CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 09-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9313 |
0.9328 |
0.0015 |
0.2% |
0.9317 |
High |
0.9317 |
0.9337 |
0.0020 |
0.2% |
0.9356 |
Low |
0.9311 |
0.9325 |
0.0014 |
0.2% |
0.9316 |
Close |
0.9311 |
0.9337 |
0.0026 |
0.3% |
0.9356 |
Range |
0.0006 |
0.0012 |
0.0006 |
100.0% |
0.0040 |
ATR |
0.0024 |
0.0024 |
0.0000 |
0.7% |
0.0000 |
Volume |
33 |
144 |
111 |
336.4% |
47 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9369 |
0.9365 |
0.9344 |
|
R3 |
0.9357 |
0.9353 |
0.9340 |
|
R2 |
0.9345 |
0.9345 |
0.9339 |
|
R1 |
0.9341 |
0.9341 |
0.9338 |
0.9343 |
PP |
0.9333 |
0.9333 |
0.9333 |
0.9334 |
S1 |
0.9329 |
0.9329 |
0.9336 |
0.9331 |
S2 |
0.9321 |
0.9321 |
0.9335 |
|
S3 |
0.9309 |
0.9317 |
0.9334 |
|
S4 |
0.9297 |
0.9305 |
0.9330 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9463 |
0.9449 |
0.9378 |
|
R3 |
0.9423 |
0.9409 |
0.9367 |
|
R2 |
0.9383 |
0.9383 |
0.9363 |
|
R1 |
0.9369 |
0.9369 |
0.9360 |
0.9376 |
PP |
0.9343 |
0.9343 |
0.9343 |
0.9346 |
S1 |
0.9329 |
0.9329 |
0.9352 |
0.9336 |
S2 |
0.9303 |
0.9303 |
0.9349 |
|
S3 |
0.9263 |
0.9289 |
0.9345 |
|
S4 |
0.9223 |
0.9249 |
0.9334 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9388 |
2.618 |
0.9368 |
1.618 |
0.9356 |
1.000 |
0.9349 |
0.618 |
0.9344 |
HIGH |
0.9337 |
0.618 |
0.9332 |
0.500 |
0.9331 |
0.382 |
0.9330 |
LOW |
0.9325 |
0.618 |
0.9318 |
1.000 |
0.9313 |
1.618 |
0.9306 |
2.618 |
0.9294 |
4.250 |
0.9274 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9335 |
0.9333 |
PP |
0.9333 |
0.9328 |
S1 |
0.9331 |
0.9324 |
|