CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9054 |
0.9071 |
0.0017 |
0.2% |
0.9091 |
| High |
0.9054 |
0.9071 |
0.0017 |
0.2% |
0.9127 |
| Low |
0.9054 |
0.9071 |
0.0017 |
0.2% |
0.9085 |
| Close |
0.9054 |
0.9071 |
0.0017 |
0.2% |
0.9115 |
| Range |
|
|
|
|
|
| ATR |
0.0000 |
0.0023 |
0.0023 |
|
0.0000 |
| Volume |
10 |
10 |
0 |
0.0% |
15 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9071 |
0.9071 |
0.9071 |
|
| R3 |
0.9071 |
0.9071 |
0.9071 |
|
| R2 |
0.9071 |
0.9071 |
0.9071 |
|
| R1 |
0.9071 |
0.9071 |
0.9071 |
0.9071 |
| PP |
0.9071 |
0.9071 |
0.9071 |
0.9071 |
| S1 |
0.9071 |
0.9071 |
0.9071 |
0.9071 |
| S2 |
0.9071 |
0.9071 |
0.9071 |
|
| S3 |
0.9071 |
0.9071 |
0.9071 |
|
| S4 |
0.9071 |
0.9071 |
0.9071 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9235 |
0.9217 |
0.9138 |
|
| R3 |
0.9193 |
0.9175 |
0.9127 |
|
| R2 |
0.9151 |
0.9151 |
0.9123 |
|
| R1 |
0.9133 |
0.9133 |
0.9119 |
0.9142 |
| PP |
0.9109 |
0.9109 |
0.9109 |
0.9114 |
| S1 |
0.9091 |
0.9091 |
0.9111 |
0.9100 |
| S2 |
0.9067 |
0.9067 |
0.9107 |
|
| S3 |
0.9025 |
0.9049 |
0.9103 |
|
| S4 |
0.8983 |
0.9007 |
0.9092 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9071 |
|
2.618 |
0.9071 |
|
1.618 |
0.9071 |
|
1.000 |
0.9071 |
|
0.618 |
0.9071 |
|
HIGH |
0.9071 |
|
0.618 |
0.9071 |
|
0.500 |
0.9071 |
|
0.382 |
0.9071 |
|
LOW |
0.9071 |
|
0.618 |
0.9071 |
|
1.000 |
0.9071 |
|
1.618 |
0.9071 |
|
2.618 |
0.9071 |
|
4.250 |
0.9071 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9071 |
0.9069 |
| PP |
0.9071 |
0.9066 |
| S1 |
0.9071 |
0.9064 |
|