CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 10-Nov-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
Open |
0.8744 |
0.8721 |
-0.0023 |
-0.3% |
0.8750 |
High |
0.8759 |
0.8721 |
-0.0038 |
-0.4% |
0.8759 |
Low |
0.8744 |
0.8721 |
-0.0023 |
-0.3% |
0.8675 |
Close |
0.8759 |
0.8721 |
-0.0038 |
-0.4% |
0.8759 |
Range |
0.0015 |
0.0000 |
-0.0015 |
-100.0% |
0.0084 |
ATR |
|
|
|
|
|
Volume |
17 |
30 |
13 |
76.5% |
273 |
|
Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8721 |
0.8721 |
0.8721 |
|
R3 |
0.8721 |
0.8721 |
0.8721 |
|
R2 |
0.8721 |
0.8721 |
0.8721 |
|
R1 |
0.8721 |
0.8721 |
0.8721 |
0.8721 |
PP |
0.8721 |
0.8721 |
0.8721 |
0.8721 |
S1 |
0.8721 |
0.8721 |
0.8721 |
0.8721 |
S2 |
0.8721 |
0.8721 |
0.8721 |
|
S3 |
0.8721 |
0.8721 |
0.8721 |
|
S4 |
0.8721 |
0.8721 |
0.8721 |
|
|
Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8983 |
0.8955 |
0.8805 |
|
R3 |
0.8899 |
0.8871 |
0.8782 |
|
R2 |
0.8815 |
0.8815 |
0.8774 |
|
R1 |
0.8787 |
0.8787 |
0.8767 |
0.8801 |
PP |
0.8731 |
0.8731 |
0.8731 |
0.8738 |
S1 |
0.8703 |
0.8703 |
0.8751 |
0.8717 |
S2 |
0.8647 |
0.8647 |
0.8744 |
|
S3 |
0.8563 |
0.8619 |
0.8736 |
|
S4 |
0.8479 |
0.8535 |
0.8713 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8721 |
2.618 |
0.8721 |
1.618 |
0.8721 |
1.000 |
0.8721 |
0.618 |
0.8721 |
HIGH |
0.8721 |
0.618 |
0.8721 |
0.500 |
0.8721 |
0.382 |
0.8721 |
LOW |
0.8721 |
0.618 |
0.8721 |
1.000 |
0.8721 |
1.618 |
0.8721 |
2.618 |
0.8721 |
4.250 |
0.8721 |
|
|
Fisher Pivots for day following 10-Nov-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8721 |
0.8720 |
PP |
0.8721 |
0.8718 |
S1 |
0.8721 |
0.8717 |
|