CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9611 |
0.9592 |
-0.0019 |
-0.2% |
0.9677 |
| High |
0.9611 |
0.9592 |
-0.0019 |
-0.2% |
0.9700 |
| Low |
0.9569 |
0.9592 |
0.0023 |
0.2% |
0.9569 |
| Close |
0.9573 |
0.9592 |
0.0019 |
0.2% |
0.9573 |
| Range |
0.0042 |
0.0000 |
-0.0042 |
-100.0% |
0.0131 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
19 |
37 |
18 |
94.7% |
83 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9592 |
0.9592 |
0.9592 |
|
| R3 |
0.9592 |
0.9592 |
0.9592 |
|
| R2 |
0.9592 |
0.9592 |
0.9592 |
|
| R1 |
0.9592 |
0.9592 |
0.9592 |
0.9592 |
| PP |
0.9592 |
0.9592 |
0.9592 |
0.9592 |
| S1 |
0.9592 |
0.9592 |
0.9592 |
0.9592 |
| S2 |
0.9592 |
0.9592 |
0.9592 |
|
| S3 |
0.9592 |
0.9592 |
0.9592 |
|
| S4 |
0.9592 |
0.9592 |
0.9592 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0007 |
0.9921 |
0.9645 |
|
| R3 |
0.9876 |
0.9790 |
0.9609 |
|
| R2 |
0.9745 |
0.9745 |
0.9597 |
|
| R1 |
0.9659 |
0.9659 |
0.9585 |
0.9637 |
| PP |
0.9614 |
0.9614 |
0.9614 |
0.9603 |
| S1 |
0.9528 |
0.9528 |
0.9561 |
0.9506 |
| S2 |
0.9483 |
0.9483 |
0.9549 |
|
| S3 |
0.9352 |
0.9397 |
0.9537 |
|
| S4 |
0.9221 |
0.9266 |
0.9501 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9592 |
|
2.618 |
0.9592 |
|
1.618 |
0.9592 |
|
1.000 |
0.9592 |
|
0.618 |
0.9592 |
|
HIGH |
0.9592 |
|
0.618 |
0.9592 |
|
0.500 |
0.9592 |
|
0.382 |
0.9592 |
|
LOW |
0.9592 |
|
0.618 |
0.9592 |
|
1.000 |
0.9592 |
|
1.618 |
0.9592 |
|
2.618 |
0.9592 |
|
4.250 |
0.9592 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9592 |
0.9604 |
| PP |
0.9592 |
0.9600 |
| S1 |
0.9592 |
0.9596 |
|