CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 05-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8505 |
0.8443 |
-0.0062 |
-0.7% |
0.8554 |
High |
0.8505 |
0.8460 |
-0.0045 |
-0.5% |
0.8581 |
Low |
0.8463 |
0.8432 |
-0.0031 |
-0.4% |
0.8463 |
Close |
0.8463 |
0.8456 |
-0.0007 |
-0.1% |
0.8463 |
Range |
0.0042 |
0.0028 |
-0.0014 |
-33.3% |
0.0118 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
1 |
76 |
75 |
7,500.0% |
12 |
|
Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8533 |
0.8523 |
0.8471 |
|
R3 |
0.8505 |
0.8495 |
0.8464 |
|
R2 |
0.8477 |
0.8477 |
0.8461 |
|
R1 |
0.8467 |
0.8467 |
0.8459 |
0.8472 |
PP |
0.8449 |
0.8449 |
0.8449 |
0.8452 |
S1 |
0.8439 |
0.8439 |
0.8453 |
0.8444 |
S2 |
0.8421 |
0.8421 |
0.8451 |
|
S3 |
0.8393 |
0.8411 |
0.8448 |
|
S4 |
0.8365 |
0.8383 |
0.8441 |
|
|
Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8856 |
0.8778 |
0.8528 |
|
R3 |
0.8738 |
0.8660 |
0.8495 |
|
R2 |
0.8620 |
0.8620 |
0.8485 |
|
R1 |
0.8542 |
0.8542 |
0.8474 |
0.8522 |
PP |
0.8502 |
0.8502 |
0.8502 |
0.8493 |
S1 |
0.8424 |
0.8424 |
0.8452 |
0.8404 |
S2 |
0.8384 |
0.8384 |
0.8441 |
|
S3 |
0.8266 |
0.8306 |
0.8431 |
|
S4 |
0.8148 |
0.8188 |
0.8398 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8579 |
2.618 |
0.8533 |
1.618 |
0.8505 |
1.000 |
0.8488 |
0.618 |
0.8477 |
HIGH |
0.8460 |
0.618 |
0.8449 |
0.500 |
0.8446 |
0.382 |
0.8443 |
LOW |
0.8432 |
0.618 |
0.8415 |
1.000 |
0.8404 |
1.618 |
0.8387 |
2.618 |
0.8359 |
4.250 |
0.8313 |
|
|
Fisher Pivots for day following 05-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8453 |
0.8507 |
PP |
0.8449 |
0.8490 |
S1 |
0.8446 |
0.8473 |
|