CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9493 |
0.9450 |
-0.0043 |
-0.5% |
0.9777 |
| High |
0.9500 |
0.9490 |
-0.0010 |
-0.1% |
0.9777 |
| Low |
0.9479 |
0.9431 |
-0.0048 |
-0.5% |
0.9479 |
| Close |
0.9500 |
0.9472 |
-0.0028 |
-0.3% |
0.9500 |
| Range |
0.0021 |
0.0059 |
0.0038 |
181.0% |
0.0298 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.3% |
0.0000 |
| Volume |
31 |
96 |
65 |
209.7% |
76 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9641 |
0.9616 |
0.9504 |
|
| R3 |
0.9582 |
0.9557 |
0.9488 |
|
| R2 |
0.9523 |
0.9523 |
0.9483 |
|
| R1 |
0.9498 |
0.9498 |
0.9477 |
0.9511 |
| PP |
0.9464 |
0.9464 |
0.9464 |
0.9471 |
| S1 |
0.9439 |
0.9439 |
0.9467 |
0.9452 |
| S2 |
0.9405 |
0.9405 |
0.9461 |
|
| S3 |
0.9346 |
0.9380 |
0.9456 |
|
| S4 |
0.9287 |
0.9321 |
0.9440 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0479 |
1.0288 |
0.9664 |
|
| R3 |
1.0181 |
0.9990 |
0.9582 |
|
| R2 |
0.9883 |
0.9883 |
0.9555 |
|
| R1 |
0.9692 |
0.9692 |
0.9527 |
0.9639 |
| PP |
0.9585 |
0.9585 |
0.9585 |
0.9559 |
| S1 |
0.9394 |
0.9394 |
0.9473 |
0.9341 |
| S2 |
0.9287 |
0.9287 |
0.9445 |
|
| S3 |
0.8989 |
0.9096 |
0.9418 |
|
| S4 |
0.8691 |
0.8798 |
0.9336 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9741 |
|
2.618 |
0.9644 |
|
1.618 |
0.9585 |
|
1.000 |
0.9549 |
|
0.618 |
0.9526 |
|
HIGH |
0.9490 |
|
0.618 |
0.9467 |
|
0.500 |
0.9461 |
|
0.382 |
0.9454 |
|
LOW |
0.9431 |
|
0.618 |
0.9395 |
|
1.000 |
0.9372 |
|
1.618 |
0.9336 |
|
2.618 |
0.9277 |
|
4.250 |
0.9180 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9468 |
0.9547 |
| PP |
0.9464 |
0.9522 |
| S1 |
0.9461 |
0.9497 |
|