CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9182 |
0.9266 |
0.0084 |
0.9% |
0.9155 |
High |
0.9240 |
0.9266 |
0.0026 |
0.3% |
0.9240 |
Low |
0.9182 |
0.9256 |
0.0074 |
0.8% |
0.9140 |
Close |
0.9240 |
0.9263 |
0.0023 |
0.2% |
0.9240 |
Range |
0.0058 |
0.0010 |
-0.0048 |
-82.8% |
0.0100 |
ATR |
0.0023 |
0.0023 |
0.0000 |
1.1% |
0.0000 |
Volume |
7 |
11 |
4 |
57.1% |
441 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9292 |
0.9287 |
0.9269 |
|
R3 |
0.9282 |
0.9277 |
0.9266 |
|
R2 |
0.9272 |
0.9272 |
0.9265 |
|
R1 |
0.9267 |
0.9267 |
0.9264 |
0.9265 |
PP |
0.9262 |
0.9262 |
0.9262 |
0.9260 |
S1 |
0.9257 |
0.9257 |
0.9262 |
0.9255 |
S2 |
0.9252 |
0.9252 |
0.9261 |
|
S3 |
0.9242 |
0.9247 |
0.9260 |
|
S4 |
0.9232 |
0.9237 |
0.9258 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9507 |
0.9473 |
0.9295 |
|
R3 |
0.9407 |
0.9373 |
0.9268 |
|
R2 |
0.9307 |
0.9307 |
0.9258 |
|
R1 |
0.9273 |
0.9273 |
0.9249 |
0.9290 |
PP |
0.9207 |
0.9207 |
0.9207 |
0.9215 |
S1 |
0.9173 |
0.9173 |
0.9231 |
0.9190 |
S2 |
0.9107 |
0.9107 |
0.9222 |
|
S3 |
0.9007 |
0.9073 |
0.9213 |
|
S4 |
0.8907 |
0.8973 |
0.9185 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9309 |
2.618 |
0.9292 |
1.618 |
0.9282 |
1.000 |
0.9276 |
0.618 |
0.9272 |
HIGH |
0.9266 |
0.618 |
0.9262 |
0.500 |
0.9261 |
0.382 |
0.9260 |
LOW |
0.9256 |
0.618 |
0.9250 |
1.000 |
0.9246 |
1.618 |
0.9240 |
2.618 |
0.9230 |
4.250 |
0.9214 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9262 |
0.9249 |
PP |
0.9262 |
0.9236 |
S1 |
0.9261 |
0.9222 |
|