CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9305 |
0.9325 |
0.0020 |
0.2% |
0.9340 |
High |
0.9335 |
0.9325 |
-0.0010 |
-0.1% |
0.9345 |
Low |
0.9305 |
0.9313 |
0.0008 |
0.1% |
0.9286 |
Close |
0.9328 |
0.9314 |
-0.0014 |
-0.2% |
0.9314 |
Range |
0.0030 |
0.0012 |
-0.0018 |
-60.0% |
0.0059 |
ATR |
0.0029 |
0.0028 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
55 |
27 |
-28 |
-50.9% |
308 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9353 |
0.9346 |
0.9321 |
|
R3 |
0.9341 |
0.9334 |
0.9317 |
|
R2 |
0.9329 |
0.9329 |
0.9316 |
|
R1 |
0.9322 |
0.9322 |
0.9315 |
0.9320 |
PP |
0.9317 |
0.9317 |
0.9317 |
0.9316 |
S1 |
0.9310 |
0.9310 |
0.9313 |
0.9308 |
S2 |
0.9305 |
0.9305 |
0.9312 |
|
S3 |
0.9293 |
0.9298 |
0.9311 |
|
S4 |
0.9281 |
0.9286 |
0.9307 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9492 |
0.9462 |
0.9346 |
|
R3 |
0.9433 |
0.9403 |
0.9330 |
|
R2 |
0.9374 |
0.9374 |
0.9325 |
|
R1 |
0.9344 |
0.9344 |
0.9319 |
0.9330 |
PP |
0.9315 |
0.9315 |
0.9315 |
0.9308 |
S1 |
0.9285 |
0.9285 |
0.9309 |
0.9271 |
S2 |
0.9256 |
0.9256 |
0.9303 |
|
S3 |
0.9197 |
0.9226 |
0.9298 |
|
S4 |
0.9138 |
0.9167 |
0.9282 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9376 |
2.618 |
0.9356 |
1.618 |
0.9344 |
1.000 |
0.9337 |
0.618 |
0.9332 |
HIGH |
0.9325 |
0.618 |
0.9320 |
0.500 |
0.9319 |
0.382 |
0.9318 |
LOW |
0.9313 |
0.618 |
0.9306 |
1.000 |
0.9301 |
1.618 |
0.9294 |
2.618 |
0.9282 |
4.250 |
0.9262 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9319 |
0.9313 |
PP |
0.9317 |
0.9312 |
S1 |
0.9316 |
0.9311 |
|