CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9178 |
0.9182 |
0.0004 |
0.0% |
0.9155 |
| High |
0.9178 |
0.9240 |
0.0062 |
0.7% |
0.9240 |
| Low |
0.9178 |
0.9182 |
0.0004 |
0.0% |
0.9140 |
| Close |
0.9178 |
0.9240 |
0.0062 |
0.7% |
0.9240 |
| Range |
0.0000 |
0.0058 |
0.0058 |
|
0.0100 |
| ATR |
0.0020 |
0.0023 |
0.0003 |
15.6% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
441 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9395 |
0.9375 |
0.9272 |
|
| R3 |
0.9337 |
0.9317 |
0.9256 |
|
| R2 |
0.9279 |
0.9279 |
0.9251 |
|
| R1 |
0.9259 |
0.9259 |
0.9245 |
0.9269 |
| PP |
0.9221 |
0.9221 |
0.9221 |
0.9226 |
| S1 |
0.9201 |
0.9201 |
0.9235 |
0.9211 |
| S2 |
0.9163 |
0.9163 |
0.9229 |
|
| S3 |
0.9105 |
0.9143 |
0.9224 |
|
| S4 |
0.9047 |
0.9085 |
0.9208 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9507 |
0.9473 |
0.9295 |
|
| R3 |
0.9407 |
0.9373 |
0.9268 |
|
| R2 |
0.9307 |
0.9307 |
0.9258 |
|
| R1 |
0.9273 |
0.9273 |
0.9249 |
0.9290 |
| PP |
0.9207 |
0.9207 |
0.9207 |
0.9215 |
| S1 |
0.9173 |
0.9173 |
0.9231 |
0.9190 |
| S2 |
0.9107 |
0.9107 |
0.9222 |
|
| S3 |
0.9007 |
0.9073 |
0.9213 |
|
| S4 |
0.8907 |
0.8973 |
0.9185 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9487 |
|
2.618 |
0.9392 |
|
1.618 |
0.9334 |
|
1.000 |
0.9298 |
|
0.618 |
0.9276 |
|
HIGH |
0.9240 |
|
0.618 |
0.9218 |
|
0.500 |
0.9211 |
|
0.382 |
0.9204 |
|
LOW |
0.9182 |
|
0.618 |
0.9146 |
|
1.000 |
0.9124 |
|
1.618 |
0.9088 |
|
2.618 |
0.9030 |
|
4.250 |
0.8936 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9230 |
0.9223 |
| PP |
0.9221 |
0.9207 |
| S1 |
0.9211 |
0.9190 |
|