CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 18-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8535 |
0.8542 |
0.0007 |
0.1% |
0.8660 |
High |
0.8579 |
0.8586 |
0.0007 |
0.1% |
0.8687 |
Low |
0.8519 |
0.8542 |
0.0023 |
0.3% |
0.8587 |
Close |
0.8519 |
0.8570 |
0.0051 |
0.6% |
0.8590 |
Range |
0.0060 |
0.0044 |
-0.0016 |
-26.7% |
0.0100 |
ATR |
0.0045 |
0.0046 |
0.0002 |
3.5% |
0.0000 |
Volume |
137 |
88 |
-49 |
-35.8% |
194 |
|
Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8698 |
0.8678 |
0.8594 |
|
R3 |
0.8654 |
0.8634 |
0.8582 |
|
R2 |
0.8610 |
0.8610 |
0.8578 |
|
R1 |
0.8590 |
0.8590 |
0.8574 |
0.8600 |
PP |
0.8566 |
0.8566 |
0.8566 |
0.8571 |
S1 |
0.8546 |
0.8546 |
0.8566 |
0.8556 |
S2 |
0.8522 |
0.8522 |
0.8562 |
|
S3 |
0.8478 |
0.8502 |
0.8558 |
|
S4 |
0.8434 |
0.8458 |
0.8546 |
|
|
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 |
0.8773 |
2.618 |
0.8701 |
1.618 |
0.8657 |
1.000 |
0.8630 |
0.618 |
0.8613 |
HIGH |
0.8586 |
0.618 |
0.8569 |
0.500 |
0.8564 |
0.382 |
0.8559 |
LOW |
0.8542 |
0.618 |
0.8515 |
1.000 |
0.8498 |
1.618 |
0.8471 |
2.618 |
0.8427 |
4.250 |
0.8355 |
|
|
Fisher Pivots for day following 18-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8568 |
0.8564 |
PP |
0.8566 |
0.8558 |
S1 |
0.8564 |
0.8553 |
|