CME Canadian Dollar Future March 2015
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9300 |
0.9272 |
-0.0028 |
-0.3% |
0.9311 |
| High |
0.9300 |
0.9278 |
-0.0022 |
-0.2% |
0.9337 |
| Low |
0.9260 |
0.9272 |
0.0012 |
0.1% |
0.9260 |
| Close |
0.9260 |
0.9278 |
0.0018 |
0.2% |
0.9260 |
| Range |
0.0040 |
0.0006 |
-0.0034 |
-85.0% |
0.0077 |
| ATR |
0.0026 |
0.0025 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
19 |
61 |
42 |
221.1% |
248 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9294 |
0.9292 |
0.9281 |
|
| R3 |
0.9288 |
0.9286 |
0.9280 |
|
| R2 |
0.9282 |
0.9282 |
0.9279 |
|
| R1 |
0.9280 |
0.9280 |
0.9279 |
0.9281 |
| PP |
0.9276 |
0.9276 |
0.9276 |
0.9277 |
| S1 |
0.9274 |
0.9274 |
0.9277 |
0.9275 |
| S2 |
0.9270 |
0.9270 |
0.9277 |
|
| S3 |
0.9264 |
0.9268 |
0.9276 |
|
| S4 |
0.9258 |
0.9262 |
0.9275 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9517 |
0.9465 |
0.9302 |
|
| R3 |
0.9440 |
0.9388 |
0.9281 |
|
| R2 |
0.9363 |
0.9363 |
0.9274 |
|
| R1 |
0.9311 |
0.9311 |
0.9267 |
0.9299 |
| PP |
0.9286 |
0.9286 |
0.9286 |
0.9279 |
| S1 |
0.9234 |
0.9234 |
0.9253 |
0.9222 |
| S2 |
0.9209 |
0.9209 |
0.9246 |
|
| S3 |
0.9132 |
0.9157 |
0.9239 |
|
| S4 |
0.9055 |
0.9080 |
0.9218 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9304 |
|
2.618 |
0.9294 |
|
1.618 |
0.9288 |
|
1.000 |
0.9284 |
|
0.618 |
0.9282 |
|
HIGH |
0.9278 |
|
0.618 |
0.9276 |
|
0.500 |
0.9275 |
|
0.382 |
0.9274 |
|
LOW |
0.9272 |
|
0.618 |
0.9268 |
|
1.000 |
0.9266 |
|
1.618 |
0.9262 |
|
2.618 |
0.9256 |
|
4.250 |
0.9247 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9277 |
0.9296 |
| PP |
0.9276 |
0.9290 |
| S1 |
0.9275 |
0.9284 |
|