CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9519 |
0.9440 |
-0.0079 |
-0.8% |
0.9641 |
| High |
0.9519 |
0.9440 |
-0.0079 |
-0.8% |
0.9641 |
| Low |
0.9492 |
0.9436 |
-0.0056 |
-0.6% |
0.9592 |
| Close |
0.9492 |
0.9436 |
-0.0056 |
-0.6% |
0.9616 |
| Range |
0.0027 |
0.0004 |
-0.0023 |
-85.2% |
0.0049 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.7% |
0.0000 |
| Volume |
1 |
10 |
9 |
900.0% |
407 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9449 |
0.9447 |
0.9438 |
|
| R3 |
0.9445 |
0.9443 |
0.9437 |
|
| R2 |
0.9441 |
0.9441 |
0.9437 |
|
| R1 |
0.9439 |
0.9439 |
0.9436 |
0.9438 |
| PP |
0.9437 |
0.9437 |
0.9437 |
0.9437 |
| S1 |
0.9435 |
0.9435 |
0.9436 |
0.9434 |
| S2 |
0.9433 |
0.9433 |
0.9435 |
|
| S3 |
0.9429 |
0.9431 |
0.9435 |
|
| S4 |
0.9425 |
0.9427 |
0.9434 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9763 |
0.9739 |
0.9643 |
|
| R3 |
0.9714 |
0.9690 |
0.9629 |
|
| R2 |
0.9665 |
0.9665 |
0.9625 |
|
| R1 |
0.9641 |
0.9641 |
0.9620 |
0.9629 |
| PP |
0.9616 |
0.9616 |
0.9616 |
0.9610 |
| S1 |
0.9592 |
0.9592 |
0.9612 |
0.9580 |
| S2 |
0.9567 |
0.9567 |
0.9607 |
|
| S3 |
0.9518 |
0.9543 |
0.9603 |
|
| S4 |
0.9469 |
0.9494 |
0.9589 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9457 |
|
2.618 |
0.9450 |
|
1.618 |
0.9446 |
|
1.000 |
0.9444 |
|
0.618 |
0.9442 |
|
HIGH |
0.9440 |
|
0.618 |
0.9438 |
|
0.500 |
0.9438 |
|
0.382 |
0.9438 |
|
LOW |
0.9436 |
|
0.618 |
0.9434 |
|
1.000 |
0.9432 |
|
1.618 |
0.9430 |
|
2.618 |
0.9426 |
|
4.250 |
0.9419 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9438 |
0.9497 |
| PP |
0.9437 |
0.9477 |
| S1 |
0.9437 |
0.9456 |
|