CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9155 |
0.9153 |
-0.0002 |
0.0% |
0.9108 |
| High |
0.9155 |
0.9153 |
-0.0002 |
0.0% |
0.9160 |
| Low |
0.9155 |
0.9142 |
-0.0013 |
-0.1% |
0.9102 |
| Close |
0.9155 |
0.9142 |
-0.0013 |
-0.1% |
0.9152 |
| Range |
0.0000 |
0.0011 |
0.0011 |
|
0.0058 |
| ATR |
0.0020 |
0.0019 |
0.0000 |
-2.5% |
0.0000 |
| Volume |
213 |
213 |
0 |
0.0% |
147 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9179 |
0.9171 |
0.9148 |
|
| R3 |
0.9168 |
0.9160 |
0.9145 |
|
| R2 |
0.9157 |
0.9157 |
0.9144 |
|
| R1 |
0.9149 |
0.9149 |
0.9143 |
0.9148 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9145 |
| S1 |
0.9138 |
0.9138 |
0.9141 |
0.9137 |
| S2 |
0.9135 |
0.9135 |
0.9140 |
|
| S3 |
0.9124 |
0.9127 |
0.9139 |
|
| S4 |
0.9113 |
0.9116 |
0.9136 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9312 |
0.9290 |
0.9184 |
|
| R3 |
0.9254 |
0.9232 |
0.9168 |
|
| R2 |
0.9196 |
0.9196 |
0.9163 |
|
| R1 |
0.9174 |
0.9174 |
0.9157 |
0.9185 |
| PP |
0.9138 |
0.9138 |
0.9138 |
0.9144 |
| S1 |
0.9116 |
0.9116 |
0.9147 |
0.9127 |
| S2 |
0.9080 |
0.9080 |
0.9141 |
|
| S3 |
0.9022 |
0.9058 |
0.9136 |
|
| S4 |
0.8964 |
0.9000 |
0.9120 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9200 |
|
2.618 |
0.9182 |
|
1.618 |
0.9171 |
|
1.000 |
0.9164 |
|
0.618 |
0.9160 |
|
HIGH |
0.9153 |
|
0.618 |
0.9149 |
|
0.500 |
0.9148 |
|
0.382 |
0.9146 |
|
LOW |
0.9142 |
|
0.618 |
0.9135 |
|
1.000 |
0.9131 |
|
1.618 |
0.9124 |
|
2.618 |
0.9113 |
|
4.250 |
0.9095 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9148 |
0.9150 |
| PP |
0.9146 |
0.9147 |
| S1 |
0.9144 |
0.9145 |
|