CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 09-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
0.9201 |
0.9159 |
-0.0042 |
-0.5% |
0.9278 |
High |
0.9210 |
0.9171 |
-0.0039 |
-0.4% |
0.9387 |
Low |
0.9195 |
0.9147 |
-0.0048 |
-0.5% |
0.9278 |
Close |
0.9198 |
0.9150 |
-0.0048 |
-0.5% |
0.9360 |
Range |
0.0015 |
0.0024 |
0.0009 |
60.0% |
0.0109 |
ATR |
0.0043 |
0.0044 |
0.0001 |
1.3% |
0.0000 |
Volume |
298 |
119 |
-179 |
-60.1% |
64 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9228 |
0.9213 |
0.9163 |
|
R3 |
0.9204 |
0.9189 |
0.9157 |
|
R2 |
0.9180 |
0.9180 |
0.9154 |
|
R1 |
0.9165 |
0.9165 |
0.9152 |
0.9161 |
PP |
0.9156 |
0.9156 |
0.9156 |
0.9154 |
S1 |
0.9141 |
0.9141 |
0.9148 |
0.9137 |
S2 |
0.9132 |
0.9132 |
0.9146 |
|
S3 |
0.9108 |
0.9117 |
0.9143 |
|
S4 |
0.9084 |
0.9093 |
0.9137 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9669 |
0.9623 |
0.9420 |
|
R3 |
0.9560 |
0.9514 |
0.9390 |
|
R2 |
0.9451 |
0.9451 |
0.9380 |
|
R1 |
0.9405 |
0.9405 |
0.9370 |
0.9428 |
PP |
0.9342 |
0.9342 |
0.9342 |
0.9353 |
S1 |
0.9296 |
0.9296 |
0.9350 |
0.9319 |
S2 |
0.9233 |
0.9233 |
0.9340 |
|
S3 |
0.9124 |
0.9187 |
0.9330 |
|
S4 |
0.9015 |
0.9078 |
0.9300 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9273 |
2.618 |
0.9234 |
1.618 |
0.9210 |
1.000 |
0.9195 |
0.618 |
0.9186 |
HIGH |
0.9171 |
0.618 |
0.9162 |
0.500 |
0.9159 |
0.382 |
0.9156 |
LOW |
0.9147 |
0.618 |
0.9132 |
1.000 |
0.9123 |
1.618 |
0.9108 |
2.618 |
0.9084 |
4.250 |
0.9045 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
0.9159 |
0.9228 |
PP |
0.9156 |
0.9202 |
S1 |
0.9153 |
0.9176 |
|