CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8877 |
0.8850 |
-0.0027 |
-0.3% |
0.8864 |
High |
0.8877 |
0.8850 |
-0.0027 |
-0.3% |
0.8961 |
Low |
0.8870 |
0.8797 |
-0.0073 |
-0.8% |
0.8860 |
Close |
0.8870 |
0.8802 |
-0.0068 |
-0.8% |
0.8864 |
Range |
0.0007 |
0.0053 |
0.0046 |
657.1% |
0.0101 |
ATR |
0.0044 |
0.0046 |
0.0002 |
4.8% |
0.0000 |
Volume |
35 |
5 |
-30 |
-85.7% |
194 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8975 |
0.8942 |
0.8831 |
|
R3 |
0.8922 |
0.8889 |
0.8817 |
|
R2 |
0.8869 |
0.8869 |
0.8812 |
|
R1 |
0.8836 |
0.8836 |
0.8807 |
0.8826 |
PP |
0.8816 |
0.8816 |
0.8816 |
0.8812 |
S1 |
0.8783 |
0.8783 |
0.8797 |
0.8773 |
S2 |
0.8763 |
0.8763 |
0.8792 |
|
S3 |
0.8710 |
0.8730 |
0.8787 |
|
S4 |
0.8657 |
0.8677 |
0.8773 |
|
|
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 |
0.9075 |
2.618 |
0.8989 |
1.618 |
0.8936 |
1.000 |
0.8903 |
0.618 |
0.8883 |
HIGH |
0.8850 |
0.618 |
0.8830 |
0.500 |
0.8824 |
0.382 |
0.8817 |
LOW |
0.8797 |
0.618 |
0.8764 |
1.000 |
0.8744 |
1.618 |
0.8711 |
2.618 |
0.8658 |
4.250 |
0.8572 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8824 |
0.8847 |
PP |
0.8816 |
0.8832 |
S1 |
0.8809 |
0.8817 |
|