CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9552 |
0.9573 |
0.0021 |
0.2% |
0.9705 |
| High |
0.9565 |
0.9588 |
0.0023 |
0.2% |
0.9715 |
| Low |
0.9552 |
0.9573 |
0.0021 |
0.2% |
0.9567 |
| Close |
0.9565 |
0.9588 |
0.0023 |
0.2% |
0.9609 |
| Range |
0.0013 |
0.0015 |
0.0002 |
15.4% |
0.0148 |
| ATR |
|
|
|
|
|
| Volume |
1 |
4 |
3 |
300.0% |
25 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9628 |
0.9623 |
0.9596 |
|
| R3 |
0.9613 |
0.9608 |
0.9592 |
|
| R2 |
0.9598 |
0.9598 |
0.9591 |
|
| R1 |
0.9593 |
0.9593 |
0.9589 |
0.9596 |
| PP |
0.9583 |
0.9583 |
0.9583 |
0.9584 |
| S1 |
0.9578 |
0.9578 |
0.9587 |
0.9581 |
| S2 |
0.9568 |
0.9568 |
0.9585 |
|
| S3 |
0.9553 |
0.9563 |
0.9584 |
|
| S4 |
0.9538 |
0.9548 |
0.9580 |
|
|
| 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 |
0.9652 |
|
2.618 |
0.9627 |
|
1.618 |
0.9612 |
|
1.000 |
0.9603 |
|
0.618 |
0.9597 |
|
HIGH |
0.9588 |
|
0.618 |
0.9582 |
|
0.500 |
0.9581 |
|
0.382 |
0.9579 |
|
LOW |
0.9573 |
|
0.618 |
0.9564 |
|
1.000 |
0.9558 |
|
1.618 |
0.9549 |
|
2.618 |
0.9534 |
|
4.250 |
0.9509 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9586 |
0.9590 |
| PP |
0.9583 |
0.9589 |
| S1 |
0.9581 |
0.9589 |
|