072 |
0.9083 |
0.9066 |
S2 |
0.9059 |
0.9059 |
0.9079 |
|
S3 |
0.9023 |
0.9036 |
0.9076 |
|
S4 |
0.8987 |
0.9000 |
0.9066 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9105 |
2.618 |
0.9105 |
1.618 |
0.9105 |
1.000 |
0.9105 |
0.618 |
0.9105 |
HIGH |
0.9105 |
0.618 |
0.9105 |
0.500 |
0.9105 |
0.382 |
0.9105 |
LOW |
0.9105 |
0.618 |
0.9105 |
1.000 |
0.9105 |
1.618 |
0.9105 |
2.618 |
0.9105 |
4.250 |
0.9105 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9105 |
0.9103 |
PP |
0.9105 |
0.9100 |
S1 |
0.9105 |
0.9098 |
|