CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
0.9072 |
0.9043 |
-0.0029 |
-0.3% |
0.9118 |
High |
0.9072 |
0.9043 |
-0.0029 |
-0.3% |
0.9118 |
Low |
0.9072 |
0.9043 |
-0.0029 |
-0.3% |
0.9054 |
Close |
0.9072 |
0.9043 |
-0.0029 |
-0.3% |
0.9072 |
Range |
|
|
|
|
|
ATR |
0.0022 |
0.0022 |
0.0001 |
2.4% |
0.0000 |
Volume |
10 |
10 |
0 |
0.0% |
50 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9043 |
0.9043 |
0.9043 |
|
R3 |
0.9043 |
0.9043 |
0.9043 |
|
R2 |
0.9043 |
0.9043 |
0.9043 |
|
R1 |
0.9043 |
0.9043 |
0.9043 |
0.9043 |
PP |
0.9043 |
0.9043 |
0.9043 |
0.9043 |
S1 |
0.9043 |
0.9043 |
0.9043 |
0.9043 |
S2 |
0.9043 |
0.9043 |
0.9043 |
|
S3 |
0.9043 |
0.9043 |
0.9043 |
|
S4 |
0.9043 |
0.9043 |
0.9043 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9273 |
0.9237 |
0.9107 |
|
R3 |
0.9209 |
0.9173 |
0.9090 |
|
R2 |
0.9145 |
0.9145 |
0.9084 |
|
R1 |
0.9109 |
0.9109 |
0.9078 |
0.9095 |
PP |
0.9081 |
0.9081 |
0.9081 |
0.9075 |
S1 |
0.9045 |
0.9045 |
0.9066 |
0.9031 |
S2 |
0.9017 |
0.9017 |
0.9060 |
|
S3 |
0.8953 |
0.8981 |
0.9054 |
|
S4 |
0.8889 |
0.8917 |
0.9037 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9043 |
2.618 |
0.9043 |
1.618 |
0.9043 |
1.000 |
0.9043 |
0.618 |
0.9043 |
HIGH |
0.9043 |
0.618 |
0.9043 |
0.500 |
0.9043 |
0.382 |
0.9043 |
LOW |
0.9043 |
0.618 |
0.9043 |
1.000 |
0.9043 |
1.618 |
0.9043 |
2.618 |
0.9043 |
4.250 |
0.9043 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9043 |
0.9058 |
PP |
0.9043 |
0.9053 |
S1 |
0.9043 |
0.9048 |
|