CME Canadian Dollar Future June 2015
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9125 |
0.9129 |
0.0004 |
0.0% |
0.9043 |
| High |
0.9125 |
0.9129 |
0.0004 |
0.0% |
0.9161 |
| Low |
0.9125 |
0.9129 |
0.0004 |
0.0% |
0.9034 |
| Close |
0.9125 |
0.9129 |
0.0004 |
0.0% |
0.9136 |
| Range |
|
|
|
|
|
| ATR |
0.0028 |
0.0026 |
-0.0002 |
-6.1% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
29 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9129 |
0.9129 |
0.9129 |
|
| R3 |
0.9129 |
0.9129 |
0.9129 |
|
| R2 |
0.9129 |
0.9129 |
0.9129 |
|
| R1 |
0.9129 |
0.9129 |
0.9129 |
0.9129 |
| PP |
0.9129 |
0.9129 |
0.9129 |
0.9129 |
| S1 |
0.9129 |
0.9129 |
0.9129 |
0.9129 |
| S2 |
0.9129 |
0.9129 |
0.9129 |
|
| S3 |
0.9129 |
0.9129 |
0.9129 |
|
| S4 |
0.9129 |
0.9129 |
0.9129 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9491 |
0.9441 |
0.9206 |
|
| R3 |
0.9364 |
0.9314 |
0.9171 |
|
| R2 |
0.9237 |
0.9237 |
0.9159 |
|
| R1 |
0.9187 |
0.9187 |
0.9148 |
0.9212 |
| PP |
0.9110 |
0.9110 |
0.9110 |
0.9123 |
| S1 |
0.9060 |
0.9060 |
0.9124 |
0.9085 |
| S2 |
0.8983 |
0.8983 |
0.9113 |
|
| S3 |
0.8856 |
0.8933 |
0.9101 |
|
| S4 |
0.8729 |
0.8806 |
0.9066 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9129 |
|
2.618 |
0.9129 |
|
1.618 |
0.9129 |
|
1.000 |
0.9129 |
|
0.618 |
0.9129 |
|
HIGH |
0.9129 |
|
0.618 |
0.9129 |
|
0.500 |
0.9129 |
|
0.382 |
0.9129 |
|
LOW |
0.9129 |
|
0.618 |
0.9129 |
|
1.000 |
0.9129 |
|
1.618 |
0.9129 |
|
2.618 |
0.9129 |
|
4.250 |
0.9129 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9129 |
0.9123 |
| PP |
0.9129 |
0.9117 |
| S1 |
0.9129 |
0.9111 |
|