CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 21-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8807 |
0.8800 |
-0.0007 |
-0.1% |
0.8877 |
High |
0.8813 |
0.8862 |
0.0049 |
0.6% |
0.8877 |
Low |
0.8806 |
0.8800 |
-0.0006 |
-0.1% |
0.8761 |
Close |
0.8808 |
0.8854 |
0.0046 |
0.5% |
0.8818 |
Range |
0.0007 |
0.0062 |
0.0055 |
785.7% |
0.0116 |
ATR |
0.0044 |
0.0046 |
0.0001 |
2.8% |
0.0000 |
Volume |
69 |
127 |
58 |
84.1% |
214 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9025 |
0.9001 |
0.8888 |
|
R3 |
0.8963 |
0.8939 |
0.8871 |
|
R2 |
0.8901 |
0.8901 |
0.8865 |
|
R1 |
0.8877 |
0.8877 |
0.8860 |
0.8889 |
PP |
0.8839 |
0.8839 |
0.8839 |
0.8845 |
S1 |
0.8815 |
0.8815 |
0.8848 |
0.8827 |
S2 |
0.8777 |
0.8777 |
0.8843 |
|
S3 |
0.8715 |
0.8753 |
0.8837 |
|
S4 |
0.8653 |
0.8691 |
0.8820 |
|
|
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 |
0.9126 |
2.618 |
0.9024 |
1.618 |
0.8962 |
1.000 |
0.8924 |
0.618 |
0.8900 |
HIGH |
0.8862 |
0.618 |
0.8838 |
0.500 |
0.8831 |
0.382 |
0.8824 |
LOW |
0.8800 |
0.618 |
0.8762 |
1.000 |
0.8738 |
1.618 |
0.8700 |
2.618 |
0.8638 |
4.250 |
0.8537 |
|
|
Fisher Pivots for day following 21-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8846 |
0.8846 |
PP |
0.8839 |
0.8839 |
S1 |
0.8831 |
0.8831 |
|