CME Canadian Dollar Future June 2015
Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
0.8861 |
0.8836 |
-0.0025 |
-0.3% |
0.8807 |
High |
0.8861 |
0.8846 |
-0.0015 |
-0.2% |
0.8875 |
Low |
0.8851 |
0.8835 |
-0.0016 |
-0.2% |
0.8800 |
Close |
0.8851 |
0.8846 |
-0.0005 |
-0.1% |
0.8851 |
Range |
0.0010 |
0.0011 |
0.0001 |
10.0% |
0.0075 |
ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.5% |
0.0000 |
Volume |
53 |
20 |
-33 |
-62.3% |
316 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8875 |
0.8872 |
0.8852 |
|
R3 |
0.8864 |
0.8861 |
0.8849 |
|
R2 |
0.8853 |
0.8853 |
0.8848 |
|
R1 |
0.8850 |
0.8850 |
0.8847 |
0.8852 |
PP |
0.8842 |
0.8842 |
0.8842 |
0.8843 |
S1 |
0.8839 |
0.8839 |
0.8845 |
0.8841 |
S2 |
0.8831 |
0.8831 |
0.8844 |
|
S3 |
0.8820 |
0.8828 |
0.8843 |
|
S4 |
0.8809 |
0.8817 |
0.8840 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9067 |
0.9034 |
0.8892 |
|
R3 |
0.8992 |
0.8959 |
0.8872 |
|
R2 |
0.8917 |
0.8917 |
0.8865 |
|
R1 |
0.8884 |
0.8884 |
0.8858 |
0.8901 |
PP |
0.8842 |
0.8842 |
0.8842 |
0.8850 |
S1 |
0.8809 |
0.8809 |
0.8844 |
0.8826 |
S2 |
0.8767 |
0.8767 |
0.8837 |
|
S3 |
0.8692 |
0.8734 |
0.8830 |
|
S4 |
0.8617 |
0.8659 |
0.8810 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8893 |
2.618 |
0.8875 |
1.618 |
0.8864 |
1.000 |
0.8857 |
0.618 |
0.8853 |
HIGH |
0.8846 |
0.618 |
0.8842 |
0.500 |
0.8841 |
0.382 |
0.8839 |
LOW |
0.8835 |
0.618 |
0.8828 |
1.000 |
0.8824 |
1.618 |
0.8817 |
2.618 |
0.8806 |
4.250 |
0.8788 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8844 |
0.8846 |
PP |
0.8842 |
0.8846 |
S1 |
0.8841 |
0.8846 |
|