CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9688 |
0.9659 |
-0.0029 |
-0.3% |
0.9591 |
| High |
0.9690 |
0.9700 |
0.0010 |
0.1% |
0.9690 |
| Low |
0.9644 |
0.9659 |
0.0015 |
0.2% |
0.9591 |
| Close |
0.9644 |
0.9700 |
0.0056 |
0.6% |
0.9669 |
| Range |
0.0046 |
0.0041 |
-0.0005 |
-10.9% |
0.0099 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.7% |
0.0000 |
| Volume |
10 |
34 |
24 |
240.0% |
169 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9809 |
0.9796 |
0.9723 |
|
| R3 |
0.9768 |
0.9755 |
0.9711 |
|
| R2 |
0.9727 |
0.9727 |
0.9708 |
|
| R1 |
0.9714 |
0.9714 |
0.9704 |
0.9721 |
| PP |
0.9686 |
0.9686 |
0.9686 |
0.9690 |
| S1 |
0.9673 |
0.9673 |
0.9696 |
0.9680 |
| S2 |
0.9645 |
0.9645 |
0.9692 |
|
| S3 |
0.9604 |
0.9632 |
0.9689 |
|
| S4 |
0.9563 |
0.9591 |
0.9677 |
|
|
| 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 |
0.9874 |
|
2.618 |
0.9807 |
|
1.618 |
0.9766 |
|
1.000 |
0.9741 |
|
0.618 |
0.9725 |
|
HIGH |
0.9700 |
|
0.618 |
0.9684 |
|
0.500 |
0.9680 |
|
0.382 |
0.9675 |
|
LOW |
0.9659 |
|
0.618 |
0.9634 |
|
1.000 |
0.9618 |
|
1.618 |
0.9593 |
|
2.618 |
0.9552 |
|
4.250 |
0.9485 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9693 |
0.9691 |
| PP |
0.9686 |
0.9681 |
| S1 |
0.9680 |
0.9672 |
|