CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 30-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2014 |
30-May-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9162 |
0.9170 |
0.0008 |
0.1% |
0.9154 |
| High |
0.9162 |
0.9170 |
0.0008 |
0.1% |
0.9170 |
| Low |
0.9160 |
0.9128 |
-0.0032 |
-0.3% |
0.9125 |
| Close |
0.9160 |
0.9158 |
-0.0002 |
0.0% |
0.9158 |
| Range |
0.0002 |
0.0042 |
0.0040 |
2,000.0% |
0.0045 |
| ATR |
0.0023 |
0.0024 |
0.0001 |
5.9% |
0.0000 |
| Volume |
60 |
4 |
-56 |
-93.3% |
83 |
|
| Daily Pivots for day following 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9278 |
0.9260 |
0.9181 |
|
| R3 |
0.9236 |
0.9218 |
0.9170 |
|
| R2 |
0.9194 |
0.9194 |
0.9166 |
|
| R1 |
0.9176 |
0.9176 |
0.9162 |
0.9164 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9146 |
| S1 |
0.9134 |
0.9134 |
0.9154 |
0.9122 |
| S2 |
0.9110 |
0.9110 |
0.9150 |
|
| S3 |
0.9068 |
0.9092 |
0.9146 |
|
| S4 |
0.9026 |
0.9050 |
0.9135 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9286 |
0.9267 |
0.9183 |
|
| R3 |
0.9241 |
0.9222 |
0.9170 |
|
| R2 |
0.9196 |
0.9196 |
0.9166 |
|
| R1 |
0.9177 |
0.9177 |
0.9162 |
0.9187 |
| PP |
0.9151 |
0.9151 |
0.9151 |
0.9156 |
| S1 |
0.9132 |
0.9132 |
0.9154 |
0.9142 |
| S2 |
0.9106 |
0.9106 |
0.9150 |
|
| S3 |
0.9061 |
0.9087 |
0.9146 |
|
| S4 |
0.9016 |
0.9042 |
0.9133 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9349 |
|
2.618 |
0.9280 |
|
1.618 |
0.9238 |
|
1.000 |
0.9212 |
|
0.618 |
0.9196 |
|
HIGH |
0.9170 |
|
0.618 |
0.9154 |
|
0.500 |
0.9149 |
|
0.382 |
0.9144 |
|
LOW |
0.9128 |
|
0.618 |
0.9102 |
|
1.000 |
0.9086 |
|
1.618 |
0.9060 |
|
2.618 |
0.9018 |
|
4.250 |
0.8950 |
|
|
| Fisher Pivots for day following 30-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9155 |
0.9155 |
| PP |
0.9152 |
0.9151 |
| S1 |
0.9149 |
0.9148 |
|