CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9421 |
0.9441 |
0.0020 |
0.2% |
0.9446 |
| High |
0.9423 |
0.9452 |
0.0029 |
0.3% |
0.9466 |
| Low |
0.9398 |
0.9436 |
0.0038 |
0.4% |
0.9360 |
| Close |
0.9416 |
0.9442 |
0.0026 |
0.3% |
0.9395 |
| Range |
0.0025 |
0.0016 |
-0.0009 |
-36.0% |
0.0106 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
186 |
79 |
-107 |
-57.5% |
339 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9491 |
0.9483 |
0.9451 |
|
| R3 |
0.9475 |
0.9467 |
0.9446 |
|
| R2 |
0.9459 |
0.9459 |
0.9445 |
|
| R1 |
0.9451 |
0.9451 |
0.9443 |
0.9455 |
| PP |
0.9443 |
0.9443 |
0.9443 |
0.9446 |
| S1 |
0.9435 |
0.9435 |
0.9441 |
0.9439 |
| S2 |
0.9427 |
0.9427 |
0.9439 |
|
| S3 |
0.9411 |
0.9419 |
0.9438 |
|
| S4 |
0.9395 |
0.9403 |
0.9433 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9725 |
0.9666 |
0.9453 |
|
| R3 |
0.9619 |
0.9560 |
0.9424 |
|
| R2 |
0.9513 |
0.9513 |
0.9414 |
|
| R1 |
0.9454 |
0.9454 |
0.9405 |
0.9431 |
| PP |
0.9407 |
0.9407 |
0.9407 |
0.9395 |
| S1 |
0.9348 |
0.9348 |
0.9385 |
0.9325 |
| S2 |
0.9301 |
0.9301 |
0.9376 |
|
| S3 |
0.9195 |
0.9242 |
0.9366 |
|
| S4 |
0.9089 |
0.9136 |
0.9337 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9520 |
|
2.618 |
0.9494 |
|
1.618 |
0.9478 |
|
1.000 |
0.9468 |
|
0.618 |
0.9462 |
|
HIGH |
0.9452 |
|
0.618 |
0.9446 |
|
0.500 |
0.9444 |
|
0.382 |
0.9442 |
|
LOW |
0.9436 |
|
0.618 |
0.9426 |
|
1.000 |
0.9420 |
|
1.618 |
0.9410 |
|
2.618 |
0.9394 |
|
4.250 |
0.9368 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9444 |
0.9430 |
| PP |
0.9443 |
0.9418 |
| S1 |
0.9443 |
0.9406 |
|