CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9731 |
0.9687 |
-0.0044 |
-0.5% |
0.9680 |
| High |
0.9731 |
0.9710 |
-0.0021 |
-0.2% |
0.9772 |
| Low |
0.9675 |
0.9686 |
0.0011 |
0.1% |
0.9655 |
| Close |
0.9677 |
0.9703 |
0.0026 |
0.3% |
0.9748 |
| Range |
0.0056 |
0.0024 |
-0.0032 |
-57.1% |
0.0117 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
11 |
20 |
9 |
81.8% |
227 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9772 |
0.9761 |
0.9716 |
|
| R3 |
0.9748 |
0.9737 |
0.9710 |
|
| R2 |
0.9724 |
0.9724 |
0.9707 |
|
| R1 |
0.9713 |
0.9713 |
0.9705 |
0.9719 |
| PP |
0.9700 |
0.9700 |
0.9700 |
0.9702 |
| S1 |
0.9689 |
0.9689 |
0.9701 |
0.9695 |
| S2 |
0.9676 |
0.9676 |
0.9699 |
|
| S3 |
0.9652 |
0.9665 |
0.9696 |
|
| S4 |
0.9628 |
0.9641 |
0.9690 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0076 |
1.0029 |
0.9812 |
|
| R3 |
0.9959 |
0.9912 |
0.9780 |
|
| R2 |
0.9842 |
0.9842 |
0.9769 |
|
| R1 |
0.9795 |
0.9795 |
0.9759 |
0.9819 |
| PP |
0.9725 |
0.9725 |
0.9725 |
0.9737 |
| S1 |
0.9678 |
0.9678 |
0.9737 |
0.9702 |
| S2 |
0.9608 |
0.9608 |
0.9727 |
|
| S3 |
0.9491 |
0.9561 |
0.9716 |
|
| S4 |
0.9374 |
0.9444 |
0.9684 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9812 |
|
2.618 |
0.9773 |
|
1.618 |
0.9749 |
|
1.000 |
0.9734 |
|
0.618 |
0.9725 |
|
HIGH |
0.9710 |
|
0.618 |
0.9701 |
|
0.500 |
0.9698 |
|
0.382 |
0.9695 |
|
LOW |
0.9686 |
|
0.618 |
0.9671 |
|
1.000 |
0.9662 |
|
1.618 |
0.9647 |
|
2.618 |
0.9623 |
|
4.250 |
0.9584 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9701 |
0.9706 |
| PP |
0.9700 |
0.9705 |
| S1 |
0.9698 |
0.9704 |
|