CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 26-Dec-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
Open |
0.8544 |
0.8554 |
0.0010 |
0.1% |
0.8560 |
High |
0.8559 |
0.8554 |
-0.0005 |
-0.1% |
0.8560 |
Low |
0.8544 |
0.8554 |
0.0010 |
0.1% |
0.8524 |
Close |
0.8554 |
0.8554 |
0.0000 |
0.0% |
0.8554 |
Range |
0.0015 |
0.0000 |
-0.0015 |
-100.0% |
0.0036 |
ATR |
0.0041 |
0.0038 |
-0.0003 |
-7.1% |
0.0000 |
Volume |
2 |
14 |
12 |
600.0% |
47 |
|
Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8554 |
0.8554 |
0.8554 |
|
R3 |
0.8554 |
0.8554 |
0.8554 |
|
R2 |
0.8554 |
0.8554 |
0.8554 |
|
R1 |
0.8554 |
0.8554 |
0.8554 |
0.8554 |
PP |
0.8554 |
0.8554 |
0.8554 |
0.8554 |
S1 |
0.8554 |
0.8554 |
0.8554 |
0.8554 |
S2 |
0.8554 |
0.8554 |
0.8554 |
|
S3 |
0.8554 |
0.8554 |
0.8554 |
|
S4 |
0.8554 |
0.8554 |
0.8554 |
|
|
Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8654 |
0.8640 |
0.8574 |
|
R3 |
0.8618 |
0.8604 |
0.8564 |
|
R2 |
0.8582 |
0.8582 |
0.8561 |
|
R1 |
0.8568 |
0.8568 |
0.8557 |
0.8557 |
PP |
0.8546 |
0.8546 |
0.8546 |
0.8541 |
S1 |
0.8532 |
0.8532 |
0.8551 |
0.8521 |
S2 |
0.8510 |
0.8510 |
0.8547 |
|
S3 |
0.8474 |
0.8496 |
0.8544 |
|
S4 |
0.8438 |
0.8460 |
0.8534 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8554 |
2.618 |
0.8554 |
1.618 |
0.8554 |
1.000 |
0.8554 |
0.618 |
0.8554 |
HIGH |
0.8554 |
0.618 |
0.8554 |
0.500 |
0.8554 |
0.382 |
0.8554 |
LOW |
0.8554 |
0.618 |
0.8554 |
1.000 |
0.8554 |
1.618 |
0.8554 |
2.618 |
0.8554 |
4.250 |
0.8554 |
|
|
Fisher Pivots for day following 26-Dec-2014 |
Pivot |
1 day |
3 day |
R1 |
0.8554 |
0.8550 |
PP |
0.8554 |
0.8546 |
S1 |
0.8554 |
0.8542 |
|