CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9558 |
0.9586 |
0.0028 |
0.3% |
0.9421 |
| High |
0.9558 |
0.9587 |
0.0029 |
0.3% |
0.9620 |
| Low |
0.9542 |
0.9586 |
0.0044 |
0.5% |
0.9398 |
| Close |
0.9542 |
0.9587 |
0.0045 |
0.5% |
0.9566 |
| Range |
0.0016 |
0.0001 |
-0.0015 |
-93.8% |
0.0222 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
7 |
32 |
25 |
357.1% |
392 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9590 |
0.9589 |
0.9588 |
|
| R3 |
0.9589 |
0.9588 |
0.9587 |
|
| R2 |
0.9588 |
0.9588 |
0.9587 |
|
| R1 |
0.9587 |
0.9587 |
0.9587 |
0.9588 |
| PP |
0.9587 |
0.9587 |
0.9587 |
0.9587 |
| S1 |
0.9586 |
0.9586 |
0.9587 |
0.9587 |
| S2 |
0.9586 |
0.9586 |
0.9587 |
|
| S3 |
0.9585 |
0.9585 |
0.9587 |
|
| S4 |
0.9584 |
0.9584 |
0.9586 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0194 |
1.0102 |
0.9688 |
|
| R3 |
0.9972 |
0.9880 |
0.9627 |
|
| R2 |
0.9750 |
0.9750 |
0.9607 |
|
| R1 |
0.9658 |
0.9658 |
0.9586 |
0.9704 |
| PP |
0.9528 |
0.9528 |
0.9528 |
0.9551 |
| S1 |
0.9436 |
0.9436 |
0.9546 |
0.9482 |
| S2 |
0.9306 |
0.9306 |
0.9525 |
|
| S3 |
0.9084 |
0.9214 |
0.9505 |
|
| S4 |
0.8862 |
0.8992 |
0.9444 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9591 |
|
2.618 |
0.9590 |
|
1.618 |
0.9589 |
|
1.000 |
0.9588 |
|
0.618 |
0.9588 |
|
HIGH |
0.9587 |
|
0.618 |
0.9587 |
|
0.500 |
0.9587 |
|
0.382 |
0.9586 |
|
LOW |
0.9586 |
|
0.618 |
0.9585 |
|
1.000 |
0.9585 |
|
1.618 |
0.9584 |
|
2.618 |
0.9583 |
|
4.250 |
0.9582 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9587 |
0.9580 |
| PP |
0.9587 |
0.9572 |
| S1 |
0.9587 |
0.9565 |
|