CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8850 |
0.8775 |
-0.0075 |
-0.8% |
0.8864 |
High |
0.8850 |
0.8815 |
-0.0035 |
-0.4% |
0.8961 |
Low |
0.8797 |
0.8761 |
-0.0036 |
-0.4% |
0.8860 |
Close |
0.8802 |
0.8808 |
0.0006 |
0.1% |
0.8864 |
Range |
0.0053 |
0.0054 |
0.0001 |
1.9% |
0.0101 |
ATR |
0.0046 |
0.0046 |
0.0001 |
1.3% |
0.0000 |
Volume |
5 |
14 |
9 |
180.0% |
194 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8957 |
0.8936 |
0.8838 |
|
R3 |
0.8903 |
0.8882 |
0.8823 |
|
R2 |
0.8849 |
0.8849 |
0.8818 |
|
R1 |
0.8828 |
0.8828 |
0.8813 |
0.8839 |
PP |
0.8795 |
0.8795 |
0.8795 |
0.8800 |
S1 |
0.8774 |
0.8774 |
0.8803 |
0.8785 |
S2 |
0.8741 |
0.8741 |
0.8798 |
|
S3 |
0.8687 |
0.8720 |
0.8793 |
|
S4 |
0.8633 |
0.8666 |
0.8778 |
|
|
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 |
0.9045 |
2.618 |
0.8956 |
1.618 |
0.8902 |
1.000 |
0.8869 |
0.618 |
0.8848 |
HIGH |
0.8815 |
0.618 |
0.8794 |
0.500 |
0.8788 |
0.382 |
0.8782 |
LOW |
0.8761 |
0.618 |
0.8728 |
1.000 |
0.8707 |
1.618 |
0.8674 |
2.618 |
0.8620 |
4.250 |
0.8532 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8801 |
0.8819 |
PP |
0.8795 |
0.8815 |
S1 |
0.8788 |
0.8812 |
|