CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
0.9282 |
0.9307 |
0.0025 |
0.3% |
0.9266 |
High |
0.9299 |
0.9322 |
0.0023 |
0.2% |
0.9322 |
Low |
0.9282 |
0.9307 |
0.0025 |
0.3% |
0.9250 |
Close |
0.9299 |
0.9322 |
0.0023 |
0.2% |
0.9322 |
Range |
0.0017 |
0.0015 |
-0.0002 |
-11.8% |
0.0072 |
ATR |
0.0022 |
0.0023 |
0.0000 |
0.2% |
0.0000 |
Volume |
1 |
23 |
22 |
2,200.0% |
48 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9362 |
0.9357 |
0.9330 |
|
R3 |
0.9347 |
0.9342 |
0.9326 |
|
R2 |
0.9332 |
0.9332 |
0.9325 |
|
R1 |
0.9327 |
0.9327 |
0.9323 |
0.9330 |
PP |
0.9317 |
0.9317 |
0.9317 |
0.9318 |
S1 |
0.9312 |
0.9312 |
0.9321 |
0.9315 |
S2 |
0.9302 |
0.9302 |
0.9319 |
|
S3 |
0.9287 |
0.9297 |
0.9318 |
|
S4 |
0.9272 |
0.9282 |
0.9314 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9514 |
0.9490 |
0.9362 |
|
R3 |
0.9442 |
0.9418 |
0.9342 |
|
R2 |
0.9370 |
0.9370 |
0.9335 |
|
R1 |
0.9346 |
0.9346 |
0.9329 |
0.9358 |
PP |
0.9298 |
0.9298 |
0.9298 |
0.9304 |
S1 |
0.9274 |
0.9274 |
0.9315 |
0.9286 |
S2 |
0.9226 |
0.9226 |
0.9309 |
|
S3 |
0.9154 |
0.9202 |
0.9302 |
|
S4 |
0.9082 |
0.9130 |
0.9282 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9386 |
2.618 |
0.9361 |
1.618 |
0.9346 |
1.000 |
0.9337 |
0.618 |
0.9331 |
HIGH |
0.9322 |
0.618 |
0.9316 |
0.500 |
0.9315 |
0.382 |
0.9313 |
LOW |
0.9307 |
0.618 |
0.9298 |
1.000 |
0.9292 |
1.618 |
0.9283 |
2.618 |
0.9268 |
4.250 |
0.9243 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9320 |
0.9312 |
PP |
0.9317 |
0.9303 |
S1 |
0.9315 |
0.9293 |
|