CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9034 |
0.9161 |
0.0127 |
1.4% |
0.9118 |
| High |
0.9067 |
0.9161 |
0.0094 |
1.0% |
0.9118 |
| Low |
0.9034 |
0.9161 |
0.0127 |
1.4% |
0.9054 |
| Close |
0.9067 |
0.9161 |
0.0094 |
1.0% |
0.9072 |
| Range |
0.0033 |
0.0000 |
-0.0033 |
-100.0% |
0.0064 |
| ATR |
0.0023 |
0.0028 |
0.0005 |
22.1% |
0.0000 |
| Volume |
10 |
3 |
-7 |
-70.0% |
50 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9161 |
0.9161 |
0.9161 |
|
| R3 |
0.9161 |
0.9161 |
0.9161 |
|
| R2 |
0.9161 |
0.9161 |
0.9161 |
|
| R1 |
0.9161 |
0.9161 |
0.9161 |
0.9161 |
| PP |
0.9161 |
0.9161 |
0.9161 |
0.9161 |
| S1 |
0.9161 |
0.9161 |
0.9161 |
0.9161 |
| S2 |
0.9161 |
0.9161 |
0.9161 |
|
| S3 |
0.9161 |
0.9161 |
0.9161 |
|
| S4 |
0.9161 |
0.9161 |
0.9161 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9273 |
0.9237 |
0.9107 |
|
| R3 |
0.9209 |
0.9173 |
0.9090 |
|
| R2 |
0.9145 |
0.9145 |
0.9084 |
|
| R1 |
0.9109 |
0.9109 |
0.9078 |
0.9095 |
| PP |
0.9081 |
0.9081 |
0.9081 |
0.9075 |
| S1 |
0.9045 |
0.9045 |
0.9066 |
0.9031 |
| S2 |
0.9017 |
0.9017 |
0.9060 |
|
| S3 |
0.8953 |
0.8981 |
0.9054 |
|
| S4 |
0.8889 |
0.8917 |
0.9037 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9161 |
|
2.618 |
0.9161 |
|
1.618 |
0.9161 |
|
1.000 |
0.9161 |
|
0.618 |
0.9161 |
|
HIGH |
0.9161 |
|
0.618 |
0.9161 |
|
0.500 |
0.9161 |
|
0.382 |
0.9161 |
|
LOW |
0.9161 |
|
0.618 |
0.9161 |
|
1.000 |
0.9161 |
|
1.618 |
0.9161 |
|
2.618 |
0.9161 |
|
4.250 |
0.9161 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9161 |
0.9140 |
| PP |
0.9161 |
0.9119 |
| S1 |
0.9161 |
0.9098 |
|