CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8938 |
0.8908 |
-0.0030 |
-0.3% |
0.8909 |
High |
0.8966 |
0.8908 |
-0.0058 |
-0.6% |
0.8966 |
Low |
0.8905 |
0.8826 |
-0.0079 |
-0.9% |
0.8826 |
Close |
0.8908 |
0.8829 |
-0.0079 |
-0.9% |
0.8829 |
Range |
0.0061 |
0.0082 |
0.0021 |
34.4% |
0.0140 |
ATR |
0.0039 |
0.0042 |
0.0003 |
7.8% |
0.0000 |
Volume |
26 |
34 |
8 |
30.8% |
100 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9100 |
0.9047 |
0.8874 |
|
R3 |
0.9018 |
0.8965 |
0.8852 |
|
R2 |
0.8936 |
0.8936 |
0.8844 |
|
R1 |
0.8883 |
0.8883 |
0.8837 |
0.8869 |
PP |
0.8854 |
0.8854 |
0.8854 |
0.8847 |
S1 |
0.8801 |
0.8801 |
0.8821 |
0.8787 |
S2 |
0.8772 |
0.8772 |
0.8814 |
|
S3 |
0.8690 |
0.8719 |
0.8806 |
|
S4 |
0.8608 |
0.8637 |
0.8784 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9294 |
0.9201 |
0.8906 |
|
R3 |
0.9154 |
0.9061 |
0.8868 |
|
R2 |
0.9014 |
0.9014 |
0.8855 |
|
R1 |
0.8921 |
0.8921 |
0.8842 |
0.8898 |
PP |
0.8874 |
0.8874 |
0.8874 |
0.8862 |
S1 |
0.8781 |
0.8781 |
0.8816 |
0.8758 |
S2 |
0.8734 |
0.8734 |
0.8803 |
|
S3 |
0.8594 |
0.8641 |
0.8791 |
|
S4 |
0.8454 |
0.8501 |
0.8752 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9257 |
2.618 |
0.9123 |
1.618 |
0.9041 |
1.000 |
0.8990 |
0.618 |
0.8959 |
HIGH |
0.8908 |
0.618 |
0.8877 |
0.500 |
0.8867 |
0.382 |
0.8857 |
LOW |
0.8826 |
0.618 |
0.8775 |
1.000 |
0.8744 |
1.618 |
0.8693 |
2.618 |
0.8611 |
4.250 |
0.8478 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8867 |
0.8896 |
PP |
0.8854 |
0.8874 |
S1 |
0.8842 |
0.8851 |
|