CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9637 |
0.9627 |
-0.0010 |
-0.1% |
0.9705 |
| High |
0.9637 |
0.9627 |
-0.0010 |
-0.1% |
0.9715 |
| Low |
0.9637 |
0.9609 |
-0.0028 |
-0.3% |
0.9567 |
| Close |
0.9637 |
0.9609 |
-0.0028 |
-0.3% |
0.9609 |
| Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0148 |
| ATR |
|
|
|
|
|
| Volume |
4 |
1 |
-3 |
-75.0% |
25 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9669 |
0.9657 |
0.9619 |
|
| R3 |
0.9651 |
0.9639 |
0.9614 |
|
| R2 |
0.9633 |
0.9633 |
0.9612 |
|
| R1 |
0.9621 |
0.9621 |
0.9611 |
0.9618 |
| PP |
0.9615 |
0.9615 |
0.9615 |
0.9614 |
| S1 |
0.9603 |
0.9603 |
0.9607 |
0.9600 |
| S2 |
0.9597 |
0.9597 |
0.9606 |
|
| S3 |
0.9579 |
0.9585 |
0.9604 |
|
| S4 |
0.9561 |
0.9567 |
0.9599 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0074 |
0.9990 |
0.9690 |
|
| R3 |
0.9926 |
0.9842 |
0.9650 |
|
| R2 |
0.9778 |
0.9778 |
0.9636 |
|
| R1 |
0.9694 |
0.9694 |
0.9623 |
0.9662 |
| PP |
0.9630 |
0.9630 |
0.9630 |
0.9615 |
| S1 |
0.9546 |
0.9546 |
0.9595 |
0.9514 |
| S2 |
0.9482 |
0.9482 |
0.9582 |
|
| S3 |
0.9334 |
0.9398 |
0.9568 |
|
| S4 |
0.9186 |
0.9250 |
0.9528 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9704 |
|
2.618 |
0.9674 |
|
1.618 |
0.9656 |
|
1.000 |
0.9645 |
|
0.618 |
0.9638 |
|
HIGH |
0.9627 |
|
0.618 |
0.9620 |
|
0.500 |
0.9618 |
|
0.382 |
0.9616 |
|
LOW |
0.9609 |
|
0.618 |
0.9598 |
|
1.000 |
0.9591 |
|
1.618 |
0.9580 |
|
2.618 |
0.9562 |
|
4.250 |
0.9533 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9618 |
0.9607 |
| PP |
0.9615 |
0.9604 |
| S1 |
0.9612 |
0.9602 |
|