CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9573 |
0.9602 |
0.0029 |
0.3% |
0.9705 |
| High |
0.9588 |
0.9644 |
0.0056 |
0.6% |
0.9715 |
| Low |
0.9573 |
0.9567 |
-0.0006 |
-0.1% |
0.9567 |
| Close |
0.9588 |
0.9644 |
0.0056 |
0.6% |
0.9609 |
| Range |
0.0015 |
0.0077 |
0.0062 |
413.3% |
0.0148 |
| ATR |
0.0000 |
0.0049 |
0.0049 |
|
0.0000 |
| Volume |
4 |
87 |
83 |
2,075.0% |
25 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9849 |
0.9824 |
0.9686 |
|
| R3 |
0.9772 |
0.9747 |
0.9665 |
|
| R2 |
0.9695 |
0.9695 |
0.9658 |
|
| R1 |
0.9670 |
0.9670 |
0.9651 |
0.9683 |
| PP |
0.9618 |
0.9618 |
0.9618 |
0.9625 |
| S1 |
0.9593 |
0.9593 |
0.9637 |
0.9606 |
| S2 |
0.9541 |
0.9541 |
0.9630 |
|
| S3 |
0.9464 |
0.9516 |
0.9623 |
|
| S4 |
0.9387 |
0.9439 |
0.9602 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0074 |
0.9990 |
0.9690 |
|
| R3 |
0.9926 |
0.9842 |
0.9650 |
|
| R2 |
0.9778 |
0.9778 |
0.9636 |
|
| R1 |
0.9694 |
0.9694 |
0.9623 |
0.9662 |
| PP |
0.9630 |
0.9630 |
0.9630 |
0.9615 |
| S1 |
0.9546 |
0.9546 |
0.9595 |
0.9514 |
| S2 |
0.9482 |
0.9482 |
0.9582 |
|
| S3 |
0.9334 |
0.9398 |
0.9568 |
|
| S4 |
0.9186 |
0.9250 |
0.9528 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9971 |
|
2.618 |
0.9846 |
|
1.618 |
0.9769 |
|
1.000 |
0.9721 |
|
0.618 |
0.9692 |
|
HIGH |
0.9644 |
|
0.618 |
0.9615 |
|
0.500 |
0.9606 |
|
0.382 |
0.9596 |
|
LOW |
0.9567 |
|
0.618 |
0.9519 |
|
1.000 |
0.9490 |
|
1.618 |
0.9442 |
|
2.618 |
0.9365 |
|
4.250 |
0.9240 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9631 |
0.9629 |
| PP |
0.9618 |
0.9613 |
| S1 |
0.9606 |
0.9598 |
|