CME Canadian Dollar Future September 2015
Trading Metrics calculated at close of trading on 08-Jan-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2015 |
08-Jan-2015 |
Change |
Change % |
Previous Week |
Open |
0.8396 |
0.8405 |
0.0009 |
0.1% |
0.8554 |
High |
0.8413 |
0.8421 |
0.0008 |
0.1% |
0.8581 |
Low |
0.8380 |
0.8398 |
0.0018 |
0.2% |
0.8463 |
Close |
0.8413 |
0.8398 |
-0.0015 |
-0.2% |
0.8463 |
Range |
0.0033 |
0.0023 |
-0.0010 |
-30.3% |
0.0118 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
27 |
39 |
12 |
44.4% |
12 |
|
Daily Pivots for day following 08-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8475 |
0.8459 |
0.8411 |
|
R3 |
0.8452 |
0.8436 |
0.8404 |
|
R2 |
0.8429 |
0.8429 |
0.8402 |
|
R1 |
0.8413 |
0.8413 |
0.8400 |
0.8410 |
PP |
0.8406 |
0.8406 |
0.8406 |
0.8404 |
S1 |
0.8390 |
0.8390 |
0.8396 |
0.8387 |
S2 |
0.8383 |
0.8383 |
0.8394 |
|
S3 |
0.8360 |
0.8367 |
0.8392 |
|
S4 |
0.8337 |
0.8344 |
0.8385 |
|
|
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 |
0.8519 |
2.618 |
0.8481 |
1.618 |
0.8458 |
1.000 |
0.8444 |
0.618 |
0.8435 |
HIGH |
0.8421 |
0.618 |
0.8412 |
0.500 |
0.8410 |
0.382 |
0.8407 |
LOW |
0.8398 |
0.618 |
0.8384 |
1.000 |
0.8375 |
1.618 |
0.8361 |
2.618 |
0.8338 |
4.250 |
0.8300 |
|
|
Fisher Pivots for day following 08-Jan-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8410 |
0.8413 |
PP |
0.8406 |
0.8408 |
S1 |
0.8402 |
0.8403 |
|