CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9655 |
0.9666 |
0.0011 |
0.1% |
0.9692 |
| High |
0.9677 |
0.9673 |
-0.0004 |
0.0% |
0.9715 |
| Low |
0.9645 |
0.9660 |
0.0015 |
0.2% |
0.9627 |
| Close |
0.9669 |
0.9670 |
0.0001 |
0.0% |
0.9664 |
| Range |
0.0032 |
0.0013 |
-0.0019 |
-59.4% |
0.0088 |
| ATR |
0.0044 |
0.0041 |
-0.0002 |
-5.0% |
0.0000 |
| Volume |
27 |
30 |
3 |
11.1% |
245 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9707 |
0.9701 |
0.9677 |
|
| R3 |
0.9694 |
0.9688 |
0.9674 |
|
| R2 |
0.9681 |
0.9681 |
0.9672 |
|
| R1 |
0.9675 |
0.9675 |
0.9671 |
0.9678 |
| PP |
0.9668 |
0.9668 |
0.9668 |
0.9669 |
| S1 |
0.9662 |
0.9662 |
0.9669 |
0.9665 |
| S2 |
0.9655 |
0.9655 |
0.9668 |
|
| S3 |
0.9642 |
0.9649 |
0.9666 |
|
| S4 |
0.9629 |
0.9636 |
0.9663 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9933 |
0.9886 |
0.9712 |
|
| R3 |
0.9845 |
0.9798 |
0.9688 |
|
| R2 |
0.9757 |
0.9757 |
0.9680 |
|
| R1 |
0.9710 |
0.9710 |
0.9672 |
0.9690 |
| PP |
0.9669 |
0.9669 |
0.9669 |
0.9658 |
| S1 |
0.9622 |
0.9622 |
0.9656 |
0.9602 |
| S2 |
0.9581 |
0.9581 |
0.9648 |
|
| S3 |
0.9493 |
0.9534 |
0.9640 |
|
| S4 |
0.9405 |
0.9446 |
0.9616 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9728 |
|
2.618 |
0.9707 |
|
1.618 |
0.9694 |
|
1.000 |
0.9686 |
|
0.618 |
0.9681 |
|
HIGH |
0.9673 |
|
0.618 |
0.9668 |
|
0.500 |
0.9667 |
|
0.382 |
0.9665 |
|
LOW |
0.9660 |
|
0.618 |
0.9652 |
|
1.000 |
0.9647 |
|
1.618 |
0.9639 |
|
2.618 |
0.9626 |
|
4.250 |
0.9605 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9669 |
0.9665 |
| PP |
0.9668 |
0.9659 |
| S1 |
0.9667 |
0.9654 |
|