CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9129 |
0.9127 |
-0.0002 |
0.0% |
0.9097 |
High |
0.9129 |
0.9127 |
-0.0002 |
0.0% |
0.9129 |
Low |
0.9129 |
0.9127 |
-0.0002 |
0.0% |
0.9092 |
Close |
0.9129 |
0.9127 |
-0.0002 |
0.0% |
0.9127 |
Range |
|
|
|
|
|
ATR |
0.0026 |
0.0024 |
-0.0002 |
-6.6% |
0.0000 |
Volume |
9 |
9 |
0 |
0.0% |
33 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9127 |
0.9127 |
0.9127 |
|
R3 |
0.9127 |
0.9127 |
0.9127 |
|
R2 |
0.9127 |
0.9127 |
0.9127 |
|
R1 |
0.9127 |
0.9127 |
0.9127 |
0.9127 |
PP |
0.9127 |
0.9127 |
0.9127 |
0.9127 |
S1 |
0.9127 |
0.9127 |
0.9127 |
0.9127 |
S2 |
0.9127 |
0.9127 |
0.9127 |
|
S3 |
0.9127 |
0.9127 |
0.9127 |
|
S4 |
0.9127 |
0.9127 |
0.9127 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9227 |
0.9214 |
0.9147 |
|
R3 |
0.9190 |
0.9177 |
0.9137 |
|
R2 |
0.9153 |
0.9153 |
0.9134 |
|
R1 |
0.9140 |
0.9140 |
0.9130 |
0.9147 |
PP |
0.9116 |
0.9116 |
0.9116 |
0.9119 |
S1 |
0.9103 |
0.9103 |
0.9124 |
0.9110 |
S2 |
0.9079 |
0.9079 |
0.9120 |
|
S3 |
0.9042 |
0.9066 |
0.9117 |
|
S4 |
0.9005 |
0.9029 |
0.9107 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9127 |
2.618 |
0.9127 |
1.618 |
0.9127 |
1.000 |
0.9127 |
0.618 |
0.9127 |
HIGH |
0.9127 |
0.618 |
0.9127 |
0.500 |
0.9127 |
0.382 |
0.9127 |
LOW |
0.9127 |
0.618 |
0.9127 |
1.000 |
0.9127 |
1.618 |
0.9127 |
2.618 |
0.9127 |
4.250 |
0.9127 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9127 |
0.9127 |
PP |
0.9127 |
0.9127 |
S1 |
0.9127 |
0.9127 |
|