CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9675 |
0.9653 |
-0.0022 |
-0.2% |
0.9591 |
| High |
0.9690 |
0.9669 |
-0.0021 |
-0.2% |
0.9690 |
| Low |
0.9666 |
0.9653 |
-0.0013 |
-0.1% |
0.9591 |
| Close |
0.9666 |
0.9669 |
0.0003 |
0.0% |
0.9669 |
| Range |
0.0024 |
0.0016 |
-0.0008 |
-33.3% |
0.0099 |
| ATR |
0.0049 |
0.0046 |
-0.0002 |
-4.8% |
0.0000 |
| Volume |
6 |
31 |
25 |
416.7% |
169 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9712 |
0.9706 |
0.9678 |
|
| R3 |
0.9696 |
0.9690 |
0.9673 |
|
| R2 |
0.9680 |
0.9680 |
0.9672 |
|
| R1 |
0.9674 |
0.9674 |
0.9670 |
0.9677 |
| PP |
0.9664 |
0.9664 |
0.9664 |
0.9665 |
| S1 |
0.9658 |
0.9658 |
0.9668 |
0.9661 |
| S2 |
0.9648 |
0.9648 |
0.9666 |
|
| S3 |
0.9632 |
0.9642 |
0.9665 |
|
| S4 |
0.9616 |
0.9626 |
0.9660 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9947 |
0.9907 |
0.9723 |
|
| R3 |
0.9848 |
0.9808 |
0.9696 |
|
| R2 |
0.9749 |
0.9749 |
0.9687 |
|
| R1 |
0.9709 |
0.9709 |
0.9678 |
0.9729 |
| PP |
0.9650 |
0.9650 |
0.9650 |
0.9660 |
| S1 |
0.9610 |
0.9610 |
0.9660 |
0.9630 |
| S2 |
0.9551 |
0.9551 |
0.9651 |
|
| S3 |
0.9452 |
0.9511 |
0.9642 |
|
| S4 |
0.9353 |
0.9412 |
0.9615 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9737 |
|
2.618 |
0.9711 |
|
1.618 |
0.9695 |
|
1.000 |
0.9685 |
|
0.618 |
0.9679 |
|
HIGH |
0.9669 |
|
0.618 |
0.9663 |
|
0.500 |
0.9661 |
|
0.382 |
0.9659 |
|
LOW |
0.9653 |
|
0.618 |
0.9643 |
|
1.000 |
0.9637 |
|
1.618 |
0.9627 |
|
2.618 |
0.9611 |
|
4.250 |
0.9585 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9666 |
0.9667 |
| PP |
0.9664 |
0.9665 |
| S1 |
0.9661 |
0.9664 |
|