CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 17-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8775 |
0.8830 |
0.0055 |
0.6% |
0.8877 |
High |
0.8836 |
0.8858 |
0.0022 |
0.2% |
0.8877 |
Low |
0.8775 |
0.8818 |
0.0043 |
0.5% |
0.8761 |
Close |
0.8832 |
0.8818 |
-0.0014 |
-0.2% |
0.8818 |
Range |
0.0061 |
0.0040 |
-0.0021 |
-34.4% |
0.0116 |
ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
30 |
130 |
100 |
333.3% |
214 |
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8951 |
0.8925 |
0.8840 |
|
R3 |
0.8911 |
0.8885 |
0.8829 |
|
R2 |
0.8871 |
0.8871 |
0.8825 |
|
R1 |
0.8845 |
0.8845 |
0.8822 |
0.8838 |
PP |
0.8831 |
0.8831 |
0.8831 |
0.8828 |
S1 |
0.8805 |
0.8805 |
0.8814 |
0.8798 |
S2 |
0.8791 |
0.8791 |
0.8811 |
|
S3 |
0.8751 |
0.8765 |
0.8807 |
|
S4 |
0.8711 |
0.8725 |
0.8796 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9167 |
0.9108 |
0.8882 |
|
R3 |
0.9051 |
0.8992 |
0.8850 |
|
R2 |
0.8935 |
0.8935 |
0.8839 |
|
R1 |
0.8876 |
0.8876 |
0.8829 |
0.8848 |
PP |
0.8819 |
0.8819 |
0.8819 |
0.8804 |
S1 |
0.8760 |
0.8760 |
0.8807 |
0.8732 |
S2 |
0.8703 |
0.8703 |
0.8797 |
|
S3 |
0.8587 |
0.8644 |
0.8786 |
|
S4 |
0.8471 |
0.8528 |
0.8754 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9028 |
2.618 |
0.8963 |
1.618 |
0.8923 |
1.000 |
0.8898 |
0.618 |
0.8883 |
HIGH |
0.8858 |
0.618 |
0.8843 |
0.500 |
0.8838 |
0.382 |
0.8833 |
LOW |
0.8818 |
0.618 |
0.8793 |
1.000 |
0.8778 |
1.618 |
0.8753 |
2.618 |
0.8713 |
4.250 |
0.8648 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8838 |
0.8815 |
PP |
0.8831 |
0.8812 |
S1 |
0.8825 |
0.8810 |
|