CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9043 |
0.9034 |
-0.0009 |
-0.1% |
0.9118 |
| High |
0.9043 |
0.9067 |
0.0024 |
0.3% |
0.9118 |
| Low |
0.9043 |
0.9034 |
-0.0009 |
-0.1% |
0.9054 |
| Close |
0.9043 |
0.9067 |
0.0024 |
0.3% |
0.9072 |
| Range |
0.0000 |
0.0033 |
0.0033 |
|
0.0064 |
| ATR |
0.0022 |
0.0023 |
0.0001 |
3.5% |
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
50 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9155 |
0.9144 |
0.9085 |
|
| R3 |
0.9122 |
0.9111 |
0.9076 |
|
| R2 |
0.9089 |
0.9089 |
0.9073 |
|
| R1 |
0.9078 |
0.9078 |
0.9070 |
0.9084 |
| PP |
0.9056 |
0.9056 |
0.9056 |
0.9059 |
| S1 |
0.9045 |
0.9045 |
0.9064 |
0.9051 |
| S2 |
0.9023 |
0.9023 |
0.9061 |
|
| S3 |
0.8990 |
0.9012 |
0.9058 |
|
| S4 |
0.8957 |
0.8979 |
0.9049 |
|
|
| 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 |
0.9207 |
|
2.618 |
0.9153 |
|
1.618 |
0.9120 |
|
1.000 |
0.9100 |
|
0.618 |
0.9087 |
|
HIGH |
0.9067 |
|
0.618 |
0.9054 |
|
0.500 |
0.9051 |
|
0.382 |
0.9047 |
|
LOW |
0.9034 |
|
0.618 |
0.9014 |
|
1.000 |
0.9001 |
|
1.618 |
0.8981 |
|
2.618 |
0.8948 |
|
4.250 |
0.8894 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9062 |
0.9062 |
| PP |
0.9056 |
0.9058 |
| S1 |
0.9051 |
0.9053 |
|