CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9583 |
0.9599 |
0.0016 |
0.2% |
0.9552 |
| High |
0.9610 |
0.9665 |
0.0055 |
0.6% |
0.9644 |
| Low |
0.9580 |
0.9595 |
0.0015 |
0.2% |
0.9552 |
| Close |
0.9580 |
0.9665 |
0.0085 |
0.9% |
0.9580 |
| Range |
0.0030 |
0.0070 |
0.0040 |
133.3% |
0.0092 |
| ATR |
0.0050 |
0.0053 |
0.0002 |
5.0% |
0.0000 |
| Volume |
6 |
5 |
-1 |
-16.7% |
98 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9852 |
0.9828 |
0.9704 |
|
| R3 |
0.9782 |
0.9758 |
0.9684 |
|
| R2 |
0.9712 |
0.9712 |
0.9678 |
|
| R1 |
0.9688 |
0.9688 |
0.9671 |
0.9700 |
| PP |
0.9642 |
0.9642 |
0.9642 |
0.9648 |
| S1 |
0.9618 |
0.9618 |
0.9659 |
0.9630 |
| S2 |
0.9572 |
0.9572 |
0.9652 |
|
| S3 |
0.9502 |
0.9548 |
0.9646 |
|
| S4 |
0.9432 |
0.9478 |
0.9627 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9868 |
0.9816 |
0.9631 |
|
| R3 |
0.9776 |
0.9724 |
0.9605 |
|
| R2 |
0.9684 |
0.9684 |
0.9597 |
|
| R1 |
0.9632 |
0.9632 |
0.9588 |
0.9658 |
| PP |
0.9592 |
0.9592 |
0.9592 |
0.9605 |
| S1 |
0.9540 |
0.9540 |
0.9572 |
0.9566 |
| S2 |
0.9500 |
0.9500 |
0.9563 |
|
| S3 |
0.9408 |
0.9448 |
0.9555 |
|
| S4 |
0.9316 |
0.9356 |
0.9529 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9963 |
|
2.618 |
0.9848 |
|
1.618 |
0.9778 |
|
1.000 |
0.9735 |
|
0.618 |
0.9708 |
|
HIGH |
0.9665 |
|
0.618 |
0.9638 |
|
0.500 |
0.9630 |
|
0.382 |
0.9622 |
|
LOW |
0.9595 |
|
0.618 |
0.9552 |
|
1.000 |
0.9525 |
|
1.618 |
0.9482 |
|
2.618 |
0.9412 |
|
4.250 |
0.9298 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9653 |
0.9649 |
| PP |
0.9642 |
0.9632 |
| S1 |
0.9630 |
0.9616 |
|