CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9602 |
0.9583 |
-0.0019 |
-0.2% |
0.9552 |
| High |
0.9644 |
0.9610 |
-0.0034 |
-0.4% |
0.9644 |
| Low |
0.9567 |
0.9580 |
0.0013 |
0.1% |
0.9552 |
| Close |
0.9644 |
0.9580 |
-0.0064 |
-0.7% |
0.9580 |
| Range |
0.0077 |
0.0030 |
-0.0047 |
-61.0% |
0.0092 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.2% |
0.0000 |
| Volume |
87 |
6 |
-81 |
-93.1% |
98 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9680 |
0.9660 |
0.9597 |
|
| R3 |
0.9650 |
0.9630 |
0.9588 |
|
| R2 |
0.9620 |
0.9620 |
0.9586 |
|
| R1 |
0.9600 |
0.9600 |
0.9583 |
0.9595 |
| PP |
0.9590 |
0.9590 |
0.9590 |
0.9588 |
| S1 |
0.9570 |
0.9570 |
0.9577 |
0.9565 |
| S2 |
0.9560 |
0.9560 |
0.9575 |
|
| S3 |
0.9530 |
0.9540 |
0.9572 |
|
| S4 |
0.9500 |
0.9510 |
0.9564 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9868 |
0.9816 |
0.9631 |
|
| R3 |
0.9776 |
0.9724 |
0.9605 |
|
| R2 |
0.9684 |
0.9684 |
0.9597 |
|
| R1 |
0.9632 |
0.9632 |
0.9588 |
0.9658 |
| PP |
0.9592 |
0.9592 |
0.9592 |
0.9605 |
| S1 |
0.9540 |
0.9540 |
0.9572 |
0.9566 |
| S2 |
0.9500 |
0.9500 |
0.9563 |
|
| S3 |
0.9408 |
0.9448 |
0.9555 |
|
| S4 |
0.9316 |
0.9356 |
0.9529 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9738 |
|
2.618 |
0.9689 |
|
1.618 |
0.9659 |
|
1.000 |
0.9640 |
|
0.618 |
0.9629 |
|
HIGH |
0.9610 |
|
0.618 |
0.9599 |
|
0.500 |
0.9595 |
|
0.382 |
0.9591 |
|
LOW |
0.9580 |
|
0.618 |
0.9561 |
|
1.000 |
0.9550 |
|
1.618 |
0.9531 |
|
2.618 |
0.9501 |
|
4.250 |
0.9453 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9595 |
0.9606 |
| PP |
0.9590 |
0.9597 |
| S1 |
0.9585 |
0.9589 |
|