CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9702 |
0.9712 |
0.0010 |
0.1% |
0.9707 |
| High |
0.9747 |
0.9726 |
-0.0021 |
-0.2% |
0.9747 |
| Low |
0.9701 |
0.9712 |
0.0011 |
0.1% |
0.9675 |
| Close |
0.9710 |
0.9722 |
0.0012 |
0.1% |
0.9722 |
| Range |
0.0046 |
0.0014 |
-0.0032 |
-69.6% |
0.0072 |
| ATR |
0.0041 |
0.0039 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
45 |
18 |
-27 |
-60.0% |
442 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9762 |
0.9756 |
0.9730 |
|
| R3 |
0.9748 |
0.9742 |
0.9726 |
|
| R2 |
0.9734 |
0.9734 |
0.9725 |
|
| R1 |
0.9728 |
0.9728 |
0.9723 |
0.9731 |
| PP |
0.9720 |
0.9720 |
0.9720 |
0.9722 |
| S1 |
0.9714 |
0.9714 |
0.9721 |
0.9717 |
| S2 |
0.9706 |
0.9706 |
0.9719 |
|
| S3 |
0.9692 |
0.9700 |
0.9718 |
|
| S4 |
0.9678 |
0.9686 |
0.9714 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9931 |
0.9898 |
0.9762 |
|
| R3 |
0.9859 |
0.9826 |
0.9742 |
|
| R2 |
0.9787 |
0.9787 |
0.9735 |
|
| R1 |
0.9754 |
0.9754 |
0.9729 |
0.9771 |
| PP |
0.9715 |
0.9715 |
0.9715 |
0.9723 |
| S1 |
0.9682 |
0.9682 |
0.9715 |
0.9699 |
| S2 |
0.9643 |
0.9643 |
0.9709 |
|
| S3 |
0.9571 |
0.9610 |
0.9702 |
|
| S4 |
0.9499 |
0.9538 |
0.9682 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9786 |
|
2.618 |
0.9763 |
|
1.618 |
0.9749 |
|
1.000 |
0.9740 |
|
0.618 |
0.9735 |
|
HIGH |
0.9726 |
|
0.618 |
0.9721 |
|
0.500 |
0.9719 |
|
0.382 |
0.9717 |
|
LOW |
0.9712 |
|
0.618 |
0.9703 |
|
1.000 |
0.9698 |
|
1.618 |
0.9689 |
|
2.618 |
0.9675 |
|
4.250 |
0.9653 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9721 |
0.9720 |
| PP |
0.9720 |
0.9718 |
| S1 |
0.9719 |
0.9717 |
|