CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 18-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9376 |
0.9334 |
-0.0042 |
-0.4% |
0.9319 |
High |
0.9376 |
0.9334 |
-0.0042 |
-0.4% |
0.9384 |
Low |
0.9357 |
0.9287 |
-0.0070 |
-0.7% |
0.9310 |
Close |
0.9358 |
0.9322 |
-0.0036 |
-0.4% |
0.9377 |
Range |
0.0019 |
0.0047 |
0.0028 |
147.4% |
0.0074 |
ATR |
0.0029 |
0.0032 |
0.0003 |
10.5% |
0.0000 |
Volume |
21 |
8 |
-13 |
-61.9% |
228 |
|
Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9455 |
0.9436 |
0.9348 |
|
R3 |
0.9408 |
0.9389 |
0.9335 |
|
R2 |
0.9361 |
0.9361 |
0.9331 |
|
R1 |
0.9342 |
0.9342 |
0.9326 |
0.9328 |
PP |
0.9314 |
0.9314 |
0.9314 |
0.9308 |
S1 |
0.9295 |
0.9295 |
0.9318 |
0.9281 |
S2 |
0.9267 |
0.9267 |
0.9313 |
|
S3 |
0.9220 |
0.9248 |
0.9309 |
|
S4 |
0.9173 |
0.9201 |
0.9296 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9579 |
0.9552 |
0.9418 |
|
R3 |
0.9505 |
0.9478 |
0.9397 |
|
R2 |
0.9431 |
0.9431 |
0.9391 |
|
R1 |
0.9404 |
0.9404 |
0.9384 |
0.9418 |
PP |
0.9357 |
0.9357 |
0.9357 |
0.9364 |
S1 |
0.9330 |
0.9330 |
0.9370 |
0.9344 |
S2 |
0.9283 |
0.9283 |
0.9363 |
|
S3 |
0.9209 |
0.9256 |
0.9357 |
|
S4 |
0.9135 |
0.9182 |
0.9336 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9534 |
2.618 |
0.9457 |
1.618 |
0.9410 |
1.000 |
0.9381 |
0.618 |
0.9363 |
HIGH |
0.9334 |
0.618 |
0.9316 |
0.500 |
0.9311 |
0.382 |
0.9305 |
LOW |
0.9287 |
0.618 |
0.9258 |
1.000 |
0.9240 |
1.618 |
0.9211 |
2.618 |
0.9164 |
4.250 |
0.9087 |
|
|
Fisher Pivots for day following 18-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9318 |
0.9335 |
PP |
0.9314 |
0.9331 |
S1 |
0.9311 |
0.9326 |
|