CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8830 |
0.8807 |
-0.0023 |
-0.3% |
0.8877 |
High |
0.8858 |
0.8813 |
-0.0045 |
-0.5% |
0.8877 |
Low |
0.8818 |
0.8806 |
-0.0012 |
-0.1% |
0.8761 |
Close |
0.8818 |
0.8808 |
-0.0010 |
-0.1% |
0.8818 |
Range |
0.0040 |
0.0007 |
-0.0033 |
-82.5% |
0.0116 |
ATR |
0.0047 |
0.0044 |
-0.0002 |
-5.3% |
0.0000 |
Volume |
130 |
69 |
-61 |
-46.9% |
214 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8830 |
0.8826 |
0.8812 |
|
R3 |
0.8823 |
0.8819 |
0.8810 |
|
R2 |
0.8816 |
0.8816 |
0.8809 |
|
R1 |
0.8812 |
0.8812 |
0.8809 |
0.8814 |
PP |
0.8809 |
0.8809 |
0.8809 |
0.8810 |
S1 |
0.8805 |
0.8805 |
0.8807 |
0.8807 |
S2 |
0.8802 |
0.8802 |
0.8807 |
|
S3 |
0.8795 |
0.8798 |
0.8806 |
|
S4 |
0.8788 |
0.8791 |
0.8804 |
|
|
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 |
0.8843 |
2.618 |
0.8831 |
1.618 |
0.8824 |
1.000 |
0.8820 |
0.618 |
0.8817 |
HIGH |
0.8813 |
0.618 |
0.8810 |
0.500 |
0.8810 |
0.382 |
0.8809 |
LOW |
0.8806 |
0.618 |
0.8802 |
1.000 |
0.8799 |
1.618 |
0.8795 |
2.618 |
0.8788 |
4.250 |
0.8776 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8810 |
0.8817 |
PP |
0.8809 |
0.8814 |
S1 |
0.8809 |
0.8811 |
|