CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9677 |
0.9688 |
0.0011 |
0.1% |
0.9591 |
| High |
0.9695 |
0.9690 |
-0.0005 |
-0.1% |
0.9690 |
| Low |
0.9676 |
0.9644 |
-0.0032 |
-0.3% |
0.9591 |
| Close |
0.9695 |
0.9644 |
-0.0051 |
-0.5% |
0.9669 |
| Range |
0.0019 |
0.0046 |
0.0027 |
142.1% |
0.0099 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.9% |
0.0000 |
| Volume |
9 |
10 |
1 |
11.1% |
169 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9797 |
0.9767 |
0.9669 |
|
| R3 |
0.9751 |
0.9721 |
0.9657 |
|
| R2 |
0.9705 |
0.9705 |
0.9652 |
|
| R1 |
0.9675 |
0.9675 |
0.9648 |
0.9667 |
| PP |
0.9659 |
0.9659 |
0.9659 |
0.9656 |
| S1 |
0.9629 |
0.9629 |
0.9640 |
0.9621 |
| S2 |
0.9613 |
0.9613 |
0.9636 |
|
| S3 |
0.9567 |
0.9583 |
0.9631 |
|
| S4 |
0.9521 |
0.9537 |
0.9619 |
|
|
| 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 |
0.9886 |
|
2.618 |
0.9810 |
|
1.618 |
0.9764 |
|
1.000 |
0.9736 |
|
0.618 |
0.9718 |
|
HIGH |
0.9690 |
|
0.618 |
0.9672 |
|
0.500 |
0.9667 |
|
0.382 |
0.9662 |
|
LOW |
0.9644 |
|
0.618 |
0.9616 |
|
1.000 |
0.9598 |
|
1.618 |
0.9570 |
|
2.618 |
0.9524 |
|
4.250 |
0.9449 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9667 |
0.9670 |
| PP |
0.9659 |
0.9661 |
| S1 |
0.9652 |
0.9653 |
|