CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.9024 |
0.9063 |
0.0039 |
0.4% |
0.9060 |
High |
0.9052 |
0.9079 |
0.0027 |
0.3% |
0.9075 |
Low |
0.9010 |
0.9055 |
0.0045 |
0.5% |
0.8957 |
Close |
0.9051 |
0.9055 |
0.0004 |
0.0% |
0.8957 |
Range |
0.0042 |
0.0024 |
-0.0018 |
-42.9% |
0.0118 |
ATR |
0.0036 |
0.0036 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
3 |
4 |
1 |
33.3% |
203 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9135 |
0.9119 |
0.9068 |
|
R3 |
0.9111 |
0.9095 |
0.9062 |
|
R2 |
0.9087 |
0.9087 |
0.9059 |
|
R1 |
0.9071 |
0.9071 |
0.9057 |
0.9067 |
PP |
0.9063 |
0.9063 |
0.9063 |
0.9061 |
S1 |
0.9047 |
0.9047 |
0.9053 |
0.9043 |
S2 |
0.9039 |
0.9039 |
0.9051 |
|
S3 |
0.9015 |
0.9023 |
0.9048 |
|
S4 |
0.8991 |
0.8999 |
0.9042 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9350 |
0.9272 |
0.9022 |
|
R3 |
0.9232 |
0.9154 |
0.8989 |
|
R2 |
0.9114 |
0.9114 |
0.8979 |
|
R1 |
0.9036 |
0.9036 |
0.8968 |
0.9016 |
PP |
0.8996 |
0.8996 |
0.8996 |
0.8987 |
S1 |
0.8918 |
0.8918 |
0.8946 |
0.8898 |
S2 |
0.8878 |
0.8878 |
0.8935 |
|
S3 |
0.8760 |
0.8800 |
0.8925 |
|
S4 |
0.8642 |
0.8682 |
0.8892 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9181 |
2.618 |
0.9142 |
1.618 |
0.9118 |
1.000 |
0.9103 |
0.618 |
0.9094 |
HIGH |
0.9079 |
0.618 |
0.9070 |
0.500 |
0.9067 |
0.382 |
0.9064 |
LOW |
0.9055 |
0.618 |
0.9040 |
1.000 |
0.9031 |
1.618 |
0.9016 |
2.618 |
0.8992 |
4.250 |
0.8953 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9067 |
0.9048 |
PP |
0.9063 |
0.9041 |
S1 |
0.9059 |
0.9035 |
|