CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8939 |
0.8860 |
-0.0079 |
-0.9% |
0.8864 |
High |
0.8961 |
0.8896 |
-0.0065 |
-0.7% |
0.8961 |
Low |
0.8900 |
0.8860 |
-0.0040 |
-0.4% |
0.8860 |
Close |
0.8900 |
0.8864 |
-0.0036 |
-0.4% |
0.8864 |
Range |
0.0061 |
0.0036 |
-0.0025 |
-41.0% |
0.0101 |
ATR |
0.0047 |
0.0046 |
0.0000 |
-1.0% |
0.0000 |
Volume |
4 |
55 |
51 |
1,275.0% |
194 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8981 |
0.8959 |
0.8884 |
|
R3 |
0.8945 |
0.8923 |
0.8874 |
|
R2 |
0.8909 |
0.8909 |
0.8871 |
|
R1 |
0.8887 |
0.8887 |
0.8867 |
0.8898 |
PP |
0.8873 |
0.8873 |
0.8873 |
0.8879 |
S1 |
0.8851 |
0.8851 |
0.8861 |
0.8862 |
S2 |
0.8837 |
0.8837 |
0.8857 |
|
S3 |
0.8801 |
0.8815 |
0.8854 |
|
S4 |
0.8765 |
0.8779 |
0.8844 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9198 |
0.9132 |
0.8920 |
|
R3 |
0.9097 |
0.9031 |
0.8892 |
|
R2 |
0.8996 |
0.8996 |
0.8883 |
|
R1 |
0.8930 |
0.8930 |
0.8873 |
0.8915 |
PP |
0.8895 |
0.8895 |
0.8895 |
0.8887 |
S1 |
0.8829 |
0.8829 |
0.8855 |
0.8814 |
S2 |
0.8794 |
0.8794 |
0.8845 |
|
S3 |
0.8693 |
0.8728 |
0.8836 |
|
S4 |
0.8592 |
0.8627 |
0.8808 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9049 |
2.618 |
0.8990 |
1.618 |
0.8954 |
1.000 |
0.8932 |
0.618 |
0.8918 |
HIGH |
0.8896 |
0.618 |
0.8882 |
0.500 |
0.8878 |
0.382 |
0.8874 |
LOW |
0.8860 |
0.618 |
0.8838 |
1.000 |
0.8824 |
1.618 |
0.8802 |
2.618 |
0.8766 |
4.250 |
0.8707 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8878 |
0.8911 |
PP |
0.8873 |
0.8895 |
S1 |
0.8869 |
0.8880 |
|