CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8800 |
0.8834 |
0.0034 |
0.4% |
0.8877 |
High |
0.8875 |
0.8851 |
-0.0024 |
-0.3% |
0.8877 |
Low |
0.8800 |
0.8830 |
0.0030 |
0.3% |
0.8761 |
Close |
0.8847 |
0.8846 |
-0.0001 |
0.0% |
0.8818 |
Range |
0.0075 |
0.0021 |
-0.0054 |
-72.0% |
0.0116 |
ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
11 |
56 |
45 |
409.1% |
214 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8905 |
0.8897 |
0.8858 |
|
R3 |
0.8884 |
0.8876 |
0.8852 |
|
R2 |
0.8863 |
0.8863 |
0.8850 |
|
R1 |
0.8855 |
0.8855 |
0.8848 |
0.8859 |
PP |
0.8842 |
0.8842 |
0.8842 |
0.8845 |
S1 |
0.8834 |
0.8834 |
0.8844 |
0.8838 |
S2 |
0.8821 |
0.8821 |
0.8842 |
|
S3 |
0.8800 |
0.8813 |
0.8840 |
|
S4 |
0.8779 |
0.8792 |
0.8834 |
|
|
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 |
0.8940 |
2.618 |
0.8906 |
1.618 |
0.8885 |
1.000 |
0.8872 |
0.618 |
0.8864 |
HIGH |
0.8851 |
0.618 |
0.8843 |
0.500 |
0.8841 |
0.382 |
0.8838 |
LOW |
0.8830 |
0.618 |
0.8817 |
1.000 |
0.8809 |
1.618 |
0.8796 |
2.618 |
0.8775 |
4.250 |
0.8741 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8844 |
0.8843 |
PP |
0.8842 |
0.8840 |
S1 |
0.8841 |
0.8838 |
|