CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 16-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8575 |
0.8553 |
-0.0022 |
-0.3% |
0.8660 |
High |
0.8575 |
0.8553 |
-0.0022 |
-0.3% |
0.8687 |
Low |
0.8533 |
0.8541 |
0.0008 |
0.1% |
0.8587 |
Close |
0.8533 |
0.8541 |
0.0008 |
0.1% |
0.8590 |
Range |
0.0042 |
0.0012 |
-0.0030 |
-71.4% |
0.0100 |
ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
251 |
3 |
-248 |
-98.8% |
194 |
|
Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8581 |
0.8573 |
0.8548 |
|
R3 |
0.8569 |
0.8561 |
0.8544 |
|
R2 |
0.8557 |
0.8557 |
0.8543 |
|
R1 |
0.8549 |
0.8549 |
0.8542 |
0.8547 |
PP |
0.8545 |
0.8545 |
0.8545 |
0.8544 |
S1 |
0.8537 |
0.8537 |
0.8540 |
0.8535 |
S2 |
0.8533 |
0.8533 |
0.8539 |
|
S3 |
0.8521 |
0.8525 |
0.8538 |
|
S4 |
0.8509 |
0.8513 |
0.8534 |
|
|
Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8921 |
0.8856 |
0.8645 |
|
R3 |
0.8821 |
0.8756 |
0.8618 |
|
R2 |
0.8721 |
0.8721 |
0.8608 |
|
R1 |
0.8656 |
0.8656 |
0.8599 |
0.8639 |
PP |
0.8621 |
0.8621 |
0.8621 |
0.8613 |
S1 |
0.8556 |
0.8556 |
0.8581 |
0.8539 |
S2 |
0.8521 |
0.8521 |
0.8572 |
|
S3 |
0.8421 |
0.8456 |
0.8563 |
|
S4 |
0.8321 |
0.8356 |
0.8535 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8604 |
2.618 |
0.8584 |
1.618 |
0.8572 |
1.000 |
0.8565 |
0.618 |
0.8560 |
HIGH |
0.8553 |
0.618 |
0.8548 |
0.500 |
0.8547 |
0.382 |
0.8546 |
LOW |
0.8541 |
0.618 |
0.8534 |
1.000 |
0.8529 |
1.618 |
0.8522 |
2.618 |
0.8510 |
4.250 |
0.8490 |
|
|
Fisher Pivots for day following 16-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8547 |
0.8578 |
PP |
0.8545 |
0.8565 |
S1 |
0.8543 |
0.8553 |
|