CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9687 |
0.9702 |
0.0015 |
0.2% |
0.9680 |
| High |
0.9710 |
0.9747 |
0.0037 |
0.4% |
0.9772 |
| Low |
0.9686 |
0.9701 |
0.0015 |
0.2% |
0.9655 |
| Close |
0.9703 |
0.9710 |
0.0007 |
0.1% |
0.9748 |
| Range |
0.0024 |
0.0046 |
0.0022 |
91.7% |
0.0117 |
| ATR |
0.0040 |
0.0041 |
0.0000 |
1.0% |
0.0000 |
| Volume |
20 |
45 |
25 |
125.0% |
227 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9857 |
0.9830 |
0.9735 |
|
| R3 |
0.9811 |
0.9784 |
0.9723 |
|
| R2 |
0.9765 |
0.9765 |
0.9718 |
|
| R1 |
0.9738 |
0.9738 |
0.9714 |
0.9752 |
| PP |
0.9719 |
0.9719 |
0.9719 |
0.9726 |
| S1 |
0.9692 |
0.9692 |
0.9706 |
0.9706 |
| S2 |
0.9673 |
0.9673 |
0.9702 |
|
| S3 |
0.9627 |
0.9646 |
0.9697 |
|
| S4 |
0.9581 |
0.9600 |
0.9685 |
|
|
| 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 |
0.9943 |
|
2.618 |
0.9867 |
|
1.618 |
0.9821 |
|
1.000 |
0.9793 |
|
0.618 |
0.9775 |
|
HIGH |
0.9747 |
|
0.618 |
0.9729 |
|
0.500 |
0.9724 |
|
0.382 |
0.9719 |
|
LOW |
0.9701 |
|
0.618 |
0.9673 |
|
1.000 |
0.9655 |
|
1.618 |
0.9627 |
|
2.618 |
0.9581 |
|
4.250 |
0.9506 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9724 |
0.9711 |
| PP |
0.9719 |
0.9711 |
| S1 |
0.9715 |
0.9710 |
|