CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 08-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8710 |
0.8660 |
-0.0050 |
-0.6% |
0.8760 |
High |
0.8710 |
0.8660 |
-0.0050 |
-0.6% |
0.8775 |
Low |
0.8689 |
0.8650 |
-0.0039 |
-0.4% |
0.8689 |
Close |
0.8689 |
0.8660 |
-0.0029 |
-0.3% |
0.8689 |
Range |
0.0021 |
0.0010 |
-0.0011 |
-52.4% |
0.0086 |
ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
79 |
|
Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8687 |
0.8683 |
0.8666 |
|
R3 |
0.8677 |
0.8673 |
0.8663 |
|
R2 |
0.8667 |
0.8667 |
0.8662 |
|
R1 |
0.8663 |
0.8663 |
0.8661 |
0.8665 |
PP |
0.8657 |
0.8657 |
0.8657 |
0.8658 |
S1 |
0.8653 |
0.8653 |
0.8659 |
0.8655 |
S2 |
0.8647 |
0.8647 |
0.8658 |
|
S3 |
0.8637 |
0.8643 |
0.8657 |
|
S4 |
0.8627 |
0.8633 |
0.8655 |
|
|
Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8976 |
0.8918 |
0.8736 |
|
R3 |
0.8890 |
0.8832 |
0.8713 |
|
R2 |
0.8804 |
0.8804 |
0.8705 |
|
R1 |
0.8746 |
0.8746 |
0.8697 |
0.8732 |
PP |
0.8718 |
0.8718 |
0.8718 |
0.8711 |
S1 |
0.8660 |
0.8660 |
0.8681 |
0.8646 |
S2 |
0.8632 |
0.8632 |
0.8673 |
|
S3 |
0.8546 |
0.8574 |
0.8665 |
|
S4 |
0.8460 |
0.8488 |
0.8642 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8703 |
2.618 |
0.8686 |
1.618 |
0.8676 |
1.000 |
0.8670 |
0.618 |
0.8666 |
HIGH |
0.8660 |
0.618 |
0.8656 |
0.500 |
0.8655 |
0.382 |
0.8654 |
LOW |
0.8650 |
0.618 |
0.8644 |
1.000 |
0.8640 |
1.618 |
0.8634 |
2.618 |
0.8624 |
4.250 |
0.8608 |
|
|
Fisher Pivots for day following 08-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8658 |
0.8687 |
PP |
0.8657 |
0.8678 |
S1 |
0.8655 |
0.8669 |
|