CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9591 |
0.9650 |
0.0059 |
0.6% |
0.9558 |
| High |
0.9629 |
0.9671 |
0.0042 |
0.4% |
0.9600 |
| Low |
0.9591 |
0.9650 |
0.0059 |
0.6% |
0.9528 |
| Close |
0.9614 |
0.9671 |
0.0057 |
0.6% |
0.9589 |
| Range |
0.0038 |
0.0021 |
-0.0017 |
-44.7% |
0.0072 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.2% |
0.0000 |
| Volume |
74 |
55 |
-19 |
-25.7% |
86 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9727 |
0.9720 |
0.9683 |
|
| R3 |
0.9706 |
0.9699 |
0.9677 |
|
| R2 |
0.9685 |
0.9685 |
0.9675 |
|
| R1 |
0.9678 |
0.9678 |
0.9673 |
0.9682 |
| PP |
0.9664 |
0.9664 |
0.9664 |
0.9666 |
| S1 |
0.9657 |
0.9657 |
0.9669 |
0.9661 |
| S2 |
0.9643 |
0.9643 |
0.9667 |
|
| S3 |
0.9622 |
0.9636 |
0.9665 |
|
| S4 |
0.9601 |
0.9615 |
0.9659 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9788 |
0.9761 |
0.9629 |
|
| R3 |
0.9716 |
0.9689 |
0.9609 |
|
| R2 |
0.9644 |
0.9644 |
0.9602 |
|
| R1 |
0.9617 |
0.9617 |
0.9596 |
0.9631 |
| PP |
0.9572 |
0.9572 |
0.9572 |
0.9579 |
| S1 |
0.9545 |
0.9545 |
0.9582 |
0.9559 |
| S2 |
0.9500 |
0.9500 |
0.9576 |
|
| S3 |
0.9428 |
0.9473 |
0.9569 |
|
| S4 |
0.9356 |
0.9401 |
0.9549 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9760 |
|
2.618 |
0.9726 |
|
1.618 |
0.9705 |
|
1.000 |
0.9692 |
|
0.618 |
0.9684 |
|
HIGH |
0.9671 |
|
0.618 |
0.9663 |
|
0.500 |
0.9661 |
|
0.382 |
0.9658 |
|
LOW |
0.9650 |
|
0.618 |
0.9637 |
|
1.000 |
0.9629 |
|
1.618 |
0.9616 |
|
2.618 |
0.9595 |
|
4.250 |
0.9561 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9668 |
0.9654 |
| PP |
0.9664 |
0.9636 |
| S1 |
0.9661 |
0.9619 |
|