CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 22-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2014 |
22-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9095 |
0.9108 |
0.0013 |
0.1% |
0.9112 |
| High |
0.9095 |
0.9112 |
0.0017 |
0.2% |
0.9137 |
| Low |
0.9095 |
0.9108 |
0.0013 |
0.1% |
0.9096 |
| Close |
0.9095 |
0.9112 |
0.0017 |
0.2% |
0.9135 |
| Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0041 |
| ATR |
0.0023 |
0.0022 |
0.0000 |
-1.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
43 |
|
| Daily Pivots for day following 22-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9123 |
0.9121 |
0.9114 |
|
| R3 |
0.9119 |
0.9117 |
0.9113 |
|
| R2 |
0.9115 |
0.9115 |
0.9113 |
|
| R1 |
0.9113 |
0.9113 |
0.9112 |
0.9114 |
| PP |
0.9111 |
0.9111 |
0.9111 |
0.9111 |
| S1 |
0.9109 |
0.9109 |
0.9112 |
0.9110 |
| S2 |
0.9107 |
0.9107 |
0.9111 |
|
| S3 |
0.9103 |
0.9105 |
0.9111 |
|
| S4 |
0.9099 |
0.9101 |
0.9110 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9246 |
0.9231 |
0.9158 |
|
| R3 |
0.9205 |
0.9190 |
0.9146 |
|
| R2 |
0.9164 |
0.9164 |
0.9143 |
|
| R1 |
0.9149 |
0.9149 |
0.9139 |
0.9157 |
| PP |
0.9123 |
0.9123 |
0.9123 |
0.9126 |
| S1 |
0.9108 |
0.9108 |
0.9131 |
0.9116 |
| S2 |
0.9082 |
0.9082 |
0.9127 |
|
| S3 |
0.9041 |
0.9067 |
0.9124 |
|
| S4 |
0.9000 |
0.9026 |
0.9112 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9129 |
|
2.618 |
0.9122 |
|
1.618 |
0.9118 |
|
1.000 |
0.9116 |
|
0.618 |
0.9114 |
|
HIGH |
0.9112 |
|
0.618 |
0.9110 |
|
0.500 |
0.9110 |
|
0.382 |
0.9110 |
|
LOW |
0.9108 |
|
0.618 |
0.9106 |
|
1.000 |
0.9104 |
|
1.618 |
0.9102 |
|
2.618 |
0.9098 |
|
4.250 |
0.9091 |
|
|
| Fisher Pivots for day following 22-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9111 |
0.9109 |
| PP |
0.9111 |
0.9106 |
| S1 |
0.9110 |
0.9104 |
|