CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9659 |
0.9638 |
-0.0021 |
-0.2% |
0.9591 |
| High |
0.9700 |
0.9638 |
-0.0062 |
-0.6% |
0.9690 |
| Low |
0.9659 |
0.9610 |
-0.0049 |
-0.5% |
0.9591 |
| Close |
0.9700 |
0.9611 |
-0.0089 |
-0.9% |
0.9669 |
| Range |
0.0041 |
0.0028 |
-0.0013 |
-31.7% |
0.0099 |
| ATR |
0.0046 |
0.0049 |
0.0003 |
6.8% |
0.0000 |
| Volume |
34 |
11 |
-23 |
-67.6% |
169 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9704 |
0.9685 |
0.9626 |
|
| R3 |
0.9676 |
0.9657 |
0.9619 |
|
| R2 |
0.9648 |
0.9648 |
0.9616 |
|
| R1 |
0.9629 |
0.9629 |
0.9614 |
0.9625 |
| PP |
0.9620 |
0.9620 |
0.9620 |
0.9617 |
| S1 |
0.9601 |
0.9601 |
0.9608 |
0.9597 |
| S2 |
0.9592 |
0.9592 |
0.9606 |
|
| S3 |
0.9564 |
0.9573 |
0.9603 |
|
| S4 |
0.9536 |
0.9545 |
0.9596 |
|
|
| 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 |
0.9757 |
|
2.618 |
0.9711 |
|
1.618 |
0.9683 |
|
1.000 |
0.9666 |
|
0.618 |
0.9655 |
|
HIGH |
0.9638 |
|
0.618 |
0.9627 |
|
0.500 |
0.9624 |
|
0.382 |
0.9621 |
|
LOW |
0.9610 |
|
0.618 |
0.9593 |
|
1.000 |
0.9582 |
|
1.618 |
0.9565 |
|
2.618 |
0.9537 |
|
4.250 |
0.9491 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9624 |
0.9655 |
| PP |
0.9620 |
0.9640 |
| S1 |
0.9615 |
0.9626 |
|