CME Canadian Dollar Future March 2015
Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
0.9254 |
0.9263 |
0.0009 |
0.1% |
0.9272 |
High |
0.9255 |
0.9264 |
0.0009 |
0.1% |
0.9278 |
Low |
0.9251 |
0.9260 |
0.0009 |
0.1% |
0.9237 |
Close |
0.9251 |
0.9264 |
0.0013 |
0.1% |
0.9264 |
Range |
0.0004 |
0.0004 |
0.0000 |
0.0% |
0.0041 |
ATR |
0.0024 |
0.0024 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
4 |
190 |
186 |
4,650.0% |
264 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9275 |
0.9273 |
0.9266 |
|
R3 |
0.9271 |
0.9269 |
0.9265 |
|
R2 |
0.9267 |
0.9267 |
0.9265 |
|
R1 |
0.9265 |
0.9265 |
0.9264 |
0.9266 |
PP |
0.9263 |
0.9263 |
0.9263 |
0.9263 |
S1 |
0.9261 |
0.9261 |
0.9264 |
0.9262 |
S2 |
0.9259 |
0.9259 |
0.9263 |
|
S3 |
0.9255 |
0.9257 |
0.9263 |
|
S4 |
0.9251 |
0.9253 |
0.9262 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9383 |
0.9364 |
0.9287 |
|
R3 |
0.9342 |
0.9323 |
0.9275 |
|
R2 |
0.9301 |
0.9301 |
0.9272 |
|
R1 |
0.9282 |
0.9282 |
0.9268 |
0.9271 |
PP |
0.9260 |
0.9260 |
0.9260 |
0.9254 |
S1 |
0.9241 |
0.9241 |
0.9260 |
0.9230 |
S2 |
0.9219 |
0.9219 |
0.9256 |
|
S3 |
0.9178 |
0.9200 |
0.9253 |
|
S4 |
0.9137 |
0.9159 |
0.9241 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9281 |
2.618 |
0.9274 |
1.618 |
0.9270 |
1.000 |
0.9268 |
0.618 |
0.9266 |
HIGH |
0.9264 |
0.618 |
0.9262 |
0.500 |
0.9262 |
0.382 |
0.9262 |
LOW |
0.9260 |
0.618 |
0.9258 |
1.000 |
0.9256 |
1.618 |
0.9254 |
2.618 |
0.9250 |
4.250 |
0.9243 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9263 |
0.9261 |
PP |
0.9263 |
0.9257 |
S1 |
0.9262 |
0.9254 |
|