CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
0.8906 |
0.8909 |
0.0003 |
0.0% |
0.9010 |
High |
0.8909 |
0.8919 |
0.0010 |
0.1% |
0.9011 |
Low |
0.8905 |
0.8909 |
0.0004 |
0.0% |
0.8905 |
Close |
0.8909 |
0.8915 |
0.0006 |
0.1% |
0.8909 |
Range |
0.0004 |
0.0010 |
0.0006 |
150.0% |
0.0106 |
ATR |
0.0037 |
0.0035 |
-0.0002 |
-5.2% |
0.0000 |
Volume |
1 |
22 |
21 |
2,100.0% |
51 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8944 |
0.8940 |
0.8921 |
|
R3 |
0.8934 |
0.8930 |
0.8918 |
|
R2 |
0.8924 |
0.8924 |
0.8917 |
|
R1 |
0.8920 |
0.8920 |
0.8916 |
0.8922 |
PP |
0.8914 |
0.8914 |
0.8914 |
0.8916 |
S1 |
0.8910 |
0.8910 |
0.8914 |
0.8912 |
S2 |
0.8904 |
0.8904 |
0.8913 |
|
S3 |
0.8894 |
0.8900 |
0.8912 |
|
S4 |
0.8884 |
0.8890 |
0.8910 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9260 |
0.9190 |
0.8967 |
|
R3 |
0.9154 |
0.9084 |
0.8938 |
|
R2 |
0.9048 |
0.9048 |
0.8928 |
|
R1 |
0.8978 |
0.8978 |
0.8919 |
0.8960 |
PP |
0.8942 |
0.8942 |
0.8942 |
0.8933 |
S1 |
0.8872 |
0.8872 |
0.8899 |
0.8854 |
S2 |
0.8836 |
0.8836 |
0.8890 |
|
S3 |
0.8730 |
0.8766 |
0.8880 |
|
S4 |
0.8624 |
0.8660 |
0.8851 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8962 |
2.618 |
0.8945 |
1.618 |
0.8935 |
1.000 |
0.8929 |
0.618 |
0.8925 |
HIGH |
0.8919 |
0.618 |
0.8915 |
0.500 |
0.8914 |
0.382 |
0.8913 |
LOW |
0.8909 |
0.618 |
0.8903 |
1.000 |
0.8899 |
1.618 |
0.8893 |
2.618 |
0.8883 |
4.250 |
0.8867 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8915 |
0.8933 |
PP |
0.8914 |
0.8927 |
S1 |
0.8914 |
0.8921 |
|