CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9451 |
0.9485 |
0.0034 |
0.4% |
0.9777 |
| High |
0.9464 |
0.9494 |
0.0030 |
0.3% |
0.9777 |
| Low |
0.9437 |
0.9477 |
0.0040 |
0.4% |
0.9479 |
| Close |
0.9449 |
0.9477 |
0.0028 |
0.3% |
0.9500 |
| Range |
0.0027 |
0.0017 |
-0.0010 |
-37.0% |
0.0298 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
125 |
47 |
-78 |
-62.4% |
76 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9534 |
0.9522 |
0.9486 |
|
| R3 |
0.9517 |
0.9505 |
0.9482 |
|
| R2 |
0.9500 |
0.9500 |
0.9480 |
|
| R1 |
0.9488 |
0.9488 |
0.9479 |
0.9486 |
| PP |
0.9483 |
0.9483 |
0.9483 |
0.9481 |
| S1 |
0.9471 |
0.9471 |
0.9475 |
0.9469 |
| S2 |
0.9466 |
0.9466 |
0.9474 |
|
| S3 |
0.9449 |
0.9454 |
0.9472 |
|
| S4 |
0.9432 |
0.9437 |
0.9468 |
|
|
| 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 |
0.9566 |
|
2.618 |
0.9539 |
|
1.618 |
0.9522 |
|
1.000 |
0.9511 |
|
0.618 |
0.9505 |
|
HIGH |
0.9494 |
|
0.618 |
0.9488 |
|
0.500 |
0.9486 |
|
0.382 |
0.9483 |
|
LOW |
0.9477 |
|
0.618 |
0.9466 |
|
1.000 |
0.9460 |
|
1.618 |
0.9449 |
|
2.618 |
0.9432 |
|
4.250 |
0.9405 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9486 |
0.9472 |
| PP |
0.9483 |
0.9467 |
| S1 |
0.9480 |
0.9463 |
|