CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9663 |
0.9675 |
0.0012 |
0.1% |
0.9558 |
| High |
0.9665 |
0.9690 |
0.0025 |
0.3% |
0.9600 |
| Low |
0.9637 |
0.9666 |
0.0029 |
0.3% |
0.9528 |
| Close |
0.9637 |
0.9666 |
0.0029 |
0.3% |
0.9589 |
| Range |
0.0028 |
0.0024 |
-0.0004 |
-14.3% |
0.0072 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.7% |
0.0000 |
| Volume |
3 |
6 |
3 |
100.0% |
86 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9746 |
0.9730 |
0.9679 |
|
| R3 |
0.9722 |
0.9706 |
0.9673 |
|
| R2 |
0.9698 |
0.9698 |
0.9670 |
|
| R1 |
0.9682 |
0.9682 |
0.9668 |
0.9678 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9672 |
| S1 |
0.9658 |
0.9658 |
0.9664 |
0.9654 |
| S2 |
0.9650 |
0.9650 |
0.9662 |
|
| S3 |
0.9626 |
0.9634 |
0.9659 |
|
| S4 |
0.9602 |
0.9610 |
0.9653 |
|
|
| 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 |
0.9792 |
|
2.618 |
0.9753 |
|
1.618 |
0.9729 |
|
1.000 |
0.9714 |
|
0.618 |
0.9705 |
|
HIGH |
0.9690 |
|
0.618 |
0.9681 |
|
0.500 |
0.9678 |
|
0.382 |
0.9675 |
|
LOW |
0.9666 |
|
0.618 |
0.9651 |
|
1.000 |
0.9642 |
|
1.618 |
0.9627 |
|
2.618 |
0.9603 |
|
4.250 |
0.9564 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9678 |
0.9665 |
| PP |
0.9674 |
0.9664 |
| S1 |
0.9670 |
0.9664 |
|