CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9475 |
0.9446 |
-0.0029 |
-0.3% |
0.9450 |
| High |
0.9475 |
0.9466 |
-0.0009 |
-0.1% |
0.9494 |
| Low |
0.9419 |
0.9446 |
0.0027 |
0.3% |
0.9419 |
| Close |
0.9464 |
0.9464 |
0.0000 |
0.0% |
0.9464 |
| Range |
0.0056 |
0.0020 |
-0.0036 |
-64.3% |
0.0075 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
54 |
191 |
137 |
253.7% |
454 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9519 |
0.9511 |
0.9475 |
|
| R3 |
0.9499 |
0.9491 |
0.9470 |
|
| R2 |
0.9479 |
0.9479 |
0.9468 |
|
| R1 |
0.9471 |
0.9471 |
0.9466 |
0.9475 |
| PP |
0.9459 |
0.9459 |
0.9459 |
0.9461 |
| S1 |
0.9451 |
0.9451 |
0.9462 |
0.9455 |
| S2 |
0.9439 |
0.9439 |
0.9460 |
|
| S3 |
0.9419 |
0.9431 |
0.9459 |
|
| S4 |
0.9399 |
0.9411 |
0.9453 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9684 |
0.9649 |
0.9505 |
|
| R3 |
0.9609 |
0.9574 |
0.9485 |
|
| R2 |
0.9534 |
0.9534 |
0.9478 |
|
| R1 |
0.9499 |
0.9499 |
0.9471 |
0.9517 |
| PP |
0.9459 |
0.9459 |
0.9459 |
0.9468 |
| S1 |
0.9424 |
0.9424 |
0.9457 |
0.9442 |
| S2 |
0.9384 |
0.9384 |
0.9450 |
|
| S3 |
0.9309 |
0.9349 |
0.9443 |
|
| S4 |
0.9234 |
0.9274 |
0.9423 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9551 |
|
2.618 |
0.9518 |
|
1.618 |
0.9498 |
|
1.000 |
0.9486 |
|
0.618 |
0.9478 |
|
HIGH |
0.9466 |
|
0.618 |
0.9458 |
|
0.500 |
0.9456 |
|
0.382 |
0.9454 |
|
LOW |
0.9446 |
|
0.618 |
0.9434 |
|
1.000 |
0.9426 |
|
1.618 |
0.9414 |
|
2.618 |
0.9394 |
|
4.250 |
0.9361 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9461 |
0.9461 |
| PP |
0.9459 |
0.9458 |
| S1 |
0.9456 |
0.9456 |
|