CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9748 |
0.9707 |
-0.0041 |
-0.4% |
0.9680 |
| High |
0.9772 |
0.9736 |
-0.0036 |
-0.4% |
0.9772 |
| Low |
0.9725 |
0.9702 |
-0.0023 |
-0.2% |
0.9655 |
| Close |
0.9748 |
0.9729 |
-0.0019 |
-0.2% |
0.9748 |
| Range |
0.0047 |
0.0034 |
-0.0013 |
-27.7% |
0.0117 |
| ATR |
0.0039 |
0.0040 |
0.0000 |
1.2% |
0.0000 |
| Volume |
20 |
348 |
328 |
1,640.0% |
227 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9824 |
0.9811 |
0.9748 |
|
| R3 |
0.9790 |
0.9777 |
0.9738 |
|
| R2 |
0.9756 |
0.9756 |
0.9735 |
|
| R1 |
0.9743 |
0.9743 |
0.9732 |
0.9750 |
| PP |
0.9722 |
0.9722 |
0.9722 |
0.9726 |
| S1 |
0.9709 |
0.9709 |
0.9726 |
0.9716 |
| S2 |
0.9688 |
0.9688 |
0.9723 |
|
| S3 |
0.9654 |
0.9675 |
0.9720 |
|
| S4 |
0.9620 |
0.9641 |
0.9710 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0076 |
1.0029 |
0.9812 |
|
| R3 |
0.9959 |
0.9912 |
0.9780 |
|
| R2 |
0.9842 |
0.9842 |
0.9769 |
|
| R1 |
0.9795 |
0.9795 |
0.9759 |
0.9819 |
| PP |
0.9725 |
0.9725 |
0.9725 |
0.9737 |
| S1 |
0.9678 |
0.9678 |
0.9737 |
0.9702 |
| S2 |
0.9608 |
0.9608 |
0.9727 |
|
| S3 |
0.9491 |
0.9561 |
0.9716 |
|
| S4 |
0.9374 |
0.9444 |
0.9684 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9881 |
|
2.618 |
0.9825 |
|
1.618 |
0.9791 |
|
1.000 |
0.9770 |
|
0.618 |
0.9757 |
|
HIGH |
0.9736 |
|
0.618 |
0.9723 |
|
0.500 |
0.9719 |
|
0.382 |
0.9715 |
|
LOW |
0.9702 |
|
0.618 |
0.9681 |
|
1.000 |
0.9668 |
|
1.618 |
0.9647 |
|
2.618 |
0.9613 |
|
4.250 |
0.9558 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9726 |
0.9728 |
| PP |
0.9722 |
0.9727 |
| S1 |
0.9719 |
0.9726 |
|