CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9244 |
0.9254 |
0.0010 |
0.1% |
0.9311 |
High |
0.9257 |
0.9255 |
-0.0002 |
0.0% |
0.9337 |
Low |
0.9244 |
0.9251 |
0.0007 |
0.1% |
0.9260 |
Close |
0.9252 |
0.9251 |
-0.0001 |
0.0% |
0.9260 |
Range |
0.0013 |
0.0004 |
-0.0009 |
-69.2% |
0.0077 |
ATR |
0.0026 |
0.0024 |
-0.0002 |
-6.0% |
0.0000 |
Volume |
3 |
4 |
1 |
33.3% |
248 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9264 |
0.9262 |
0.9253 |
|
R3 |
0.9260 |
0.9258 |
0.9252 |
|
R2 |
0.9256 |
0.9256 |
0.9252 |
|
R1 |
0.9254 |
0.9254 |
0.9251 |
0.9253 |
PP |
0.9252 |
0.9252 |
0.9252 |
0.9252 |
S1 |
0.9250 |
0.9250 |
0.9251 |
0.9249 |
S2 |
0.9248 |
0.9248 |
0.9250 |
|
S3 |
0.9244 |
0.9246 |
0.9250 |
|
S4 |
0.9240 |
0.9242 |
0.9249 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9517 |
0.9465 |
0.9302 |
|
R3 |
0.9440 |
0.9388 |
0.9281 |
|
R2 |
0.9363 |
0.9363 |
0.9274 |
|
R1 |
0.9311 |
0.9311 |
0.9267 |
0.9299 |
PP |
0.9286 |
0.9286 |
0.9286 |
0.9279 |
S1 |
0.9234 |
0.9234 |
0.9253 |
0.9222 |
S2 |
0.9209 |
0.9209 |
0.9246 |
|
S3 |
0.9132 |
0.9157 |
0.9239 |
|
S4 |
0.9055 |
0.9080 |
0.9218 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9272 |
2.618 |
0.9265 |
1.618 |
0.9261 |
1.000 |
0.9259 |
0.618 |
0.9257 |
HIGH |
0.9255 |
0.618 |
0.9253 |
0.500 |
0.9253 |
0.382 |
0.9253 |
LOW |
0.9251 |
0.618 |
0.9249 |
1.000 |
0.9247 |
1.618 |
0.9245 |
2.618 |
0.9241 |
4.250 |
0.9234 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9253 |
0.9250 |
PP |
0.9252 |
0.9248 |
S1 |
0.9252 |
0.9247 |
|