CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9140 |
0.9178 |
0.0038 |
0.4% |
0.9108 |
High |
0.9140 |
0.9178 |
0.0038 |
0.4% |
0.9160 |
Low |
0.9140 |
0.9178 |
0.0038 |
0.4% |
0.9102 |
Close |
0.9140 |
0.9178 |
0.0038 |
0.4% |
0.9152 |
Range |
|
|
|
|
|
ATR |
0.0018 |
0.0020 |
0.0001 |
7.9% |
0.0000 |
Volume |
1 |
7 |
6 |
600.0% |
147 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9178 |
0.9178 |
0.9178 |
|
R3 |
0.9178 |
0.9178 |
0.9178 |
|
R2 |
0.9178 |
0.9178 |
0.9178 |
|
R1 |
0.9178 |
0.9178 |
0.9178 |
0.9178 |
PP |
0.9178 |
0.9178 |
0.9178 |
0.9178 |
S1 |
0.9178 |
0.9178 |
0.9178 |
0.9178 |
S2 |
0.9178 |
0.9178 |
0.9178 |
|
S3 |
0.9178 |
0.9178 |
0.9178 |
|
S4 |
0.9178 |
0.9178 |
0.9178 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9312 |
0.9290 |
0.9184 |
|
R3 |
0.9254 |
0.9232 |
0.9168 |
|
R2 |
0.9196 |
0.9196 |
0.9163 |
|
R1 |
0.9174 |
0.9174 |
0.9157 |
0.9185 |
PP |
0.9138 |
0.9138 |
0.9138 |
0.9144 |
S1 |
0.9116 |
0.9116 |
0.9147 |
0.9127 |
S2 |
0.9080 |
0.9080 |
0.9141 |
|
S3 |
0.9022 |
0.9058 |
0.9136 |
|
S4 |
0.8964 |
0.9000 |
0.9120 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9178 |
2.618 |
0.9178 |
1.618 |
0.9178 |
1.000 |
0.9178 |
0.618 |
0.9178 |
HIGH |
0.9178 |
0.618 |
0.9178 |
0.500 |
0.9178 |
0.382 |
0.9178 |
LOW |
0.9178 |
0.618 |
0.9178 |
1.000 |
0.9178 |
1.618 |
0.9178 |
2.618 |
0.9178 |
4.250 |
0.9178 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9178 |
0.9172 |
PP |
0.9178 |
0.9165 |
S1 |
0.9178 |
0.9159 |
|