CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 19-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8542 |
0.8560 |
0.0018 |
0.2% |
0.8575 |
High |
0.8586 |
0.8567 |
-0.0019 |
-0.2% |
0.8586 |
Low |
0.8542 |
0.8548 |
0.0006 |
0.1% |
0.8519 |
Close |
0.8570 |
0.8567 |
-0.0003 |
0.0% |
0.8567 |
Range |
0.0044 |
0.0019 |
-0.0025 |
-56.8% |
0.0067 |
ATR |
0.0046 |
0.0045 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
88 |
14 |
-74 |
-84.1% |
493 |
|
Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8618 |
0.8611 |
0.8577 |
|
R3 |
0.8599 |
0.8592 |
0.8572 |
|
R2 |
0.8580 |
0.8580 |
0.8570 |
|
R1 |
0.8573 |
0.8573 |
0.8569 |
0.8577 |
PP |
0.8561 |
0.8561 |
0.8561 |
0.8562 |
S1 |
0.8554 |
0.8554 |
0.8565 |
0.8558 |
S2 |
0.8542 |
0.8542 |
0.8564 |
|
S3 |
0.8523 |
0.8535 |
0.8562 |
|
S4 |
0.8504 |
0.8516 |
0.8557 |
|
|
Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8758 |
0.8730 |
0.8604 |
|
R3 |
0.8691 |
0.8663 |
0.8585 |
|
R2 |
0.8624 |
0.8624 |
0.8579 |
|
R1 |
0.8596 |
0.8596 |
0.8573 |
0.8577 |
PP |
0.8557 |
0.8557 |
0.8557 |
0.8548 |
S1 |
0.8529 |
0.8529 |
0.8561 |
0.8510 |
S2 |
0.8490 |
0.8490 |
0.8555 |
|
S3 |
0.8423 |
0.8462 |
0.8549 |
|
S4 |
0.8356 |
0.8395 |
0.8530 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8648 |
2.618 |
0.8617 |
1.618 |
0.8598 |
1.000 |
0.8586 |
0.618 |
0.8579 |
HIGH |
0.8567 |
0.618 |
0.8560 |
0.500 |
0.8558 |
0.382 |
0.8555 |
LOW |
0.8548 |
0.618 |
0.8536 |
1.000 |
0.8529 |
1.618 |
0.8517 |
2.618 |
0.8498 |
4.250 |
0.8467 |
|
|
Fisher Pivots for day following 19-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8564 |
0.8562 |
PP |
0.8561 |
0.8557 |
S1 |
0.8558 |
0.8553 |
|