CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 04-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8747 |
0.8723 |
-0.0024 |
-0.3% |
0.8787 |
High |
0.8747 |
0.8723 |
-0.0024 |
-0.3% |
0.8843 |
Low |
0.8739 |
0.8723 |
-0.0016 |
-0.2% |
0.8682 |
Close |
0.8739 |
0.8723 |
-0.0016 |
-0.2% |
0.8682 |
Range |
0.0008 |
0.0000 |
-0.0008 |
-100.0% |
0.0161 |
ATR |
0.0050 |
0.0047 |
-0.0002 |
-4.8% |
0.0000 |
Volume |
2 |
3 |
1 |
50.0% |
195 |
|
Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8723 |
0.8723 |
0.8723 |
|
R3 |
0.8723 |
0.8723 |
0.8723 |
|
R2 |
0.8723 |
0.8723 |
0.8723 |
|
R1 |
0.8723 |
0.8723 |
0.8723 |
0.8723 |
PP |
0.8723 |
0.8723 |
0.8723 |
0.8723 |
S1 |
0.8723 |
0.8723 |
0.8723 |
0.8723 |
S2 |
0.8723 |
0.8723 |
0.8723 |
|
S3 |
0.8723 |
0.8723 |
0.8723 |
|
S4 |
0.8723 |
0.8723 |
0.8723 |
|
|
Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9219 |
0.9111 |
0.8771 |
|
R3 |
0.9058 |
0.8950 |
0.8726 |
|
R2 |
0.8897 |
0.8897 |
0.8712 |
|
R1 |
0.8789 |
0.8789 |
0.8697 |
0.8763 |
PP |
0.8736 |
0.8736 |
0.8736 |
0.8722 |
S1 |
0.8628 |
0.8628 |
0.8667 |
0.8602 |
S2 |
0.8575 |
0.8575 |
0.8652 |
|
S3 |
0.8414 |
0.8467 |
0.8638 |
|
S4 |
0.8253 |
0.8306 |
0.8593 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8723 |
2.618 |
0.8723 |
1.618 |
0.8723 |
1.000 |
0.8723 |
0.618 |
0.8723 |
HIGH |
0.8723 |
0.618 |
0.8723 |
0.500 |
0.8723 |
0.382 |
0.8723 |
LOW |
0.8723 |
0.618 |
0.8723 |
1.000 |
0.8723 |
1.618 |
0.8723 |
2.618 |
0.8723 |
4.250 |
0.8723 |
|
|
Fisher Pivots for day following 04-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8723 |
0.8727 |
PP |
0.8723 |
0.8725 |
S1 |
0.8723 |
0.8724 |
|