CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9727 |
0.9754 |
0.0027 |
0.3% |
0.9599 |
| High |
0.9727 |
0.9754 |
0.0027 |
0.3% |
0.9726 |
| Low |
0.9727 |
0.9754 |
0.0027 |
0.3% |
0.9582 |
| Close |
0.9727 |
0.9754 |
0.0027 |
0.3% |
0.9726 |
| Range |
|
|
|
|
|
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
99 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9754 |
0.9754 |
0.9754 |
|
| R3 |
0.9754 |
0.9754 |
0.9754 |
|
| R2 |
0.9754 |
0.9754 |
0.9754 |
|
| R1 |
0.9754 |
0.9754 |
0.9754 |
0.9754 |
| PP |
0.9754 |
0.9754 |
0.9754 |
0.9754 |
| S1 |
0.9754 |
0.9754 |
0.9754 |
0.9754 |
| S2 |
0.9754 |
0.9754 |
0.9754 |
|
| S3 |
0.9754 |
0.9754 |
0.9754 |
|
| S4 |
0.9754 |
0.9754 |
0.9754 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0110 |
1.0062 |
0.9805 |
|
| R3 |
0.9966 |
0.9918 |
0.9766 |
|
| R2 |
0.9822 |
0.9822 |
0.9752 |
|
| R1 |
0.9774 |
0.9774 |
0.9739 |
0.9798 |
| PP |
0.9678 |
0.9678 |
0.9678 |
0.9690 |
| S1 |
0.9630 |
0.9630 |
0.9713 |
0.9654 |
| S2 |
0.9534 |
0.9534 |
0.9700 |
|
| S3 |
0.9390 |
0.9486 |
0.9686 |
|
| S4 |
0.9246 |
0.9342 |
0.9647 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9754 |
|
2.618 |
0.9754 |
|
1.618 |
0.9754 |
|
1.000 |
0.9754 |
|
0.618 |
0.9754 |
|
HIGH |
0.9754 |
|
0.618 |
0.9754 |
|
0.500 |
0.9754 |
|
0.382 |
0.9754 |
|
LOW |
0.9754 |
|
0.618 |
0.9754 |
|
1.000 |
0.9754 |
|
1.618 |
0.9754 |
|
2.618 |
0.9754 |
|
4.250 |
0.9754 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9754 |
0.9750 |
| PP |
0.9754 |
0.9745 |
| S1 |
0.9754 |
0.9741 |
|