CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9658 |
0.9680 |
0.0022 |
0.2% |
0.9655 |
| High |
0.9707 |
0.9688 |
-0.0019 |
-0.2% |
0.9707 |
| Low |
0.9658 |
0.9680 |
0.0022 |
0.2% |
0.9631 |
| Close |
0.9660 |
0.9685 |
0.0025 |
0.3% |
0.9660 |
| Range |
0.0049 |
0.0008 |
-0.0041 |
-83.7% |
0.0076 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
142 |
37 |
-105 |
-73.9% |
431 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9708 |
0.9705 |
0.9689 |
|
| R3 |
0.9700 |
0.9697 |
0.9687 |
|
| R2 |
0.9692 |
0.9692 |
0.9686 |
|
| R1 |
0.9689 |
0.9689 |
0.9686 |
0.9691 |
| PP |
0.9684 |
0.9684 |
0.9684 |
0.9685 |
| S1 |
0.9681 |
0.9681 |
0.9684 |
0.9683 |
| S2 |
0.9676 |
0.9676 |
0.9684 |
|
| S3 |
0.9668 |
0.9673 |
0.9683 |
|
| S4 |
0.9660 |
0.9665 |
0.9681 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9894 |
0.9853 |
0.9702 |
|
| R3 |
0.9818 |
0.9777 |
0.9681 |
|
| R2 |
0.9742 |
0.9742 |
0.9674 |
|
| R1 |
0.9701 |
0.9701 |
0.9667 |
0.9722 |
| PP |
0.9666 |
0.9666 |
0.9666 |
0.9676 |
| S1 |
0.9625 |
0.9625 |
0.9653 |
0.9646 |
| S2 |
0.9590 |
0.9590 |
0.9646 |
|
| S3 |
0.9514 |
0.9549 |
0.9639 |
|
| S4 |
0.9438 |
0.9473 |
0.9618 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9722 |
|
2.618 |
0.9709 |
|
1.618 |
0.9701 |
|
1.000 |
0.9696 |
|
0.618 |
0.9693 |
|
HIGH |
0.9688 |
|
0.618 |
0.9685 |
|
0.500 |
0.9684 |
|
0.382 |
0.9683 |
|
LOW |
0.9680 |
|
0.618 |
0.9675 |
|
1.000 |
0.9672 |
|
1.618 |
0.9667 |
|
2.618 |
0.9659 |
|
4.250 |
0.9646 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9685 |
0.9683 |
| PP |
0.9684 |
0.9680 |
| S1 |
0.9684 |
0.9678 |
|